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Commonality in liquidity: evidence from the stock exchange of Thailand

Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Pacific-Basin finance journal 17 (2009) 1, pp. 80-99

Persistent link: https://www.econbiz.de/10003800553

Idiosyncratic volatility and stock returns : a cross country analysis

Pukthuanthong, Kuntara; Visaltanachoti, Nuttawat - In: Applied financial economics 19 (2009) 16/18, pp. 1269-1281

Empirical evidences regarding the association of idiosyncratic volatility and stock returns are inconsistent with the Capital Asset Pricing Model (CAPM), which implies that idiosyncratic risk should not be priced because it would be fully eliminated through diversification. Using Exponential...

Persistent link: https://www.econbiz.de/10003886161

IPO valuation

Pukthuanthong, Kuntara - 2008

Persistent link: https://www.econbiz.de/10003765583

Recent Developments in the Aviation Insurance Industry

Flouris, Triant; Hayes, Paul; Pukthuanthong-Le, Kuntara; … - In: Risk Management and Insurance Review 12 (2009) 2, pp. 227-249

Persistent link: https://www.econbiz.de/10010565113

Insider stock trading and the bond market

Oehler, Andreas; Pukthuanthong, Kuntara; Walker, Thomas; … - In: The journal of fixed income 25 (2016) 3, pp. 74-91

Persistent link: https://www.econbiz.de/10011430667

The performance of Islamic vs. conventional banks : evidence on the suitability of the basel capital ratios

Bitar, Mohammad; Hassan, M. Kabir; Pukthuanthong, Kuntara; … - In: Open economies review 29 (2018) 5, pp. 1003-1038

Persistent link: https://www.econbiz.de/10012041693

Cojumps and asset allocation in international equity markets

Arouri, Mohamed; M’saddek, Oussama; Nguyen, Duc Khuong; … - In: Journal of economic dynamics & control 98 (2019), pp. 1-22

Persistent link: https://www.econbiz.de/10012130688

The effect of capital ratios on the risk, efficiency and profitability of banks : evidence from OECD countries

Bitar, Mohammad; Pukthuanthong, Kuntara; Walker, Thomas - In: Journal of international financial markets, … 53 (2018), pp. 227-262

Persistent link: https://www.econbiz.de/10011983870

Corporate social responsibility and M&A uncertainty

Arouri, Mohamed; Gomes, Mathieu; Pukthuanthong, Kuntara - In: The journal of corporate finance : contracting, … 56 (2019), pp. 176-198

Persistent link: https://www.econbiz.de/10012098792

A protocol for factor identification

Pukthuanthong, Kuntara; Roll, Richard; Subrahmanyam, … - In: The review of financial studies 32 (2019) 4, pp. 1573-1607

Persistent link: https://www.econbiz.de/10012033725