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Expanding the explanations for the return-volatility relation

Talukdar, Bakhtear; Daigler, Robert T.; Parhizgari, Ali M. - In: The journal of futures markets 37 (2017) 7, pp. 689-716

Persistent link: https://www.econbiz.de/10011950866

Spicing up a portfolio with commodity futures : still a good recipe?

Daigler, Robert T.; Dupoyet, Brice; You, Leyuan - In: The journal of alternative investments 19 (2017) 4, pp. 8-23

Persistent link: https://www.econbiz.de/10011673671

Exchange traded funds : leverage and liquidity

March-Dallas, Samique; Daigler, Robert T.; Mishra, Suchi; … - In: Applied economics 50 (2018) 37, pp. 4054-4073

Persistent link: https://www.econbiz.de/10012060690

Dynamics of information leadership in the volatility complex with trading time changes : evidence from VIX futures and VIX ETPs

Hurwitz, Catalina I.; Mishra, Suchismita; Daigler, Robert T. - In: Algorithmic finance 9 (2022) 3/4, pp. 63-79

Persistent link: https://www.econbiz.de/10013459963

Does board gender diversity improve the welfare of lesbian, gay, bisexual, and transgender employees?

Kyaw, Khine; Sirimon Treepongkaruna; Pornsit Jiraporn; … - In: Corporate Social Responsibility and Environmental Management 29 (2021) 1, pp. 200-210

Persistent link: https://www.econbiz.de/10012632526

Do short sellers exacerbate volatility?

Ho, Glenn Kit Foong; Sirimon Treepongkaruna; Chaiyuth … - In: Managerial Finance 47 (2021) 12, pp. 1787-1800

Purpose: This paper examines whether short sellers aggravate volatility in the Australian stock market by using five different realized volatility (RV) measures during a more stable period. Design/methodology/approach: The authors develop a measure to capture the abnormal level of short selling...

Persistent link: https://www.econbiz.de/10012641540

The board effectiveness index and stock price crash risk

Woraphon Wattanatorn; Chaiyuth Padungsaksawasdi - In: Managerial Finance 48 (2021) 1, pp. 126-135

Purpose: The main purpose of this study is to use a new broad board effectiveness index, which has been created from several internal attributes of board of directors and to investigate the association of the overall index regarding stock price crash risk. Design/methodology/approach: The...

Persistent link: https://www.econbiz.de/10012812803

Do U.S. investors worry about fear in international equity markets? Empirical evidence on dynamic panel data

Cheuathonghua, Massaporn; Chaiyuth Padungsaksawasdi - In: International Journal of Finance & Economics (2019)

Persistent link: https://www.econbiz.de/10012082727

Does board independence influence asset redeployability? : evidence from a quasi-natural experiment

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: Corporate governance : international journal of … 22 (2022) 2, pp. 302-316

Persistent link: https://www.econbiz.de/10012939841

LGBT-supportive corporate policies, risk aversion and mitigation and economic policy uncertainty

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: Review of behavioral finance : RBF 15 (2023) 2, pp. 240-256

Persistent link: https://www.econbiz.de/10014340523