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Nongnuch Tantisantiwong

Personal Details

First Name:Nongnuch
Middle Name:
Last Name:Tantisantiwong
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RePEc Short-ID:pta494
[This author has chosen not to make the email address public]

Affiliation

University of Southampton, School of Electronics and Computer Science

https://www.ecs.soton.ac.uk
UK, Southampton

Research output

as
Jump to: Working papers Articles

Working papers

  1. Peter J. Simmons & Nongnuch Tantisantiwong, 2022. "The Socially Optimal Loan Auditing with Multiple Projects," Discussion Papers 22/07, Department of Economics, University of York.
  2. Peter Simmons & Nongnuch Tantisantiwong, 2018. "Evaluation of Individual and Group Lending under Asymmetric information," Discussion Papers 18/01, Department of Economics, University of York.
  3. P Simmons (York) & N Tantisantiwong (Southampton), 2014. "Default and Risk Premia in Microfinance Group Lending," Discussion Papers 14/28, Department of Economics, University of York.
  4. Nongnuch Tantisantiwong, 2013. "Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging," Dundee Discussion Papers in Economics 278, Economic Studies, University of Dundee.
  5. Nongnuch Tantisantiwong, 2004. "Theoretical moment restrictions of commodity prices," Money Macro and Finance (MMF) Research Group Conference 2004 19, Money Macro and Finance Research Group.

Articles

  1. Christine Helliar & Barbara Petracci & Nongnuch Tantisantiwong, 2025. "Environmental, social and governance risk exposures of mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 26(3), pages 316-332, May.
  2. Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022. "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 87-117, March.
  3. Khaled O. Alotaibi & Christine Helliar & Nongnuch Tantisantiwong, 2022. "Competing Logics in the Islamic Funds Industry: A Market Logic Versus a Religious Logic," Journal of Business Ethics, Springer, vol. 175(1), pages 207-230, January.
  4. Christine Helliar & Barbara Petracci & Nongnuch Tantisantiwong, 2022. "Comparing SRI funds to conventional funds using a PCA methodology," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 581-595, December.
  5. Zha, Yiling & Power, David & Tantisantiwong, Nongnuch, 2020. "The cross-country transmission of credit risk between sovereigns and firms in Asia," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 309-320.
  6. Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.
  7. Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.
  8. Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
  9. Anwar Halari & Christine Helliar & David M. Power & Nongnuch Tantisantiwong, 2018. "Islamic calendar anomalies: Pakistani practitioners’ perspective," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 10(1), pages 71-84, February.
  10. M. N. Khan & N. Tantisantiwong & S. G. M. Fifield & D. M. Power, 2015. "The relationship between South Asian stock returns and macroeconomic variables," Applied Economics, Taylor & Francis Journals, vol. 47(13), pages 1298-1313, March.
  11. Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine, 2015. "Islamic calendar anomalies: Evidence from Pakistani firm-level data," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 64-73.
  12. P. Simmons & N. Tantisantiwong, 2014. "Equilibrium moment restrictions on asset returns: normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 20(11), pages 1064-1089, November.
  13. Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012. "A reexamination of capital controls’ effectiveness: Recent experience of Thailand," Journal of Asian Economics, Elsevier, vol. 23(1), pages 26-38.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022. "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 87-117, March.

    Cited by:

    1. Muhammad Niaz Khan & Suzanne G. M. Fifield & David M. Power, 2024. "The impact of the COVID 19 pandemic on stock market volatility: evidence from a selection of developed and emerging stock markets," SN Business & Economics, Springer, vol. 4(6), pages 1-26, June.

  2. Khaled O. Alotaibi & Christine Helliar & Nongnuch Tantisantiwong, 2022. "Competing Logics in the Islamic Funds Industry: A Market Logic Versus a Religious Logic," Journal of Business Ethics, Springer, vol. 175(1), pages 207-230, January.

    Cited by:

    1. M. Tina Dacin & Jeffrey S. Harrison & David Hess & Sheila Killian & Julia Roloff, 2022. "Business Versus Ethics? Thoughts on the Future of Business Ethics," Journal of Business Ethics, Springer, vol. 180(3), pages 863-877, October.
    2. T. M. Brunner-Kirchmair & M. R. W. Hiebl & J. Thaller & T. Wolf & B. Feldbauer-Durstmüller & H. Pernsteiner & M. Dick & S. Mayr & E. Wagner, 2025. "Religion logic and family firms’ ethical behavior towards employees," Review of Managerial Science, Springer, vol. 19(6), pages 1819-1857, June.
    3. Chowdhury, Md Iftekhar Hasan & Balli, Faruk & de Bruin, Anne, 2024. "Investment styles of islamic equity funds," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 172-187.

  3. Christine Helliar & Barbara Petracci & Nongnuch Tantisantiwong, 2022. "Comparing SRI funds to conventional funds using a PCA methodology," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 581-595, December.

    Cited by:

    1. Postiglione, Massimo & Carini, Cristian & Falini, Alberto, 2025. "Assessing Firm ESG Performance Through Corporate Survival: The Moderating Role of Firm Size," International Review of Financial Analysis, Elsevier, vol. 100(C).
    2. Christine Helliar & Barbara Petracci & Nongnuch Tantisantiwong, 2025. "Environmental, social and governance risk exposures of mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 26(3), pages 316-332, May.
    3. Mercedes Alda, 2025. "Importance of portfolio optimization in SRI and conventional pension funds," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-37, December.
    4. Christiansen, Charlotte & Jansson, Thomas & Kallestrup-Lamb, Malene & Noren, Vicke, 2023. "Households' investments in socially responsible mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 46-67.

  4. Zha, Yiling & Power, David & Tantisantiwong, Nongnuch, 2020. "The cross-country transmission of credit risk between sovereigns and firms in Asia," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 309-320.

    Cited by:

    1. Hau, Liya & Liu, Xiaoli & Wu, Xinyu, 2025. "Multiscale cross-sector tail credit risk spillovers in China: Evidence from EEMD-based VAR quantile analysis," Research in International Business and Finance, Elsevier, vol. 73(PA).

  5. Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.

    Cited by:

    1. Faheem Aslam & Ahmed Imran Hunjra & Tahar Tayachi & Peter Verhoeven & Yasir Tariq Mohmand, 2022. "Calendar Anomalies in Islamic Frontier Markets," SAGE Open, , vol. 12(2), pages 21582440221, May.

  6. Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.

    Cited by:

    1. Willy Alanya & Gabriel Rodríguez, 2019. "Asymmetries in Volatility: An Empirical Study for the Peruvian Stock and Forex Markets," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-18, March.
    2. Badshah, Ihsan & Demirer, Riza & Suleman, Muhammad Tahir, 2019. "The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging," Energy Economics, Elsevier, vol. 84(C).
    3. Konstantinos Vergos & Benjamin Wanger, 2019. "Evaluating interdependencies in African markets A VECM approach," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 65-85.
    4. Angelos Kanas & Panagiotis D. Zervopoulos, 2020. "Systemic risk-shifting in U.S. commercial banking," Review of Quantitative Finance and Accounting, Springer, vol. 54(2), pages 517-539, February.
    5. Muhammad Niaz Khan & Suzanne G. M. Fifield & Nongnuch Tantisantiwong & David M. Power, 2022. "Changes in co-movement and risk transmission between South Asian stock markets amidst the development of regional co-operation," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(1), pages 87-117, March.

  7. Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.

    Cited by:

    1. Irshad Hira & Taib Hasniza Mohd & Hussain Haroon & Hussain Rana Yassir, 2023. "Conventional and Islamic Equity Market Reaction Towards Terrorism: Evidence Based on Target Types, Location and Islamic Calendar Months," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(4), pages 70-116, December.
    2. Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.
    3. Khaled O. Alotaibi & Christine Helliar & Nongnuch Tantisantiwong, 2022. "Competing Logics in the Islamic Funds Industry: A Market Logic Versus a Religious Logic," Journal of Business Ethics, Springer, vol. 175(1), pages 207-230, January.
    4. Cordero, Arkangel M., 2023. "Community and aftershock: New venture founding in the wake of deadly natural disasters," Journal of Business Venturing, Elsevier, vol. 38(2).

  8. M. N. Khan & N. Tantisantiwong & S. G. M. Fifield & D. M. Power, 2015. "The relationship between South Asian stock returns and macroeconomic variables," Applied Economics, Taylor & Francis Journals, vol. 47(13), pages 1298-1313, March.

    Cited by:

    1. Stephanos Papadamou & Moïse Sidiropoulos & Eleftherios Spyromitros, 2017. "Interest rate dynamic effect on stock returns and central bank transparency : Evidence from emerging markets," Post-Print hal-03692218, HAL.
    2. Syed Jawad Hussain Shahzad & Dene Hurley & Román Ferrer, 2021. "U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 3569-3587, July.
    3. Mesagan Peter Ekundayo & Amadi Nkem Agatha, 2017. "The Efficiency Market Theory: A Case of Commercial Banks Stocks in Nigeria," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 583-587, December.
    4. Malik Shahzad Shabbir & Laila Refiana Said & Irem Pelit & Esma Irmak, 2023. "The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment," International Journal of Energy Economics and Policy, Econjournals, vol. 13(3), pages 560-565, May.
    5. Ahmed, Walid M.A., 2020. "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, vol. 54(C).
    6. Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.
    7. Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).

  9. Halari, Anwar & Tantisantiwong, Nongnuch & Power, David. M. & Helliar, Christine, 2015. "Islamic calendar anomalies: Evidence from Pakistani firm-level data," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 64-73.

    Cited by:

    1. Osamah Al-Khazali & Elie Bouri & David Roubaud & Taisier Zoubi, 2017. "The impact of religious practice on stock returns and volatility," Post-Print hal-02008554, HAL.
    2. Klein, Paul-Olivier & Turk, Rima & Weill, Laurent, 2017. "Religiosity vs. well-being effects on investor behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 138(C), pages 50-62.
    3. Murat Akbalik & K. Batu Tunay, 2016. "An Analysis Of Ramadan Effect By Gjr-Garch Model: Case Of Borsa Istanbul," Oeconomia Copernicana, Institute of Economic Research, vol. 7(4), pages 593-612, December.
    4. Abdullah Al-Awadhi & Ahmad Bash & Fouad Jamaani, 2021. "Ramadan Effect: A Structural Time-Series Test," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 260-269, January.
    5. Irshad Hira & Taib Hasniza Mohd & Hussain Haroon & Hussain Rana Yassir, 2023. "Conventional and Islamic Equity Market Reaction Towards Terrorism: Evidence Based on Target Types, Location and Islamic Calendar Months," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 33(4), pages 70-116, December.
    6. Jauhar Abbas & Hammad Hassan Mirza & Haroon Hussain & Rana Yassir Hussain & Muhammad Saad & Masud Akhtar, 2021. "Stock Market Reaction towards Terrorism: An Evidence Based on Seasonal Variation in Pakistan," Journal of Economic Impact, Science Impact Publishers, vol. 3(3), pages 167-177.
    7. Halari, Anwar & Helliar, Christine & Power, David M. & Tantisantiwong, Nongnuch, 2019. "Taking advantage of Ramadan and January in Muslim countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 85-96.
    8. Paul-Olivier KLEIN & Rima TURK & Laurent WEILL, 2017. "How Religiosity Shapes Investor Behavior: Sukuk Issuances During Ramadan," Working Papers of LaRGE Research Center 2017-01, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    9. Khalil Jebran & Shihua Chen, 2017. "Examining anomalies in Islamic equity market of Pakistan," Journal of Sustainable Finance & Investment, Taylor & Francis Journals, vol. 7(3), pages 275-289, July.
    10. Tantisantiwong, Nongnuch & Halari, Anwar & Helliar, Christine & Power, David, 2018. "East meets West: When the Islamic and Gregorian calendars coincide," The British Accounting Review, Elsevier, vol. 50(4), pages 402-424.
    11. Fatima Syed & Naimat U. Khan, 2017. "Islamic Calendar Anomalies: Evidence from Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 9(3), pages 104-122, September.

  10. P. Simmons & N. Tantisantiwong, 2014. "Equilibrium moment restrictions on asset returns: normal and crisis periods," The European Journal of Finance, Taylor & Francis Journals, vol. 20(11), pages 1064-1089, November.

    Cited by:

    1. Mohammad Alomari & David. M. Power & Nongnuch Tantisantiwong, 2018. "Determinants of equity return correlations: a case study of the Amman Stock Exchange," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 33-66, January.

  11. Abhakorn, Pongrapeeporn & Tantisantiwong, Nongnuch, 2012. "A reexamination of capital controls’ effectiveness: Recent experience of Thailand," Journal of Asian Economics, Elsevier, vol. 23(1), pages 26-38.

    Cited by:

    1. Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Private Information, Capital Flows, and Exchange Rates," IMF Working Papers 2012/213, International Monetary Fund.
    2. Agénor, Pierre-Richard & Jia, Pengfei, 2020. "Capital controls and welfare with cross-border bank capital flows," Journal of Macroeconomics, Elsevier, vol. 65(C).
    3. Vithessonthi, Chaiporn & Tongurai, Jittima, 2014. "The spillover effects of unremunerated reserve requirements: Evidence from Thailand," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 338-351.
    4. Mr. Jacob Gyntelberg & Mr. Subhanij Tientip & Mr. Mico Loretan, 2012. "Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand," IMF Working Papers 2012/214, International Monetary Fund.
    5. Luangaram, Pongsak & Wongpunya, Nipit, 2024. "The effect of trade openness and exchange rate on inflation targeting in Thailand," Journal of Asian Economics, Elsevier, vol. 92(C).
    6. Christine Helliar & Barbara Petracci & Nongnuch Tantisantiwong, 2022. "Comparing SRI funds to conventional funds using a PCA methodology," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 581-595, December.
    7. Gyntelberg, Jacob & Loretan, Mico & Subhanij, Tientip & Chan, Eric, 2014. "Exchange rate fluctuations and international portfolio rebalancing," Emerging Markets Review, Elsevier, vol. 18(C), pages 34-44.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Thai Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2015-01-31 2018-02-19 2022-10-31
  2. NEP-ACC: Accounting and Auditing (2) 2018-02-19 2022-10-31
  3. NEP-CTA: Contract Theory and Applications (2) 2018-02-19 2022-10-31
  4. NEP-MFD: Microfinance (2) 2015-01-31 2018-02-19
  5. NEP-OPM: Open Economy Macroeconomics (2) 2013-10-18 2014-09-25
  6. NEP-PPM: Project, Program and Portfolio Management (2) 2018-02-19 2022-10-31
  7. NEP-RMG: Risk Management (1) 2015-01-31

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