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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

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

Investor attention and global stock market volatility : evidence from COVID-19

Chaiyuth Padungsaksawasdi; Sirimon Treepongkaruna - In: Journal of emerging market finance 22 (2023) 1, pp. 85-104

Persistent link: https://www.econbiz.de/10014230242

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

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