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1
The effect of short selling on volatility and jumps
Ho, Glenn Kit Foong
;
Sirimon Treepongkaruna
;
Wee, Marvin
; …
- In:
Australian journal of management
47
(
2022
)
1
,
pp. 34-52
Persistent link: https://www.econbiz.de/10012801592
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2
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
Saved in:
3
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
Saved in:
4
Global equity market leadership positions through implied volatility measures
Parhizgari, Ali M.
;
Chaiyuth Padungsaksawasdi
- In:
Journal of empirical finance
61
(
2021
),
pp. 180-205
Persistent link: https://www.econbiz.de/10012693257
Saved in:
5
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
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6
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
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7
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
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8
The return-implied volatility relation for commodity ETFs
Padungsaksawasdi, Chaiyuth
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010355434
Saved in:
9
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
Saved in:
10
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
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