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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

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

A panel analysis of corporate governance spillovers among the G7, BRICS, and GIIPS countries

Jutamas Wongkantarakorn; Chaiyuth Padungsaksawasdi; … - In: Cogent business & management 9 (2022) 1, pp. 1-11

This study uses the Worldwide Governance Indicators (WGI) developed by the World Bank to examine a cross-country corporate governance spillover effect among the G7, BRICS, and GIIPS countries during the period of 1996-2014. The panel unit root tests show stationary panel time series properties...

Persistent link: https://www.econbiz.de/10014425592

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

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 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

Realizing the volatility impacts of sovereign credit ratings information on equity and currency markets : evidence from the Asian financial crisis

Sirimon Treepongkaruna; Eliza, Wu - In: Research in international business and finance 26 (2012) 3, pp. 335-352

Persistent link: https://www.econbiz.de/10009615550

Do sovereign re-ratings destabilize equity markets during financial crises? : new evidence from higher return moments

Brooks, Robert; Faff, Robert W.; Sirimon Treepongkaruna; … - In: Journal of business finance & accounting : JBFA 42 (2015) 5/6, pp. 777-799

Persistent link: https://www.econbiz.de/10011442342

Banking crises : identifying dates and determinants

Jutasompakorn, Pearpilai; Brooks, Robert; Brown, Christine - In: Journal of international financial markets, … 32 (2014), pp. 150-166

Persistent link: https://www.econbiz.de/10011299799

The effects of sovereign rating drifts on financial return distributions : evidence from the European Union

Do, Hung Xuan; Brooks, Robert; Sirimon Treepongkaruna; … - In: International review of financial analysis 34 (2014), pp. 5-20

Persistent link: https://www.econbiz.de/10010520405