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Nuttawat Visaltanachoti

Personal Details

First Name:Nuttawat
Middle Name:
Last Name:Visaltanachoti
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RePEc Short-ID:pvi214
http://economics-finance.massey.ac.nz/nvisaltanachoti.php
Private Bag 102904, NSMC, Auckland, New Zealand
+6494140800 ext 9460

Affiliation

Massey University, College of Business, School of Economics and Finance

http://www.massey.ac.nz
Auckland

Research output

as
Jump to: Articles

Articles

  1. Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022. "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, vol. 47(1), pages 135-162, February.
  2. Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat & Young, Martin, 2021. "Do climate risks matter for green investment?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  3. Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, vol. 122(C).
  4. Fang, Jiali & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Do stocks outperform treasury bills in international markets?," Finance Research Letters, Elsevier, vol. 40(C).
  5. Bochuan Dai & Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti, 2021. "Risk reduction using trailing stop‐loss rules," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1334-1352, December.
  6. Narongdech Thakerngkiat & Hung T. Nguyen & Nhut H. Nguyen & Nuttawat Visaltanachoti, 2021. "Do accounting information and market environment matter for cross‐asset predictability?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4389-4434, September.
  7. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Beta estimation in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
  8. Marshall, Ben R. & Nguyen, Justin Hung & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Does a change in the information environment affect labor adjustment costs?," International Review of Financial Analysis, Elsevier, vol. 74(C).
  9. Pham, Son D. & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "The liquidity of active ETFs," Global Finance Journal, Elsevier, vol. 49(C).
  10. Ben Jacobsen & Ben R. Marshall & Nuttawat Visaltanachoti, 2019. "Stock Market Predictability and Industrial Metal Returns," Management Science, INFORMS, vol. 65(7), pages 3026-3042, July.
  11. Ben R. Marshall & Nick Nguyen & Nuttawat Visaltanachoti, 2019. "A Note on Intraday Event Studies," European Accounting Review, Taylor & Francis Journals, vol. 28(3), pages 605-619, May.
  12. Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018. "Politics and liquidity," Journal of Financial Markets, Elsevier, vol. 38(C), pages 1-13.
  13. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018. "Do liquidity proxies measure liquidity accurately in ETFs?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 94-111.
  14. Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti, 2017. "Time series momentum and moving average trading rules," Quantitative Finance, Taylor & Francis Journals, vol. 17(3), pages 405-421, March.
  15. Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti & Tom Smith, 2016. "Transaction costs in an illiquid order-driven market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 56(4), pages 917-933, December.
  16. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2015. "Frontier market transaction costs and diversification," Journal of Financial Markets, Elsevier, vol. 24(C), pages 1-24.
  17. Ben R. Marshall & Nuttawat Visaltanachoti & Genevieve Cooper, 2014. "Sell the rumour, buy the fact?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 237-249, March.
  18. Raza, Ahmad & Marshall, Ben R. & Visaltanachoti, Nuttawat, 2014. "Is there momentum or reversal in weekly currency returns?," Journal of International Money and Finance, Elsevier, vol. 45(C), pages 38-60.
  19. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "Liquidity commonality in commodities," Journal of Banking & Finance, Elsevier, vol. 37(1), pages 11-20.
  20. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3486-3498.
  21. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "Liquidity measurement in frontier markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 1-12.
  22. Tirapat, Sunti & Visaltanachoti, Nuttawat, 2013. "Opportunistic insider trading," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1046-1061.
  23. Ben R. Marshall & Nhut H. Nguyen & Nuttawat Visaltanachoti, 2012. "Commodity Liquidity Measurement and Transaction Costs," The Review of Financial Studies, Society for Financial Studies, vol. 25(2), pages 599-638.
  24. Visaltanachoti, Nuttawat & Charoenwong, Charlie & Ding, David K., 2011. "Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand," Journal of Empirical Finance, Elsevier, vol. 18(3), pages 474-487, June.
  25. Visaltanachoti, Nuttawat & Yang, Ting, 2010. "Speed of convergence to market efficiency for NYSE-listed foreign stocks," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 594-605, March.
  26. Marshall, Ben R. & Visaltanachoti, Nuttawat, 2010. "The Other January Effect: Evidence against market efficiency?," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2413-2424, October.
  27. Luo, Robin & Visaltanachoti, Nuttawat, 2010. "Real exchange rates, asset prices and terms of trade: A theoretical analysis," Economic Modelling, Elsevier, vol. 27(1), pages 143-151, January.
  28. Ben Jacobsen & Nuttawat Visaltanachoti, 2009. "The Halloween Effect in U.S. Sectors," The Financial Review, Eastern Finance Association, vol. 44(3), pages 437-459, August.
  29. Pukthuanthong-Le, Kuntara & Visaltanachoti, Nuttawat, 2009. "Commonality in liquidity: Evidence from the Stock Exchange of Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 80-99, January.
  30. Visaltanachoti, Nuttawat & Charoenwong, Charlie & Ding, David K., 2008. "Liquidity distribution in the limit order book on the stock exchange of Thailand," International Review of Financial Analysis, Elsevier, vol. 17(2), pages 291-311.
  31. Nuttawat Visaltanachoti & Robin Luo & Yi Yi, 2008. "Economic Value Added (EVA®) and Sector Returns," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 4(2), pages 21-41.
  32. Nuttawat Visaltanachoti & Hang Luo & Dongqiang Wang, 2007. "Performance of market order execution strategy: the Australian evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 14(13), pages 945-949.
    RePEc:taf:apfiec:v:19:y:2009:i:17:p:1391-1399 is not listed on IDEAS
    RePEc:taf:apfiec:v:17:y:2007:i:15:p:1265-1274 is not listed on IDEAS
    RePEc:taf:apfiec:v:19:y:2009:i:16:p:1269-1281 is not listed on IDEAS

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