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It's COVID-19 chaos! : is the temporary restriction on short selling in Thailand effective?

Likitapiwat, Tanakorn; Sirimon Treepongkaruna - In: Cogent economics & finance 10 (2022) 1, pp. 1-23

This paper evaluates the effectiveness of the COVID-19 temporarily led restriction on short selling by the Stock Exchange of Thailand (SET). We investigate the causal effect of short selling restriction on return, volatility and market quality from 2 September 2019 to 30 September 2020....

Persistent link: https://www.econbiz.de/10013413506

Information content of earnings announcements : evidence from after-hours trading

Jiang, Christine X.; Likitapiwat, Tanakorn; McInish, … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 6, pp. 1303-1330

Persistent link: https://www.econbiz.de/10009728906

Information Content of Earnings Announcements : Evidence from After-Hours Trading

Jiang, Christine X. - 2017

We study after-hours trading (AHT), price contributions, and price discovery following quarterly earnings announcements released outside of the normal trading hours. For Standard & Poor's (S&P) 500 index stocks from 2004–2008, AHT is heightened on announcement days. A significant portion of...

Persistent link: https://www.econbiz.de/10012949145

Rating spillover effects on the stock markets

Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Sirimon … - In: Journal of multinational financial management 25/26 (2014), pp. 51-63

Persistent link: https://www.econbiz.de/10010516824

How does trading volume affect financial return distributions?

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 35 (2014), pp. 190-206

Persistent link: https://www.econbiz.de/10010530243

Investor type trading behavior and trade performance : evidence from the Thai stock market

Phansatan, Suwipa; Powell, John Gregory; … - In: Pacific-Basin finance journal 20 (2012) 1, pp. 1-23

Persistent link: https://www.econbiz.de/10009629184

Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342

Realized spill-over effects between stock and foreign exchange market : evidence from regional analysis

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna - In: Global finance journal 28 (2015), pp. 24-37

Persistent link: https://www.econbiz.de/10011478085

Chasing for information during the COVID-19 panic : the role of Google search on global stock market

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna - In: Cogent economics & finance 9 (2021) 1, pp. 1-16

This paper examines the causal relationship between global stock market performance and Google search volume index (SVI) surrounding the disastrous event of the coronavirus (COVID-19) outbreak. Based on 6,106 stock index-day observations of 71 countries during the period from 1 January 2020 to...

Persistent link: https://www.econbiz.de/10013184088

Examining stress in Asian currencies : a perspective offered by high frequency financial market data

Dungey, Mardi H.; Matei, Marius; Sirimon Treepongkaruna - In: Journal of international financial markets, … 67 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012495857