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 0 1 12 0 0 15 56
Are individual stock returns predictable? 0 0 0 3 1 2 11 23
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 0 1 16 41
Broker and institutional investor short selling 0 0 0 0 0 1 13 14
Climate events and return comovement 0 0 2 6 1 6 22 42
Commodity Liquidity Measurement and Transaction Costs 0 6 10 159 2 12 34 445
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 1 2 9 44
Do accounting information and market environment matter for cross‐asset predictability? 0 0 0 6 0 1 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 2 3 19 109
Do stocks outperform treasury bills in international markets? 0 0 11 52 4 7 43 129
Do stop-loss rules add value in international equity market allocation? 0 0 2 5 2 2 13 20
Does a change in the information environment affect labor adjustment costs? 0 0 0 4 0 1 12 31
Does bitcoin liquidity resemble the liquidity of other financial assets? 0 0 1 12 0 1 19 42
Does fear spur default risk? 0 0 1 1 1 3 15 32
ETF arbitrage: Intraday evidence 0 3 10 228 6 20 57 632
Economic Value Added (EVA®) and Sector Returns 0 0 0 26 1 2 14 152
Estimating Long-Term Expected Returns 0 0 0 1 1 1 13 15
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 0 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 0 3 12 127
Improving momentum returns using generalized linear models 1 1 1 1 1 2 12 13
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 3 18 21
Is there momentum or reversal in weekly currency returns? 0 0 0 53 9 16 30 198
Liquidity commonality in commodities 0 0 1 55 1 2 20 246
Liquidity distribution in the limit order book on the stock exchange of Thailand 1 1 1 66 1 2 14 312
Liquidity measurement in frontier markets 0 1 2 41 2 5 24 184
Liquidity spillover between ETFs and their constituents 0 1 6 8 0 4 25 31
Lottery stocks and stop-loss rules 0 0 1 5 0 4 16 28
New Zealand long-term equity returns and their determinants 0 0 3 10 0 1 20 34
Opportunistic insider trading 0 0 0 29 0 2 14 246
Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis 1 1 1 29 3 6 11 115
Performance of market order execution strategy: the Australian evidence 0 0 0 17 0 1 4 101
Politics and liquidity 0 0 0 9 0 1 13 74
Predicting ETF liquidity 0 0 0 0 0 3 19 23
Real exchange rates, asset prices and terms of trade: A theoretical analysis 0 0 0 41 0 1 8 172
Risk reduction using trailing stop‐loss rules 0 3 8 25 11 39 154 217
Sell the rumour, buy the fact? 0 0 0 3 1 4 16 72
Speed of convergence to market efficiency for NYSE-listed foreign stocks 0 0 0 58 0 0 14 207
Stock Market Predictability and Industrial Metal Returns 0 0 3 27 1 4 18 81
Stock price crashes and systematic risk 1 2 3 3 2 4 9 9
Technical indicators and cross-sectional expected returns 0 0 3 10 0 3 18 31
The Halloween Effect in U.S. Sectors 1 3 5 86 2 5 26 288
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 0 4 39 87
Time series momentum and moving average trading rules 0 3 8 52 12 27 73 198
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? 0 2 9 22 0 5 66 105
Total Journal Articles 5 29 106 1,503 68 219 1,111 6,119

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Statistics updated 2026-10-11