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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

Coskewness timing ability in the mutual fund industry

Woraphon Wattanatorn; Chaiyuth Padungsaksawasdi - In: Research in international business and finance 53 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012549059

The V-shaped disposition effect in the stock exchange of Thailand

Kunthorn Waiyasara; Chaiyuth Padungsaksawasdi - In: Journal of Asian finance, economics and business : JAFEB 7 (2020) 11, pp. 55-65

Persistent link: https://www.econbiz.de/10012671633

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 board effectiveness index and stock price crash risk

Woraphon Wattanatorn; Chaiyuth Padungsaksawasdi - In: Managerial finance 48 (2022) 1, pp. 126-135

Persistent link: https://www.econbiz.de/10012798532

Mutual fund liquidity timing ability in the higher moment framework

Wattanatorn, Woraphon; Chaiyuth Padungsaksawasdi; … - In: Research in international business and finance 51 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012208255

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

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

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

The relationship of aggregate herd behavior and retail investor attention : a multinomial logistic regression

Phasin Wanidwaranan; Chaiyuth Padungsaksawasdi; Jutamas … - In: Thailand and the world economy 43 (2025) 1, pp. 155-163

This paper investigates the relationship between aggregate market herding and investor attention in seven selected equity markets over the period of 2004-2019. The multinomial logistic regression employed in this study provides a more direct, comprehensive, and straightforward test than other...

Persistent link: https://www.econbiz.de/10015373984