Publications
by members of
Mahidol University → College of Management
These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.| Working papers | Journal articles | Chapters |
Working papers
2026
- Lennart Ante & Friedrich-Philipp Wazinski & Aman Saggu, 2026, "Research Streams in Biodiversity Finance: A Bibliometric Analysis and Research Agenda," Papers, arXiv.org, number 2604.21569, Apr.
2025
- Lennart Ante & Aman Saggu, 2025, "Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings," Papers, arXiv.org, number 2501.01763, Jan.
- Ante, Lennart & Saggu, Aman, 2025, "Quantifying a firm's AI engagement: Constructing objective, data-driven, AI stock indices using 10-K filings," Technological Forecasting and Social Change, Elsevier, volume 212, issue C, DOI: 10.1016/j.techfore.2024.123965.
- Aman Saggu, 2025, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter," Papers, arXiv.org, number 2501.05232, Jan.
- Saggu, Aman, 2022, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103096.
- Lennart Ante & Aman Saggu, 2025, "Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network," Papers, arXiv.org, number 2501.05299, Jan.
- Lennart Ante & Aman Saggu, 2024, "Time-Varying Bidirectional Causal Relationships between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network," JRFM, MDPI, volume 17, issue 1, pages 1-28, January.
- Lennart Ante & Aman Saggu & Ingo Fiedler, 2025, "The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields," Papers, arXiv.org, number 2505.12413, May.
2024
- Aman Saggu & Lennart Ante & Ender Demir, 2024, "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers, arXiv.org, number 2403.15810, Mar.
- Saggu, Aman & Ante, Lennart & Demir, Ender, 2024, "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102333.
- Lennart Ante & Aman Saggu & Benjamin Schellinger & Friedrich Wazinksi, 2024, "Voting Participation and Engagement in Blockchain-Based Fan Tokens," Papers, arXiv.org, number 2404.08906, Apr.
- Lennart Ante & Aman Saggu & Benjamin Schellinger & Friedrich-Philipp Wazinski, 2024, "Voting participation and engagement in blockchain-based fan tokens," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-23, December, DOI: 10.1007/s12525-024-00709-z.
- Aman Saggu & Lennart Ante & Kaja Kopiec, 2024, "Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Papers, arXiv.org, number 2412.02452, Dec.
- Saggu, Aman & Ante, Lennart & Kopiec, Kaja, 2025, "Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106413.
2023
- Aman Saggu & Lennart Ante, 2023, "The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis," Papers, arXiv.org, number 2305.12739, May.
- Saggu, Aman & Ante, Lennart, 2023, "The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103993.
- Lennart Ante & Friedrich-Philipp Wazinski & Aman Saggu, 2023, "Digital Real Estate in the Metaverse: An Empirical Analysis of Retail Investor Motivations," Papers, arXiv.org, number 2308.10309, Aug.
- Ante, Lennart & Wazinski, Friedrich-Philipp & Saggu, Aman, 2023, "Digital real estate in the metaverse: An empirical analysis of retail investor motivations," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104299.
2019
- Peijnenburg, Kim & Anantanasuwong, Kanin & Kouwenberg, Roy & Mitchell, Olivia S, 2019, "Ambiguity Attitudes about Investments: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 13518, Feb.
- Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenberg, 2019, "Ambiguity Attitudes about Investments: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 25561, Feb.
2018
- Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 13109, Aug.
- Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4524-4563.
- Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 24928, Aug.
2016
- Antonia Grohmann & Olaf Hübler & Roy Kouwenberg & Lukas Menkhoff, 2016, "Financial Literacy: Thai Middle Class Women Do Not Lag behind," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1615.
- Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy & Menkhoff, Lukas, 2021, "Financial literacy: Thai middle-class women do not lag behind," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100537.
- Phornchanok Cumperayot Kouwenberg & Roy Kouwenberg, 2016, "Currency Wars: Who Gains from the Battle?," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 18, Feb.
2015
- Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015, "Childhood Roots of Financial Literacy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1504.
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2015, "Childhood roots of financial literacy," Journal of Economic Psychology, Elsevier, volume 51, issue C, pages 114-133, DOI: 10.1016/j.joep.2015.09.002.
2014
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014, "Financial literacy and its consequences in the emerging middleclass," Kiel Working Papers, Kiel Institute for the World Economy, number 1943.
- Menkhoff, Lukas & Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy, 2014, "Financial literacy and financial behavior: Do women lag behind?," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100415.
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2014, "Roots of Financial Literacy," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy, Verein für Socialpolitik / German Economic Association, number 100550.
- Mark Speece, 2014, "By the numbers: Thailand?s performance on international indices under Thaksin," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0702225, Oct.
- Kawee Jarach & Mark Speece, 2014, "Thailand vs. Egypt: reflections on the concept of ?electoral dictatorship?," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0702258, Oct.
- Jitnisa Roenjun & Mark Speece, 2014, "The Thai coup and small business confidence in Bangkok," Proceedings of International Academic Conferences, International Institute of Social and Economic Sciences, number 0702321, Oct.
2013
- Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2013, "Ambiguity Aversion and Household Portfolio Choice: Empirical Evidence," NBER Working Papers, National Bureau of Economic Research, Inc, number 18743, Jan.
2012
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012, "Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-72.
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013, "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4025-4037, DOI: 10.1016/j.jbankfin.2013.06.010.
- Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012, "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2012_11, Sep.
2003
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2003, "Investing in a real world with mean-reverting inflation," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9960/A, Jul.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2003, "Retirement saving with contribution payments and labor income as a benchmark for investments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9946/A, Jul.
- Berkelaar, Arjan & Kouwenberg, Roy, 2003, "Retirement saving with contribution payments and labor income as a benchmark for investments," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 1069-1097, April.
- Kouwenberg, Roy & Salomons, Roelof, 2003, "Value investing in emerging markets : local macroeconomic risk and extrapolation," Research Report, University of Groningen, Research Institute SOM (Systems, Organisations and Management), number 03E22.
2000
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "Optimal portfolio choice under loss aversion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-08/A, Mar.
- Arjan B. Berkelaar & Roy Kouwenberg & Thierry Post, 2004, "Optimal Portfolio Choice under Loss Aversion," The Review of Economics and Statistics, MIT Press, volume 86, issue 4, pages 973-987, November.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "Dynamic asset allocation and downside-risk aversion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-12/A, Apr.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "From boom til bust: how loss aversion affects asset prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-21/A, May.
- Berkelaar, Arjan & Kouwenberg, Roy, 2009, "From boom 'til bust: How loss aversion affects asset prices," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1005-1013, June.
1999
- Roy Kouwenberg & Jacek Gondzio & Ton Vorst, 1999, "Hedging Options under Transaction Costs and Stochastic Volatility," Computing in Economics and Finance 1999, Society for Computational Economics, number 911, Mar.
- Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton, 2003, "Hedging options under transaction costs and stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 1045-1068, April.
Journal articles
2025
- Saggu, Aman & Ante, Lennart & Kopiec, Kaja, 2025, "Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106413.
- Aman Saggu & Lennart Ante & Kaja Kopiec, 2024, "Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Papers, arXiv.org, number 2412.02452, Dec.
- Ante, Lennart & Saggu, Aman, 2025, "Quantifying a firm's AI engagement: Constructing objective, data-driven, AI stock indices using 10-K filings," Technological Forecasting and Social Change, Elsevier, volume 212, issue C, DOI: 10.1016/j.techfore.2024.123965.
- Lennart Ante & Aman Saggu, 2025, "Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings," Papers, arXiv.org, number 2501.01763, Jan.
- Charinsarn, Alisara Rungnontarat & Speece, Mark, 2025, "Foreign brand names in an emerging market: Implicit country-of-origin perceptions, consumer ethnocentrism, and environmentalism," Journal of Retailing and Consumer Services, Elsevier, volume 84, issue C, DOI: 10.1016/j.jretconser.2024.104215.
2024
- Kanin Anantanasuwong & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2024, "Ambiguity attitudes for real-world sources: field evidence from a large sample of investors," Experimental Economics, Springer;Economic Science Association, volume 27, issue 3, pages 548-581, July, DOI: 10.1007/s10683-024-09825-1.
- Saggu, Aman & Ante, Lennart & Demir, Ender, 2024, "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102333.
- Aman Saggu & Lennart Ante & Ender Demir, 2024, "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers, arXiv.org, number 2403.15810, Mar.
- Lennart Ante & Aman Saggu, 2024, "Time-Varying Bidirectional Causal Relationships between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network," JRFM, MDPI, volume 17, issue 1, pages 1-28, January.
- Lennart Ante & Aman Saggu, 2025, "Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network," Papers, arXiv.org, number 2501.05299, Jan.
- Lennart Ante & Aman Saggu & Benjamin Schellinger & Friedrich-Philipp Wazinski, 2024, "Voting participation and engagement in blockchain-based fan tokens," Electronic Markets, Springer;IIM University of St. Gallen, volume 34, issue 1, pages 1-23, December, DOI: 10.1007/s12525-024-00709-z.
- Lennart Ante & Aman Saggu & Benjamin Schellinger & Friedrich Wazinksi, 2024, "Voting Participation and Engagement in Blockchain-Based Fan Tokens," Papers, arXiv.org, number 2404.08906, Apr.
- Mark Speece & Ali Aljamal & Mohsen Bagnied, 2024, "Segments of Environmental Concern in Kuwait," Sustainability, MDPI, volume 16, issue 16, pages 1-19, August.
- Ali Aljamal & Mark Speece, 2024, "Building Student Sustainability Competencies through a Trash-Practice Nudge Project: Service Learning Case Study in Kuwait," Sustainability, MDPI, volume 16, issue 18, pages 1-18, September.
- Philip Hallinger & Sujitra Jayaseelan & Mark W. Speece, 2024, "The Evolution of Educating for Sustainable Development in East Asia: A Bibliometric Review, 1991–2023," Sustainability, MDPI, volume 16, issue 20, pages 1-23, October.
2023
- Atcha Kamolsareeratana & Roy Kouwenberg, 2023, "Compulsive Gambling in the Stock Market: Evidence from an Emerging Market," Economies, MDPI, volume 11, issue 1, pages 1-25, January.
- Roy Kouwenberg & Chenglong Zheng, 2023, "A Review of the Global Climate Finance Literature," Sustainability, MDPI, volume 15, issue 2, pages 1-32, January.
- Saggu, Aman & Ante, Lennart, 2023, "The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103993.
- Aman Saggu & Lennart Ante, 2023, "The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis," Papers, arXiv.org, number 2305.12739, May.
- Ante, Lennart & Wazinski, Friedrich-Philipp & Saggu, Aman, 2023, "Digital real estate in the metaverse: An empirical analysis of retail investor motivations," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104299.
- Lennart Ante & Friedrich-Philipp Wazinski & Aman Saggu, 2023, "Digital Real Estate in the Metaverse: An Empirical Analysis of Retail Investor Motivations," Papers, arXiv.org, number 2308.10309, Aug.
2022
- Saggu, Aman, 2022, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103096.
- Aman Saggu, 2025, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter," Papers, arXiv.org, number 2501.05232, Jan.
- Preechaya Chavalittumrong & Mark Speece, 2022, "Three-Pillar Sustainability and Brand Image: A Qualitative Investigation in Thailand’s Household Durables Industry," Sustainability, MDPI, volume 14, issue 18, pages 1-22, September.
2021
- Phornchanok Cumperayot & Roy Kouwenberg, 2021, "Cheaper currencies and long‐term growth: The effect of exchange rate management and capital controls," The World Economy, Wiley Blackwell, volume 44, issue 9, pages 2738-2757, September, DOI: 10.1111/twec.13081.
- Phornchanok Cumperayot & Roy Kouwenberg, 2021, "The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates," International Economics, CEPII research center, issue 166, pages 167-176.
- Cumperayot, Phornchanok & Kouwenberg, Roy, 2021, "The discount factor for expected fundamentals: Evidence from a panel of 25 exchange rates," International Economics, Elsevier, volume 166, issue C, pages 167-176, DOI: 10.1016/j.inteco.2020.12.005.
- Grohmann, Antonia & Hübler, Olaf & Kouwenberg, Roy & Menkhoff, Lukas, 2021, "Financial literacy: Thai middle-class women do not lag behind," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100537.
- Antonia Grohmann & Olaf Hübler & Roy Kouwenberg & Lukas Menkhoff, 2016, "Financial Literacy: Thai Middle Class Women Do Not Lag behind," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1615.
- Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4524-4563.
- Peijnenburg, Kim & Dimmock, Steve & Kouwenberg, Roy & Mitchell, Olivia S, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," CEPR Discussion Papers, Centre for Economic Policy Research, number 13109, Aug.
- Stephen G. Dimmock & Roy Kouwenberg & Olivia S. Mitchell & Kim Peijnenburg, 2018, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," NBER Working Papers, National Bureau of Economic Research, Inc, number 24928, Aug.
- Jitnisa Roenjun & Mark Speece & Leela Tiangsoongnern, 2021, "Spirituality and ethical treatment of customers and employees by devout Thai women small business owners," Business Ethics, the Environment & Responsibility, John Wiley & Sons, Ltd., volume 30, issue 4, pages 818-831, October, DOI: 10.1111/beer.12375.
2020
- Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy, 2020, "Compulsive gambling in the financial markets: Evidence from two investor surveys," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105709.
- Ali Aljamal & Mark Speece & Mohsen Bagnied, 2020, "Sustainable Policy for Water Pricing in Kuwait," Sustainability, MDPI, volume 12, issue 8, pages 1-18, April.
- Goodpasture James & Speece Mark & Cripps Jeremy, 2020, "An Analysis of Critical Thinking Skills amongst Business Students in Kuwait," Economics and Culture, Paradigm, volume 17, issue 1, pages 5-16, June, DOI: 10.2478/jec-2020-0001.
2019
- Chenglong Zheng & Roy Kouwenberg, 2019, "A Bibliometric Review of Global Research on Corporate Governance and Board Attributes," Sustainability, MDPI, volume 11, issue 12, pages 1-25, June.
- Mark W. Speece, 2019, "Sustainable development and Buddhist economics in Thailand," International Journal of Social Economics, Emerald Group Publishing Limited, volume 46, issue 5, pages 704-721, March, DOI: 10.1108/IJSE-08-2018-0405.
2018
- Roy Kouwenberg, 2018, "Strategic asset allocation for insurers under Solvency II," Journal of Asset Management, Palgrave Macmillan, volume 19, issue 7, pages 447-459, December, DOI: 10.1057/s41260-018-0097-4.
2017
- Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017, "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 341-363, February.
2016
- Dimmock, Stephen G. & Kouwenberg, Roy & Mitchell, Olivia S. & Peijnenburg, Kim, 2016, "Ambiguity aversion and household portfolio choice puzzles: Empirical evidence," Journal of Financial Economics, Elsevier, volume 119, issue 3, pages 559-577, DOI: 10.1016/j.jfineco.2016.01.003.
- Stephen G. Dimmock & Roy Kouwenberg & Peter P. Wakker, 2016, "Ambiguity Attitudes in a Large Representative Sample," Management Science, INFORMS, volume 62, issue 5, pages 1363-1380, May, DOI: 10.1287/mnsc.2015.2198.
- Roy Kouwenberg & Pipat Thontirawong, 2016, "Group affiliation and earnings management of Asian IPO issuers," Review of Quantitative Finance and Accounting, Springer, volume 47, issue 4, pages 897-917, November, DOI: 10.1007/s11156-015-0524-2.
- Aljamal, Ali & Speece, Mark & Bagnied, Mohsen A., 2016, "Kuwait water challenges: Building a research agenda for policy impact and student experiential learning," Journal of Business Research, Elsevier, volume 69, issue 11, pages 5065-5070, DOI: 10.1016/j.jbusres.2016.04.081.
2015
- Grohmann, Antonia & Kouwenberg, Roy & Menkhoff, Lukas, 2015, "Childhood roots of financial literacy," Journal of Economic Psychology, Elsevier, volume 51, issue C, pages 114-133, DOI: 10.1016/j.joep.2015.09.002.
- Antonia Grohmann & Roy Kouwenberg & Lukas Menkhoff, 2015, "Childhood Roots of Financial Literacy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1504.
- Stephen Dimmock & Roy Kouwenberg & Olivia Mitchell & Kim Peijnenburg, 2015, "Estimating ambiguity preferences and perceptions in multiple prior models: Evidence from the field," Journal of Risk and Uncertainty, Springer, volume 51, issue 3, pages 219-244, December, DOI: 10.1007/s11166-015-9227-2.
- Roy Kouwenberg & Remco C J Zwinkels, 2015, "Endogenous Price Bubbles in a Multi-Agent System of the Housing Market," PLOS ONE, Public Library of Science, volume 10, issue 6, pages 1-10, June, DOI: 10.1371/journal.pone.0129070.
- Aljamal, Ali & Cader, Hanas & Chiemeke, Charles & Speece, Mark, 2015, "Empirical assessment of e-learning on performance in principles of economics," International Review of Economics Education, Elsevier, volume 18, issue C, pages 37-48, DOI: 10.1016/j.iree.2015.02.002.
2014
- Kouwenberg, Roy & Zwinkels, Remco, 2014, "Forecasting the US housing market," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 415-425, DOI: 10.1016/j.ijforecast.2013.12.010.
- Roy Kouwenberg & Roelof Salomons & Pipat Thontirawong, 2014, "Corporate governance and stock returns in Asia," Quantitative Finance, Taylor & Francis Journals, volume 14, issue 6, pages 965-976, June, DOI: 10.1080/14697688.2012.762603.
2013
- Cumperayot, Phornchanok & Kouwenberg, Roy, 2013, "Early warning systems for currency crises: A multivariate extreme value approach," Journal of International Money and Finance, Elsevier, volume 36, issue C, pages 151-171, DOI: 10.1016/j.jimonfin.2013.03.008.
- Kouwenberg, Roy & Phunnarungsi, Visit, 2013, "Corporate governance, violations and market reactions," Pacific-Basin Finance Journal, Elsevier, volume 21, issue 1, pages 881-898, DOI: 10.1016/j.pacfin.2012.06.006.
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2013, "Stock market reaction to fed funds rate surprises: State dependence and the financial crisis," Journal of Banking & Finance, Elsevier, volume 37, issue 11, pages 4025-4037, DOI: 10.1016/j.jbankfin.2013.06.010.
- Kontonikas, Alexandros & MacDonald, Ronald & Saggu, Aman, 2012, "Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2012-72.
- Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012, "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers, Business School - Economics, University of Glasgow, number 2012_11, Sep.
- Sow Hup Chan & Penny Yim King Wan & Mark Speece, 2013, "What Attributes Are Sought By Chinese Casino Visitors When They Visit A Casino?," Journal of Gambling Business and Economics, University of Buckingham Press, volume 7, issue 1, pages 17-37.
2010
- Nasha Ananchotikul & Roy Kouwenberg & Visit Phunnarungsi, 2010, "Do Firms Decouple Corporate Governance Policy and Practice?," European Financial Management, European Financial Management Association, volume 16, issue 5, pages 712-737, November, DOI: 10.1111/j.1468-036X.2010.00545.x.
- Dimmock, Stephen G. & Kouwenberg, Roy, 2010, "Loss-aversion and household portfolio choice," Journal of Empirical Finance, Elsevier, volume 17, issue 3, pages 441-459, June.
- Arjan Berkelaar & Roy Kouwenberg, 2010, "A liability-relative drawdown approach to pension asset liability management," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 2, pages 194-217, June, DOI: 10.1057/jam.2010.13.
- Arjan Berkelaar & Roy Kouwenberg, 2011, "A Liability-Relative Drawdown Approach to Pension Asset Liability Management," Palgrave Macmillan Books, Palgrave Macmillan, chapter 14, in: Gautam Mitra & Katharina Schwaiger, "Asset and Liability Management Handbook", DOI: 10.1057/9780230307230_14.
2009
- Berkelaar, Arjan & Kouwenberg, Roy, 2009, "From boom 'til bust: How loss aversion affects asset prices," Journal of Banking & Finance, Elsevier, volume 33, issue 6, pages 1005-1013, June.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "From boom til bust: how loss aversion affects asset prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-21/A, May.
2007
- Kouwenberg, Roy & Ziemba, William T., 2007, "Incentives and risk taking in hedge funds," Journal of Banking & Finance, Elsevier, volume 31, issue 11, pages 3291-3310, November.
2006
- Cumperayot, Phornchanok & Keijzer, Tjeert & Kouwenberg, Roy, 2006, "Linkages between extreme stock market and currency returns," Journal of International Money and Finance, Elsevier, volume 25, issue 3, pages 528-550, April.
2004
- Arjan B. Berkelaar & Roy Kouwenberg & Thierry Post, 2004, "Optimal Portfolio Choice under Loss Aversion," The Review of Economics and Statistics, MIT Press, volume 86, issue 4, pages 973-987, November.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2000, "Optimal portfolio choice under loss aversion," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-08/A, Mar.
2003
- Gondzio, Jacek & Kouwenberg, Roy & Vorst, Ton, 2003, "Hedging options under transaction costs and stochastic volatility," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 1045-1068, April.
- Roy Kouwenberg & Jacek Gondzio & Ton Vorst, 1999, "Hedging Options under Transaction Costs and Stochastic Volatility," Computing in Economics and Finance 1999, Society for Computational Economics, number 911, Mar.
- Berkelaar, Arjan & Kouwenberg, Roy, 2003, "Retirement saving with contribution payments and labor income as a benchmark for investments," Journal of Economic Dynamics and Control, Elsevier, volume 27, issue 6, pages 1069-1097, April.
- Berkelaar, A.B. & Kouwenberg, R.R.P., 2003, "Retirement saving with contribution payments and labor income as a benchmark for investments," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9946/A, Jul.
- Roy Kouwenberg, 2003, "Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds," Journal of Asset Management, Palgrave Macmillan, volume 3, issue 4, pages 361-382, March, DOI: 10.1057/palgrave.jam.2240089.
- Prisana Suwannaporn & Mark Speece, 2003, "Marketing research and new product development success in Thai food processing," Agribusiness, John Wiley & Sons, Ltd., volume 19, issue 2, pages 169-188, DOI: 10.1002/agr.10047.
2002
- Arjan Berkelaar & Phornchanok Cumperayot & Roy Kouwenberg, 2002, "The Effect of VaR Based Risk Management on Asset Prices and the Volatility Smile," European Financial Management, European Financial Management Association, volume 8, issue 2, pages 139-164, June, DOI: 10.1111/1468-036X.00182.
2001
- Kouwenberg, Roy, 2001, "Scenario generation and stochastic programming models for asset liability management," European Journal of Operational Research, Elsevier, volume 134, issue 2, pages 279-292, October.
- Jacek Gondzio & Roy Kouwenberg, 2001, "High-Performance Computing for Asset-Liability Management," Operations Research, INFORMS, volume 49, issue 6, pages 879-891, December, DOI: 10.1287/opre.49.6.879.10015.
- Krairoek Pinkaeo & Mark Speece, 2001, "Country Image and Expectations Toward International Programs in Business Administration Among Thai Students," Journal of Marketing for Higher Education, Taylor & Francis Journals, volume 11, issue 2, pages 61-89, October, DOI: 10.1300/J050v11n02_04.
2000
- Monique, W.M. Donders & Roy Kouwenberg & Ton, C. F. Vorst, 2000, "Options and earnings announcements: an empirical study of volatility, trading volume, open interest and liquidity," European Financial Management, European Financial Management Association, volume 6, issue 2, pages 149-171, June, DOI: 10.1111/1468-036X.00118.
1998
- Suwannaporn, Prisana & Speece, Mark, 1998, "Organization Of New Product Development In Thailand' Food Processing Industry," International Food and Agribusiness Management Review, International Food and Agribusiness Management Association, volume 1, issue 2, pages 1-32, DOI: 10.22004/ag.econ.34424.
1997
- Mark Speece, 1997, "Economic Policy and Desertification in Arid and Semi-arid Developing Countries," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 36, issue 2, pages 191-201.
1991
- Speece, Mark W., 1991, "Practical sales forecasting : E.J. Davis, (McGraw-Hill Book Company, London, 1988), pp. x + 291, $13.95," International Journal of Forecasting, Elsevier, volume 7, issue 1, pages 106-108, May.
Chapters
2011
- Arjan Berkelaar & Roy Kouwenberg, 2011, "A Liability-Relative Drawdown Approach to Pension Asset Liability Management," Palgrave Macmillan Books, Palgrave Macmillan, chapter 14, in: Gautam Mitra & Katharina Schwaiger, "Asset and Liability Management Handbook", DOI: 10.1057/9780230307230_14.
- Arjan Berkelaar & Roy Kouwenberg, 2010, "A liability-relative drawdown approach to pension asset liability management," Journal of Asset Management, Palgrave Macmillan, volume 11, issue 2, pages 194-217, June, DOI: 10.1057/jam.2010.13.
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