Access Statistics for Nuttawat Visaltanachoti

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Intraday Event Studies 0 1 1 12 0 2 15 56
Are individual stock returns predictable? 0 0 0 3 1 1 11 22
Be nice to the air: Severe haze pollution and mutual fund risk 0 0 1 1 0 0 13 18
Beta estimation in New Zealand 0 0 1 6 1 1 19 41
Broker and institutional investor short selling 0 0 0 0 1 1 13 14
Climate events and return comovement 0 0 2 6 3 5 23 41
Commodity Liquidity Measurement and Transaction Costs 5 6 10 159 8 13 32 443
Commonality in liquidity: Evidence from the Stock Exchange of Thailand 0 0 0 59 0 0 10 187
Country governance and international equity returns 0 0 0 5 0 1 8 43
Do accounting information and market environment matter for cross‐asset predictability? 0 0 0 6 1 2 17 35
Do climate risks matter for green investment? 0 0 1 15 0 2 15 50
Do liquidity proxies measure liquidity accurately in ETFs? 0 0 3 16 1 3 18 107
Do stocks outperform treasury bills in international markets? 0 1 12 52 1 8 41 125
Do stop-loss rules add value in international equity market allocation? 0 0 2 5 0 0 11 18
Does a change in the information environment affect labor adjustment costs? 0 0 0 4 1 1 13 31
Does bitcoin liquidity resemble the liquidity of other financial assets? 0 0 1 12 1 5 19 42
Does fear spur default risk? 0 1 1 1 0 4 14 31
ETF arbitrage: Intraday evidence 1 3 10 228 5 17 52 626
Economic Value Added (EVA®) and Sector Returns 0 0 1 26 1 1 14 151
Estimating Long-Term Expected Returns 0 0 0 1 0 0 12 14
Frontier market transaction costs and diversification 0 0 1 26 0 0 10 98
Holding periods, illiquidity and disposition effect in the Chinese stock markets 0 0 0 59 0 1 7 188
How does management respond to stock price crashes? 0 1 1 2 0 1 3 8
Idiosyncratic volatility and stock returns: a cross country analysis 0 0 0 36 2 3 12 127
Improving momentum returns using generalized linear models 0 0 0 0 0 1 12 12
Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand 0 0 0 18 0 0 2 108
Insider trading and climate disasters 0 1 1 2 0 5 19 21
Is there momentum or reversal in weekly currency returns? 0 0 0 53 4 8 21 189
Liquidity commonality in commodities 0 0 1 55 1 3 20 245
Liquidity distribution in the limit order book on the stock exchange of Thailand 0 0 0 65 1 1 13 311
Liquidity measurement in frontier markets 0 2 2 41 0 6 22 182
Liquidity spillover between ETFs and their constituents 0 1 7 8 0 5 26 31
Lottery stocks and stop-loss rules 0 0 1 5 0 6 17 28
New Zealand long-term equity returns and their determinants 0 0 3 10 1 1 22 34
Opportunistic insider trading 0 0 0 29 2 2 14 246
Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis 0 0 0 28 1 3 8 112
Performance of market order execution strategy: the Australian evidence 0 0 0 17 1 1 5 101
Politics and liquidity 0 0 0 9 0 1 13 74
Predicting ETF liquidity 0 0 0 0 2 3 20 23
Real exchange rates, asset prices and terms of trade: A theoretical analysis 0 0 0 41 0 2 9 172
Risk reduction using trailing stop‐loss rules 2 3 9 25 14 41 146 206
Sell the rumour, buy the fact? 0 0 0 3 2 3 15 71
Speed of convergence to market efficiency for NYSE-listed foreign stocks 0 0 0 58 0 0 16 207
Stock Market Predictability and Industrial Metal Returns 0 1 3 27 2 4 17 80
Stock price crashes and systematic risk 1 1 2 2 2 2 7 7
Technical indicators and cross-sectional expected returns 0 0 3 10 3 5 18 31
The Halloween Effect in U.S. Sectors 1 2 4 85 1 9 24 286
The Other January Effect: Evidence against market efficiency? 0 0 0 74 0 0 9 357
The liquidity of active ETFs 0 0 4 18 1 4 40 87
Time series momentum and moving average trading rules 1 3 9 52 6 19 64 186
Transaction costs in an illiquid order-driven market 0 0 0 1 0 0 7 23
What influences demand for Buy Now, Pay Later credit? 1 2 10 22 1 6 71 105
Total Journal Articles 12 29 107 1,498 72 213 1,079 6,051

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Statistics updated 2026-09-10