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 1 1 1 12 2 3 15 56
Are individual stock returns predictable? 0 0 0 3 0 1 10 21
Be nice to the air: Severe haze pollution and mutual fund risk 0 0 1 1 0 2 14 18
Beta estimation in New Zealand 0 1 1 6 0 3 20 40
Broker and institutional investor short selling 0 0 0 0 0 4 12 13
Climate events and return comovement 0 0 2 6 0 6 18 36
Commodity Liquidity Measurement and Transaction Costs 0 2 6 153 3 8 25 433
Commonality in liquidity: Evidence from the Stock Exchange of Thailand 0 0 1 59 0 1 11 187
Country governance and international equity returns 0 0 0 5 0 1 8 42
Do accounting information and market environment matter for cross‐asset predictability? 0 0 0 6 1 6 16 34
Do climate risks matter for green investment? 0 0 1 15 0 4 14 48
Do liquidity proxies measure liquidity accurately in ETFs? 0 0 3 16 2 5 17 106
Do stocks outperform treasury bills in international markets? 1 4 12 52 5 15 38 122
Do stop-loss rules add value in international equity market allocation? 0 1 2 5 0 6 11 18
Does a change in the information environment affect labor adjustment costs? 0 0 0 4 0 4 12 30
Does bitcoin liquidity resemble the liquidity of other financial assets? 0 1 1 12 4 10 19 41
Does fear spur default risk? 1 1 1 1 2 6 12 29
ETF arbitrage: Intraday evidence 0 2 7 225 3 12 39 612
Economic Value Added (EVA®) and Sector Returns 0 0 2 26 0 1 16 150
Estimating Long-Term Expected Returns 0 0 1 1 0 3 13 14
Frontier market transaction costs and diversification 0 0 1 26 0 1 12 98
Holding periods, illiquidity and disposition effect in the Chinese stock markets 0 0 0 59 1 3 8 188
How does management respond to stock price crashes? 0 0 0 1 0 0 4 7
Idiosyncratic volatility and stock returns: a cross country analysis 0 0 0 36 0 1 9 124
Improving momentum returns using generalized linear models 0 0 0 0 0 4 11 11
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 0 0 1 2 6 16 18
Is there momentum or reversal in weekly currency returns? 0 0 0 53 1 4 15 182
Liquidity commonality in commodities 0 0 1 55 2 7 20 244
Liquidity distribution in the limit order book on the stock exchange of Thailand 0 0 1 65 0 2 13 310
Liquidity measurement in frontier markets 1 1 1 40 3 4 20 179
Liquidity spillover between ETFs and their constituents 0 1 7 7 1 6 24 27
Lottery stocks and stop-loss rules 0 1 1 5 2 7 13 24
New Zealand long-term equity returns and their determinants 0 0 4 10 0 4 22 33
Opportunistic insider trading 0 0 0 29 0 3 12 244
Order imbalance, market returns and volatility: evidence from Thailand during the Asian crisis 0 0 0 28 0 4 5 109
Performance of market order execution strategy: the Australian evidence 0 0 0 17 0 1 4 100
Politics and liquidity 0 0 0 9 0 3 12 73
Predicting ETF liquidity 0 0 0 0 0 3 18 20
Real exchange rates, asset prices and terms of trade: A theoretical analysis 0 0 0 41 1 1 11 171
Risk reduction using trailing stop‐loss rules 0 0 6 22 13 37 127 178
Sell the rumour, buy the fact? 0 0 0 3 0 3 12 68
Speed of convergence to market efficiency for NYSE-listed foreign stocks 0 0 0 58 0 3 17 207
Stock Market Predictability and Industrial Metal Returns 1 1 3 27 1 4 14 77
Stock price crashes and systematic risk 0 0 1 1 0 2 5 5
Technical indicators and cross-sectional expected returns 0 2 5 10 2 7 18 28
The Halloween Effect in U.S. Sectors 0 1 2 83 6 11 22 283
The Other January Effect: Evidence against market efficiency? 0 0 0 74 0 2 9 357
The liquidity of active ETFs 0 0 5 18 0 18 38 83
Time series momentum and moving average trading rules 0 1 7 49 4 15 50 171
Transaction costs in an illiquid order-driven market 0 0 0 1 0 2 7 23
What influences demand for Buy Now, Pay Later credit? 0 1 10 20 1 15 72 100
Total Journal Articles 5 22 97 1,474 62 284 982 5,900

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Statistics updated 2026-07-10