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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

Hedging money market CDs with Treasury-bill futures

Parker, Jack W. - In: The journal of futures markets 1 (1981) 4, pp. 597-606

Persistent link: https://www.econbiz.de/10001081054

A Markowitz optimization of commodity futures portfolios

You, Leyuan; Daigler, Robert T. - In: The journal of futures markets 33 (2013) 4, pp. 343-368

Persistent link: https://www.econbiz.de/10009725617

Intraday trading and bid-ask spread characteristics for SPX and SPY options

Mishra, Suchismita; Daigler, Robert T. - In: The journal of derivatives : the official publication … 21 (2014) 3, pp. 70-84

Persistent link: https://www.econbiz.de/10010387685

A simplified pricing model for volatility futures

Dupoyet, Brice; Daigler, Robert T.; Chen, Zhiyao - In: The journal of futures markets 31 (2011) 4, pp. 307-339

Persistent link: https://www.econbiz.de/10008908397

An examination of the complementary volume-volatility information theories

Chen, Zhiyao; Daigler, Robert T. - In: The journal of futures markets 28 (2008) 10, pp. 963-992

Persistent link: https://www.econbiz.de/10003769899

The effect of high-frequency market making on option market liquidity

Mishra, Suchi; Daigler, Robert T.; Holowczak, Richard - In: The journal of trading 11 (2016) 4, pp. 56-76

Persistent link: https://www.econbiz.de/10011697653

Herd behavior and firm-specific information

Chaiyuth Padungsaksawasdi - In: Cogent economics & finance 8 (2020) 1, pp. 1-19

The study shows critical roles of firm-specific information on herd behavior, which is underexplored in prior literature, albeit an increasing impact of firm-specific information on asset pricing. The main finding demonstrates that three of four selected measures of firm-specific information...

Persistent link: https://www.econbiz.de/10013179692

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

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