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Idiosyncratic volatility and stock returns : a cross country analysis
Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281
Empirical evidences regarding the association of idiosyncratic volatility and stock returns are inconsistent with the Capital Asset Pricing Model (CAPM), which implies that idiosyncratic risk should not be priced because it would be fully eliminated through diversification. Using Exponential...
Persistent link: https://www.econbiz.de/10003886161
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Commonality in liquidity: evidence from the stock exchange of Thailand
Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Pacific-Basin finance journal 17 (2009) 1, pp. 80-99
Persistent link: https://www.econbiz.de/10003800553
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Idiosyncratic Volatility and Stock Returns : A Cross Country Analysis
Pukthuanthong, Kuntara - 2014
Empirical evidences regarding the association of idiosyncratic volatility and stock returns are inconsistent with the capital asset pricing model (CAPM) which implies that idiosyncratic risk should not be priced because it would be fully eliminated through diversification. Using estimated-EGARCH...
Persistent link: https://www.econbiz.de/10012751052
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Underwriter learning about unfamiliar firms : evidence from the history of biotech IPOS
Pukthuanthong, Kuntara - In: Journal of financial markets 9 (2006) 4, pp. 366-407
Persistent link: https://www.econbiz.de/10003383463
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Why should we like firms that voluntarily disclose? : evidence from profit warning firms
Pukthuanthong, Kuntara - In: The journal of investing 19 (2010) 4, pp. 66-83
Persistent link: https://www.econbiz.de/10009309145
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Risk reduction using trailing stop‐loss rules
Dai, Bochuan; Marshall, Ben R.; Nguyen, Nhut H.; … - In: International Review of Finance 21 (2020) 4, pp. 1334-1352
Persistent link: https://www.econbiz.de/10012282326
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Do accounting information and market environment matter for cross‐asset predictability?
Thakerngkiat, Narongdech; Nguyen, Hung T.; Nguyen, Nhut H. - In: Accounting & Finance 61 (2021) 3, pp. 4389-4434
Persistent link: https://www.econbiz.de/10012536647
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Liquidity distribution in the limit order book on the stock exchange of Thailand
Visaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - In: International review of financial analysis 17 (2008) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10003765032
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Seasonal, size and value anomalies
Jacobsen, Ben; Mamun, Abdullah al; Visaltanachoti, Nuttawat - 2005
Persistent link: https://www.econbiz.de/10003332070
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Holding periods, illiquidity, and disposition effect in the Chinese stock markets
Visaltanachoti, Nuttawat; Luo, Hang; Lin, Lu - 2005
Persistent link: https://www.econbiz.de/10003332109