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Short-horizon contrarian and momentum strategies in Asian markets : an integrated analysis

McInish, Thomas H.; Ding, David K.; Pyun, Chong-soo; … - In: International review of financial analysis 17 (2008) 2, pp. 312-329

Persistent link: https://www.econbiz.de/10003765046

Liquidity distribution in limit order books

Visaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - 2004

Persistent link: https://www.econbiz.de/10002084662

Patterns and determinants of order submission

Visaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - 2004

Persistent link: https://www.econbiz.de/10002084670

Short Sales Constraint, Information Content, and SEO Pricing

Charoenwong, Charlie - 2013

This article empirically examines the influence of the SEC's Rule 105, Regulation M, on informed trading and the information content of stock prices surrounding the offer day of a seasoned equity offering (SEO). The results of this study show that the constraints on short sales imposed by the...

Persistent link: https://www.econbiz.de/10013092363

Price movers on the stock exchange of Thailand : evidence from a fully automated order-driven market

Charoenwong, Charlie; Ding, David K.; Jenwittayaroje, … - In: The financial review : the official publication of the … 45 (2010) 3, pp. 761-783

Persistent link: https://www.econbiz.de/10009374241

Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand

Visaltanachoti, Nuttawat; Charoenwong, Charlie; Ding, … - In: Journal of empirical finance 18 (2011) 3, pp. 474-487

Persistent link: https://www.econbiz.de/10009302085

Short sales constraint and SEO pricing

Charoenwong, Charlie; Ding, David K.; Wang, Ping - In: International review of financial analysis 29 (2013), pp. 107-118

Persistent link: https://www.econbiz.de/10010244121

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

Trading costs on the Stock Exchange of Thailand

Jenwittayaroje, Nattawut; Charoenwong, Charlie; Ding, … - In: International review of financial analysis 41 (2015), pp. 31-40

Persistent link: https://www.econbiz.de/10011508559