Similar Search Results

Investor attention and stock market activities : new evidence from panel data

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna; … - In: International Journal of Financial Studies : open … 7 (2019) 2/30, pp. 1-19

Using the panel vector autoregression (VAR) method, this paper documents relationships between investor attention and stock market activities; i.e., return, volatility, and trading volume, respectively. In sum, bidirectional dynamic interdependence of the SVI–stock market activities...

Persistent link: https://www.econbiz.de/10012038696

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

Attention effect via internet search intensity in Asia-Pacific stock markets

Tantaopas, Parkpoom; Padungsaksawasdi, Chaiyuth; … - In: Pacific-Basin finance journal 38 (2016), pp. 107-124

Persistent link: https://www.econbiz.de/10011669069

Extreme spillovers of VIX fear index to international equity markets

Massaporn Cheuathonghua; Chaiyuth Padungsaksawasdi; … - In: Financial markets and portfolio management 33 (2019) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012018353

The board effectiveness index and stock price crash risk

Woraphon Wattanatorn; Chaiyuth Padungsaksawasdi - In: Managerial finance 48 (2022) 1, pp. 126-135

Persistent link: https://www.econbiz.de/10012798532

The volume-implied volatility relation in financial markets : a behavioral explanation

Massaporn Cheuathonghua; Chaiyuth Padungsaksawasdi - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014492089

Stock price crash risk : the role of systematic skewness

Woraphon Wattanatorn; Chaiyuth Padungsaksawasdi - In: International journal of monetary economics and finance … 15 (2022) 1, pp. 78-93

Persistent link: https://www.econbiz.de/10013256805

Unintentional herd behavior via the Google search volume index in international equity markets

Phasin Wanidwaranan; Chaiyuth Padungsaksawasdi - In: Journal of international financial markets, … 77 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013357059

Volume weighted volatility : empirical evidence for a new realised volatility measure

Padungsaksawasdi, Chaiyuth; Daigler, Robert T. - In: International journal of banking, accounting and finance 9 (2018) 1, pp. 61-87

Persistent link: https://www.econbiz.de/10011955195

Major currency ETFs and their associated spot and futures rates

Padungsaksawasdi, Chaiyuth; Parhizgari, Ali M. - In: Review of Pacific Basin financial markets and policies 20 (2017) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10011779032