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Prof Nuttawat Visaltanachoti staff profile picture

Contact details +6492136169

Prof Nuttawat Visaltanachoti BEng, MSc, PhD

Dean's Chair in Finance

School of Economics and Finance

Professional

Contact details

  • Ph: +64 9 414 0800 Ext 43169
    Location: QB3.42, Quadrangle Building B
    Campus: Albany

Qualifications

  • Bachelor of Engineering - Chulalongkorn University (1996)
  • Master of Science - Chulalongkorn University (1999)
  • Doctor of Philosophy - Nanyang Technological University (2004)

Research Expertise

Research Interests

Investment, Asset Pricing,  Quantitative Finance, Derivatives, Sustainability, Climate Finance

Area of Expertise

Field of research codes
Applied Economics (140200): Economics (140000): Financial Economics (140207)

Research Outputs

Journal

Marshall, BR., Nguyen, NH., Visaltanachoti, N., & Zhu, J. (2024). Broker and institutional investor short selling. Accounting and Finance.
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2024). Insider trading and climate disasters. Global Finance Journal. 62
[Journal article]Authored by: Nguyen, T., Visaltanachoti, N.
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Chen, T., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). What influences demand for Buy Now, Pay Later credit?. Economics Letters. 242
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). Estimating Long-Term Expected Returns. Financial Analysts Journal. 80(4), 134-154
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). New Zealand long-term equity returns and their determinants. Pacific Basin Finance Journal. 85
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Roy, S., Marshall, BR., Nguyen, HT., & Visaltanachoti, N. (2024). How does management respond to stock price crashes?. International Journal of Managerial Finance. 20(2), 546-577
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Roy, S., Nguyen, H., & Visaltanachoti, N. (2023). Be nice to the air: Severe haze pollution and mutual fund risk. Global Finance Journal. 58
[Journal article]Authored by: Nguyen, T., Visaltanachoti, N.
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Son, DP., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2023). Liquidity spillover between ETFs and their constituents. International Review of Economics and Finance. 88, 723-747
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Pham, SD., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2024). Predicting ETF liquidity. Australian Journal of Management. 49(3), 478-508
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Thakerngkiat, N., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2023). Does fear spur default risk?. International Review of Economics and Finance. 83, 879-899
[Journal article]Authored by: Nguyen, T., Visaltanachoti, N.
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Zeng, H., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2023). Technical indicators and cross-sectional expected returns. Global Finance Journal. 56
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Dai, B., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2023). Lottery stocks and stop-loss rules. Global Finance Journal. 56
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2022). Climate events and return comovement. Journal of Financial Markets. 61
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Ma, R., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2022). Does bitcoin liquidity resemble the liquidity of other financial assets?. Australian Journal of Management. 47(4), 729-748
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Dai, B., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2022). Do stop-loss rules add value in international equity market allocation?. Applied Economics. 54(14), 1584-1597
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Zeng, H., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2022). Are individual stock returns predictable?. Australian Journal of Management. 47(1), 135-162
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). Beta estimation in New Zealand. Pacific Basin Finance Journal. 70
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, HT., Nguyen, NH., Visaltanachoti, N., & Young, M. (2021). Do climate risks matter for green investment?. Journal of International Financial Markets, Institutions and Money. 75
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N., Young, M.
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Marshall, BR., Nguyen, JH., Nguyen, NH., & Visaltanachoti, N. (2021). Does a change in the information environment affect labor adjustment costs?. International Review of Financial Analysis. 74
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Thakerngkiat, N., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2021). Do accounting information and market environment matter for cross-asset predictability?. Accounting and Finance. 61(3), 4389-4434
[Journal article]Authored by: Nguyen, T., Visaltanachoti, N.
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Thakerngkiat, N., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2021). Do accounting information and market environment matter for cross鈥恆sset predictability?. Accounting and Finance. 61(3), 4839-4434 Retrieved from https://onlinelibrary.wiley.com/doi/10.1111/acfi.12736
[Journal article]Authored by: Nguyen, T., Visaltanachoti, N.
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Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2021). Country governance and international equity returns. Journal of Banking and Finance. 122, Retrieved from https://www.sciencedirect.com/science/article/pii/S037842662030248X
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Pham, SD., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). The liquidity of active ETFs. Global Finance Journal. 49
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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3
Fang, J., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). Do stocks outperform treasury bills in international markets?. Finance Research Letters. 40
[Journal article]Authored by: Fang, J., Marshall, B., Visaltanachoti, N.
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Dai, B., Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2021). Risk reduction using trailing stop-loss rules. International Review of Finance. 21(4), 1334-1352
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2019). Stock market predictability and industrial metal returns. Management Science. 65(7), 3026-3042
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, N., & Visaltanachoti, N. (2019). A Note on Intraday Event Studies. European Accounting Review. 28(3), 605-619
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Charoenwong, C., Ding, D., & Visaltanachoti, N. (2018). Warrants and their underlying stocks: Microstructure evidence from an emerging market. Risk Governance and Control: Financial Markets & Institutions. 8(3), 43-60 Retrieved from https://virtusinterpress.org/WARRANTS-AND-THEIR-UNDERLYING-STOCKS-MICROSTRUCTURE-EVIDENCE-FROM-AN-EMERGING.html
[Journal article]Authored by: Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2018). Do liquidity proxies measure liquidity accurately in ETFs?. Journal of International Financial Markets, Institutions and Money. 55, 94-111
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2017). Time series momentum and moving average trading rules. Quantitative Finance. 17(3), 405-421
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N. (2018). Politics and liquidity. Journal of Financial Markets. 38, 1-13
[Journal article]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2016). Transaction costs in an illiquid order-driven market. Accounting and Finance. 56(4), 917-933
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2015). Frontier market transaction costs and diversification. Journal of Financial Markets. 24, 1-24
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Visaltanachoti, N., & Cooper, G. (2014). Sell the rumor, buy the fact?. Accounting and Finance. 54(1), 237-249
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Raza, A., Marshall, BR., & Visaltanachoti, N. (2014). Is there momentum or reversal in weekly currency returns?. Journal of International Money and Finance. 45, 38-60
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2013). Liquidity measurement in frontier markets. Journal of International Financial Markets, Institutions and Money. 27(1), 1-12
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2013). ETF arbitrage: Intraday evidence. Journal of Banking and Finance. 37(9), 3486-3498
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Tirapat, S., & Visaltanachoti, N. (2013). Opportunistic insider trading. Pacific Basin Finance Journal. 21(1), 1046-1061
[Journal article]Authored by: Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2013). Liquidity commonality in commodities. Journal of Banking and Finance. 37(1), 11-20
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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53
Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2012). Commodity liquidity measurement and transaction costs. Review of Financial Studies. 25(2), 599-638
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Charoenwong, C., & Ding, DK. (2011). Information asymmetry in warrants and their underlying stocks on the stock exchange of Thailand. Journal of Empirical Finance. 18(3), 474-487
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Luo, R., & Wei, C. (2010). The international evidence of pecking order and trade-off predictions. Corporate Ownership and Control. 7(4 B), 183-196
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Luo, R., & Wei, C. (2010). The International Evidence of Pecking Order and Trade-off Prediction. Other Journal. Please Provide Details on Cover Sheet. 7(4), 183-196
[Journal article]Authored by: Visaltanachoti, N.
Marshall, BR., & Visaltanachoti, N. (2010). The other January effect: Evidence against market efficiency?. Journal of Banking and Finance. 34(10), 2413-2424
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
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Visaltanachoti, N., & Yang, T. (2010). Speed of convergence to market efficiency for NYSE-listed foreign stocks. Journal of Banking and Finance. 34(3), 594-605
[Journal article]Authored by: Visaltanachoti, N.
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Luo, R., & Visaltanachoti, N. (2010). Real exchange rates, asset prices and terms of trade: A theoretical analysis. Economic Modelling. 27(1), 143-151
[Journal article]Authored by: Visaltanachoti, N.
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Pukthuanthong-Le, K., & Visaltanachoti, N. (2009). Idiosyncratic volatility and stock returns: A cross country analysis. Applied Financial Economics. 19(16), 1269-1281
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., & Luo, R. (2009). Order imbalance, market returns and volatility: Evidence from Thailand during the Asian crisis. Applied Financial Economics. 19(17), 1391-1399
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., & Luo, RH. (2009). Trade scheduling and bid-ask spread forecasting: Evidence from china. International Research Journal of Finance and Economics. 1(27), 91-105
[Journal article]Authored by: Visaltanachoti, N.
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Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2009). Equity market return predictability using different measurement intervals. INFINZ Journal. (September 2009), 18-22 Retrieved from http://www.infinz.com/Site/Publications_and_Submissions/journal.aspx
[Journal article]Authored by: Marshall, B., Visaltanachoti, N.
Jacobsen, B., & Visaltanachoti, N. (2009). The halloween effect in U.S. sectors. The Financial Review. 44(3), 437-459 Retrieved from http://onlinelibrary.wiley.com/doi/10.1111/j.1540-6288.2009.00224.x/abstract
[Journal article]Authored by: Visaltanachoti, N.
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Pukthuanthong-Le, K., & Visaltanachoti, N. (2009). Commonality in liquidity: Evidence from the Stock Exchange of Thailand. Pacific Basin Finance Journal. 17(1), 80-99
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Charoenwong, C., & Ding, DK. (2008). Liquidity distribution in the limit order book on the stock exchange of Thailand. International Review of Financial Analysis. 17(2), 291-311
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Luo, RH., & Yi, Y. (2008). Economic Value Added (EVA®) and Sector Returns. Asian Academy of Management Journal of Accounting and Finance. 4(2), 21-41
[Journal article]Authored by: Visaltanachoti, N.
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Stangl, JS., Jacobsen, B., & Visaltanachoti, N. (2008). Timing the cycles. IFINZ Journal. , 18-29
[Journal article]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Luo, H., & Lu, L. (2007). Holding periods, illiquidity and disposition effect in the Chinese stock markets. Applied Financial Economics. 17(15), 1265-1274
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Luo, H., & Wang, D. (2007). Performance of market order execution strategy: The Australian evidence. Applied Economics Letters. 14(13), 945-949
[Journal article]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Puspakaran, K., & Lin, T. (2006). Note on Performance Evaluation of New Zealand Mutual Fund. International Journal of Banking and Finance. 3, 99-106
[Journal article]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Luo, RH., & Kesayan, P. (2006). Financial contagion within a small country. International Journal of Business and Information. 1(2), 119-136
[Journal article]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Wang, Y., & Wilson, WR. (2006). Fortune favours the confident: A global evidence of the 52-week high momentum strategy. International Journal of Business, Management and Economics. 2(8), 39-52
[Journal article]Authored by: Visaltanachoti, N.
Luo, RH., Visaltanachoti, N., & Kesayan, P. (2006). Analysis of foreign currency exposure of the New Zealand stock market. Investment Management and Financial Innovations. 3(1), 132-141
[Journal article]Authored by: Visaltanachoti, N.
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Jacobsen, B., & Visaltanachoti, N. (2005). The halloween effect in US sectors. Financiele Studievereniging Rotterdam (FSR) Forum - Investment Anomalies. 7(5), 30-39
[Journal article]Authored by: Visaltanachoti, N.
Cheng, W., Visaltanachoti, N., & Kesayan, P. (2005). A stock market reaction following convertible bond issuance: Evidence from Japan. International Journal of Business. 10(4), 323-340
[Journal article]Authored by: Visaltanachoti, N.
Li, H., Visaltanachoti, N., & Kesayan, P. (2004). Effects of credit rating announcements: The Swedish stock market. International Journal of Finance. 16(1), 2872-2891
[Journal article]Authored by: Visaltanachoti, N.

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Thesis

Visaltanachoti, N. (2004). Essays in market microstructure: Evidence from the stock exchange of Thailand. (Doctoral Thesis, Nanyang Technological University)
[Doctoral Thesis]Authored by: Visaltanachoti, N.

Conference

Marshall, BR., Nguyen, HT., Nguyen, NH., & Visaltanachoti, N.(2021). Country governance and international equity returns. Paper presented at the meeting of Journal of Banking and Finance
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, R.Climate Disasters and Return Comovement. . Online (Melbourne)
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.Climate Disasters and Return Co-movement. . Auckland
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Visaltanachoti, N., Nguyen, N., & Thakerngkiat, N.The 2019 New Zealand Finance Meeting. . Auckland
[Conference Paper]Authored by: Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Visaltanachoti, N., Nguyen, N., & Thakerngkiat, N.Do Accounting Information and Market Environment Matter for Cross-Asset Predictability. . Sydney
[Conference Paper]Authored by: Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.Climate Disasters and Insider Trading. . Wellington
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.Climate Disasters and Insider Trading. . Sydney
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Nguyen, T., Marshall, B., Visaltanachoti, N., Nguyen, N., & Ma, M.(2019, November). Climate Disasters and Insider Trading. .
[Conference]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2019). Bitcoin Liquidity. https://www.nzfc.ac.nz/archive/. : New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, B., Visaltanachoti, N., & Nguyen, N. (2018). A Note on Intraday Event Studies. https://www.nzfc.ac.nz/archives/2018/programme/. : New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, B., Visaltanachoti, N., & Nguyen, N. (2018). Energy, Other Commodity, Stock, Bond, Currency, and Real Estate Jumps. http://fmaconferences.org/SanDiego/Papers/Energy,_Other_Commodity,_Stock,_Bond,_Currency,_and_Real_Estate_Jumps.pdf. : Financial Management Association (FMA) Conference
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, B., Visaltanachoti, N., Nguyen, H., & Nguyen, N. (2018). Country governance and international equity returns. http://fmaconferences.org/SanDiego/Papers/Country_Governance_and_International_Equity_Returns.pdf. : Financial Management Association (FMA) Conference
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, B., Visaltanachoti, N., Nguyen, H., & Nguyen, N. (2018). Country governance and international equity returns. https://etnpconferences.net/efa/EFAProgramArchiveIndex.php.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Nguyen, N., Visaltanachoti, N., Nguyen, T., & Marshall, BR.Country Governance and International Equity Return. . Auckland
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
Marshall, BR., nguyen, N., Visaltanachoti, N., & Nguyen, T.Country Governance and International Equity Returns. . Aucklan
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
nguyen, NH., visaltanachoti, N., & Marshall, BR.ETF Liquidity. . Da Nang, Vietnam
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR., Nguyen, NH., Nguyen, T., & Visaltanachoti, N.(2015). Country governance and International equity returns. . Bangkok, Thailand
[Conference Paper]Authored by: Marshall, B., Nguyen, T., Visaltanachoti, N.
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Marshall, BR., nguyen, N., & Visaltanachoti, N.ETF Liquidity. . Queenstown, New Zealand
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR., Nguyen, N., & Visaltanachoti, N.ETF Liquidity. . Melbourne, Australia
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2017). Time series momentum and moving average trading rules. Quantitative Finance. Vol. 17 (pp. 405 - 421).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2013). Time-series momentum versus technical analysis. China International Conference in Finance: Program and Papers. (pp. 1 - 43). China: China International Conference in Finance
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2013, February). Time-series momentum versus technical analysis. Presented at 17th New Zealand Finance Colloquium. Dunedin, New Zealand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2013). Time-series momentum versus technical analysis. 17th New Zealand Finance Colloquium. (pp. 1 - 46). : 17th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2013, February). Time-Series Momentum versus Technical Analysis. Presented at 17th New Zealand Finance Colloquium. Dunedin, New Zealand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N.(2013). Time-Series Momentum versus Technical Analysis. . Dunedin, New Zealand
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2012, October). Frontier market diversification and transaction costs. Presented at Financial Management Association [FMA] Annual Meeting. Atlanta, GA, United States,.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2012). Frontier market diversfication and transaction costs. Financial Management Association [FMA] Annual Meeting: Programme and Papers. (pp. 1 - 49). United States: Financial Management Association [FMA] Annual Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, N., & Visaltanachoti, N. (2012). Frontier market diversfication and transaction costs. FMA Conference. (pp. 1 - 49). : 2012 FMA Annual Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2012, July). Frontier market diversification and transaction costs. Presented at Financial Management Association [FMA] Asian Meeting. Phuket, Thailand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2012). Frontier market diversification and transaction costs. FMA Asian Meeting Papers Online. (pp. 1 - 49). Online: Financial Management Association [FMA] Asian Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, NH., & Visaltanachoti, N. (2012). Frontier market diversification and transaction costs. Programme and Papers for the 16th New Zealand Finance Colloquium Online. (pp. 1 - 49). New Zealand: 16th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N.(2011). EFT arbitrage. . Denver, Colorado
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2011). Liquidity commonality in commodities. 2011 Financial Management Association Annual Meeting. (pp. 1 - 35). Denver, Colorado: 2011 FMA Annual Meeting
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2011). Return predictability when news means different things in different times. 15th New Zealand Finance Colloquium Proceedings. (pp. 1 - 24). : 15th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2011, February). ETF arbitrage. Presented at 15th New Zealand Finance Colloquium. Christchurch, New Zealand.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N. (2011). ETF arbitrage. In NZF. Colloquium (Ed.) 15th New Zealand Finance Colloquium Proceedings. (pp. 1 - 29). : 15th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, B., Nguyen, N., & Visaltanachoti, N.(2011). ETF Arbitrage. . University of Canterbury, NZ
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Read Abstract: abstract icon
Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2011). Return predictability when news means different things in different times. 15th New Zealand Finance Colloquium. (pp. 1 - 24). : 15th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2012). Liquidity commonality in commodities. Journal of Banking and Finance.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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40
Jacobsen, B., Marshall, B., & Visaltanachoti, N. (2010). Return predictability when news means different things in different times. 23rd Australasian Finance and Banking Conference. (pp. 1 - 24).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Visaltanachoti, N., & Cooper, G.Sell the rumour, buy the fact?.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
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9
Marshall, B., Visaltanachoti, N., & Cooper, GA. (2010). Sell the rumor, buy the fact?. Financial Management Association, Annual Meeting. (pp. 1 - 38).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Visaltanachoti, N., & Cooper, GA. (2010). Sell the rumor, buy the fact?. FMA Conference. (pp. 1 - 37). : New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., Visaltanachoti, N., & Cooper, G.Sell the rumour, buy the fact?.
[Conference Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
Read Abstract: abstract icon
4
Visaltanachoti, N., Zou, L., & Zheng, Q.(2009). The performance of "Sin" firms in China. . Brisbane, Australia
[Conference Paper]Authored by: Visaltanachoti, N., Zou, L.
Stangl, JS., Jacobsen, B., & Visaltanachoti, N.(2009). Sector rotation across business cycles. . 黑料网, NZ
[Conference Other]Authored by: Stangl, J., Visaltanachoti, N.
Read Abstract: abstract icon
Stangl, JS., Jacobsen, B., & Visaltanachoti, N.(2009). Sector Rotation over Business Cycles. . Reno, Nevada, U.S.A
[Conference Paper]Authored by: Stangl, J., Visaltanachoti, N.
Read Abstract: abstract icon
Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2009). Return predictability revisited. . Xiamen, China
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Visaltanachoti, N., Jacobsen, B., & Marshall, BR.(2009). Return predictability revisited. . Milan, Italy
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., & Visaltanachoti, N.(2009). Does the other January effect have market timing ability?. . Greece
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2009). Return predictability revisited. In 2009 FMA Asian Conference(pp. 1 - 86). , 2009 FMA Asian Conference: 黑料网
[Conference Abstract]Authored by: Marshall, B., Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2009). Return predictability revisited. . Pipitea Campus, Wellington, NZ
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
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Marshall, BR., & Visaltanachoti, N.(2009). Does the other January effect have market timing ability?. . Victoria University of Wellington, NZ
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Jacobsen, B., & Visaltanachoti, N. (2009). The halloween effect in U.S. sectors. Financial Review. Vol. 44 (pp. 437 - 459).
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Read Abstract: abstract icon
57
Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisited. . Dallas,TX
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Visaltanachoti, N., & Yang, T. (2008). Speed of convergence to market efficiency for NYSE-listed foreign stocks. Proceedings of the Asian Finance Association-Nippon Finance Association International Conference. (pp. 1 - 31).
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisited. . Sydney, NSW
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Read Abstract: abstract icon
Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisited. . Sydney, NSW
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Read Abstract: abstract icon
Jacobsen, B., Marshall, BR., & Visaltanachoti, N.(2008). Return predictability revisted. . Grapevine, TX
[Conference Paper]Authored by: Marshall, B., Visaltanachoti, N.
Read Abstract: abstract icon
Stangl, JS., Jacobsen, B., & Visaltanachoti, N. (2008). Sector rotation over business-cycles. Proceedings of the 12th New Zealand Finance Colloquium. (pp. 1 - 39).
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Read Abstract: abstract icon
Stangl, JS., Jacobsen, B., & Visaltanachoti, N.(2007). Sector rotation over business-cycles. . Sydney, NSW
[Conference Paper]Authored by: Visaltanachoti, N.
Read Abstract: abstract icon
Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2007). The interval of observation. 15th Conference on the Theories and Practices of Securities and Financial Markets.
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Stangl, JS., Jacobsen, B., & Visaltanachoti, N. (2007). Sector rotation over business-cycles. 12th Finsia-Melbourne Centre for Financial Studies Banking and Finance Conference. (pp. unpaged - 34).
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
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Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2007). The interval of observation. European Finance Association 34th Annual Meeting. (pp. unpaged - 28).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2007). The interval of observation. In MH. Liu, & A. Tourani Rad (Eds.) Proceedings of the 11th New Zealand Finance Colloquium. (pp. 1 - 27).
[Conference Paper in Published Proceedings]Authored by: Marshall, B., Visaltanachoti, N.
Ding, H., & Visaltanachoti, N. (2007). Price limits are not always bad. In MH. Liu, & A. Tourani Rad (Eds.) Proceedings of the 11th New Zealand Finance Colloquium.
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Wang, Y., & Wilson, WR.(2006). Fortune favours the confident: A global evidence of the 52-week high momentum strategy. . Salt Lake City, UT
[Conference Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Wang, Y., & Wilson, WR.(2006). Fortune favours the confident: A global evidence of the 52-week high momentum strategy. . Cesme, Izmir, Turkey
[Conference Paper]Authored by: Visaltanachoti, N.
Mamun, AA., & Visaltanachoti, N.(2006). Diversification benefits of treasury inflation protected securities: An empirical puzzle. . Paris, France
[Conference Paper]Authored by: Visaltanachoti, N.
Jacobsen, B., Mamun, AA., & Visaltanachoti, N. (2006). Seasonal, size and value anomalies. In JS. Chaput (Ed.) Proceedings of the 10th Annual New Zealand Finance Colloquium. (pp. 1 - 40).
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
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Visaltanachoti, N., Luo, RH., & Lu, L. (2006). Flowing water never goes bad? Illiquidity and holding periods in the Chinese stock markets. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Luo, RH., & Visaltanachoti, N. (2006). Exchange rate determination and asset pricing in the presence of nontradable goods. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Kesayan, P., & Lakehal Ayat, M. (2006). Sector and country effects following Asia-Pacific stock market liberalization. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Jacobsen, B., Mamun, AA., & Visaltanachoti, N.(2006). Seasonal, size and value anomalies. . Salt Lake City, UT
[Conference Paper]Authored by: Visaltanachoti, N.
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Jacobsen, B., Mamun, AA., & Visaltanachoti, N. (2006). Seasonal, size and value anomalies. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Wang, Y., & Wilson, WR. (2006). Fortune favours the confident: A global evidence of the 52-week high momentum strategy. Asian Finance Association/FMA 2006 Meeting: Bridging Finance Theory and Practice: Proceedings.
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Jacobsen, B., Mamun, AA., & Visaltanachoti, N.(2005). Seasonal, size and value anomalies.
[Conference Paper]Authored by: Visaltanachoti, N.
Read Abstract: abstract icon
Mamun, MA., & Visaltanachoti, N. (2005, October). Diversification benefits of treasury inflation protected securities. Presented at The Academy of Financial Services Conference. Chicago, IL.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Mamun, MA., & Visaltanachoti, N. (2005). Inflation expectation, risk aversion and asset allocation in an equilibrium approach. In M. Lally (Ed.) 9th New Zealand Finance Colloquium. Wellington, NZ
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
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Kesayan, P., Visaltanachoti, N., & Lin, TL. (2005). Performance evaluation of New Zealand unit trust: A stochastic discount factor approach. 3rd International Conference on Banking and Finance, Financial Management 6th International Conference. (pp. unpaged). Malaysia & Poland
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Jacobsen, B., Mamun, MA., & Visaltanachoti, N. (2005, December). Seasonal, size and value anomalies. Presented at The 18th Australasian Finance and Banking Conference. Sydney, NSW.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Read Abstract: abstract icon
Mamun, MA., & Visaltanachoti, N. (2005). Infaltion Expectation, risk aversion and asset allocation in presence of an indexed bond. (pp. 41). , The 16th Asian Finance Association Conference: Role of capital markets in wealth creation and prosperity Kuala Lumpur, Malaysia: Asian FA/TFA/MA
[Conference Abstract]Authored by: Visaltanachoti, N.
Mamun, MA., & Visaltanachoti, N. (2005, October). Inflation expectation, risk aversion and asset allocation in presence of an indexed bond. Presented at Academy of Financial Services Conference. Chicago, IL.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Mamun, AA., & Visaltanachoti, N. (2005). Inflation expectation, risk aversion and asset allocation in presence of an indexed bond. The 16th Asian Finance Association Conference. (pp. unpaged). Kuala Lumpur, Malaysia
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Mamun, AA., & Visaltanachoti, N. (2005). Inflation expectations, risk aversion and asset allocation in an equilibrium approach. In ML. Ed (Ed.) 9th New Zealand Finance Colloquium Proceedings. (pp. unpaged). Wellington, NZ: 9th New Zealand Finance Colloquium
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
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Kesayan, P., Li, XH., & Visaltanachoti, N. (2005, May). Market reaction to credit rating announcements in the Irish stock market. Presented at Malaysian Finance Association 7th Annual Conference. Terengganu, Malaysia.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Visaltanachoti, N. (2005, June). Private placement and right issues announcement in the Australian stock market. Presented at Global Finance Conference. Trinity College, Dublin, Ireland.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004, January). Analysis of limit order book and order flow. Presented at The 8th New Zealand Finance Colloquium. Hamilton, NZ.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Information asymmetry and price discovery of warrants and their underlying stocks. 18th Annual Meeting of the Academy of Financial Services. (pp. unpaged). New Orleans, LA
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Luo, RH., & Visaltanachoti, N. (2004). Analysis of foreign currency exposure of the New Zealand stock market. In A. Athiyaman, & ES. Eds (Eds.) American Society of Business and Behavioral Sciences 7th International Conference: Values in Business. (pp. 276 - 292). Cairns, QLD
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Visaltanachoti, N., & Luo, RH. (2004). Co-movement of extreme stock returns and macroeconomic factors. In A. Athiyaman, & ES. Eds (Eds.) American Society of Business and Behavioral Sciences 7th Annual International Conference: Values in Business. (pp. 123 - 146). Cairns, QLD
[Conference Paper in Published Proceedings]Authored by: Visaltanachoti, N.
Kesayan, P., Visaltanachoti, N., & Cheng, W. (2004, April). A stock market reaction following convertible bond issuance: Evidence from Japan. Presented at Inaugural International Conference on Business, Banking and Finance. Port of Spain, Trinidad and Tobago.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Kesayan, P., Visaltanachoti, N., & Hui, L. (2004, April). Effects of credit rating announcement on shares in the Swedish stock market. Presented at Inaugural International Conference on Business, Banking and Finance. Port of Spain, Trinidad and Tobago.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Charoenwong, C., Ding, D., & Visaltanachoti, N. (2004, June). Analysis of limit order book and order flow. Presented at European Financial Management Association Annual Meeting. Basel, Switzerland.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Charoenwong, C., Ding, D., & Visaltanachoti, N. (2004, June). Spread, depth, and order flow patterns of warrants and their underlying stocks on the stock exchange of Thailand. Presented at European Financial Management Association Annual Meeting. Basel, Switzerland.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Charoenwong, C., Ding, D., & Visaltanachoti, N. (2004, July). Analysis of limit order book and order flow. Presented at Asian FA/TFA/FMA Conference. Taipei, Taiwan.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Charoenwong, C., Ding, D., & Visaltanachoti, N. (2004, July). Spread, depth, and order flow patterns of warrants and their underlying stocks on the stock exchange of Thailand. Presented at Asian FA/TFA/FMA Conference. Taipei, Taiwan.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2003, December). Spread, depth, and order flow patterns of warrants and their underlying stocks on the stock exchange of Thailand. Presented at The 16th Australasian Finance and Banking Conference. Sydney, NSW.
[Conference Oral Presentation]Authored by: Visaltanachoti, N.
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Other

Marshall, BR., Nguyen, NH., & Visaltanachoti, N. (2017). Energy, Other Commodity, Stock, Bond, Currency, and Real Estate Jumps.
[Working Paper]Authored by: Marshall, B., Visaltanachoti, N.
Read Abstract: abstract icon
Stangl, JS., Jacobsen, B., & Visaltanachoti, N. (2009). Sector rotation across business cycles. Presented at Auckland, New Zealand.
[Oral Presentation]Authored by: Stangl, J., Visaltanachoti, N.
Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2008). The interval of observation. Presented at University of New South Wales, NSW.
[Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
Stangl, JS., Jacobsen, B., & Visaltanachoti, N. (2008). Sector rotation over business cycles. In Department of Commerce Working Papers(pp. 1 - 35). : 黑料网, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Marshall, BR., & Visaltanachoti, N. (2008, April). How accurate is the January Barometer?. In Department of Economics and Finance Seminar Series. Presented at 黑料网, Palmerston North, NZ.
[Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.

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Jacobsen, B., Marshall, BR., & Visaltanachoti, N. (2006). Return predictability revisited. Presented at 黑料网, Auckland, NZ.
[Oral Presentation]Authored by: Marshall, B., Visaltanachoti, N.
Jacobsen, B., & Visaltanachoti, N. (2005). The Halloween effect in US sectors. (pp. 1 - 28). : 黑料网
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Luo, RH., & Wang, D. (2005). Performance of market order execution strategy: The Australian evidence. In Working Paper Series: 黑料网, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Luo, RH., & Tang, J. (2005). Trade scheduling and bid-ask spread forecasting: Evidence from the Shenzhen stock exchange. In Working Paper Series: 黑料网, College of Business, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Luo, RH., & Lu, L. (2005). Holding periods, illiquidity and disposition effect in the Chinese stock markets. In Working Paper Series: 黑料网, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Mamun, MA., & Visaltanachoti, N. (2005). Diversification benefits of treasury inflation protected securities. In Working Paper Series: 黑料网, College of Business, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Jacobsen, B., Mamun, MA., & Visaltanachoti, N. (2005). Seasonal, size and value anomalies. In Working Paper Series: 黑料网, College of Business, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Microstructure trading characteristics between warrants and their underlying stocks. In Working Paper Series: 黑料网, College of Business, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Patterns and determinants of order submission. In Working Paper Series: 黑料网, College of Business, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Liquidity distribution in limit order books. In Working Paper Series: 黑料网, College of Business, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., & Ding, D. (2004). Information asymmetry and price discovery of warrants and their underlying stocks. In Working Paper Series: 黑料网, College of Business, Department of Commerce
[Working Paper]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Microstructure trading characteristics between warrants and their underlying stocks. (pp. 1 - 48). 黑料网, Department of Commerce
[Other]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Information asymmetry and price discovery of warrants and their underlying stocks. (pp. 1 - 45). 黑料网, Department of Commerce
[Other]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Patterns and determinants of order submission. (pp. 1 - 37). 黑料网, Department of Commerce
[Other]Authored by: Visaltanachoti, N.
Visaltanachoti, N., Charoenwong, C., & Ding, D. (2004). Liquidity distribution in limit order books. (pp. 1 - 38). 黑料网, Department of Commerce
[Other]Authored by: Visaltanachoti, N.
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Teaching and Supervision

Contact Supervisor

Summary of Doctoral Supervision

Position Current Completed
Main Supervisor 0 3
Co-supervisor 1 4

Current Doctoral Supervision

Co-supervisor of:

  • Richard Pan - Doctor of Philosophy
    Deep learning and Finance

Completed Doctoral Supervision

Main Supervisor of:

  • 2022 - Hui Zeng - Doctor of Philosophy
    Individual Stock Returns Predictability
  • 2021 - Son Duy Pham - Doctor of Philosophy
    Portfolio Liquidity
  • 2020 - Narongdech Thakerngkiat - Doctor of Philosophy
    Essays on Financial Accounting Information, Return Predictability, and Default Risk

Co-supervisor of:

  • 2024 - Suvra Roy - Doctor of Philosophy
    Essays on Stock Price Crashes
  • 2021 - Bochuan Dai - Doctor of Philosophy
    Essays on Stop-loss Rules
  • 2020 - Saba Sehrish - Doctor of Philosophy
    Essays on Gender and Investment Decisions
  • 2015 - Ahmad Raza - Doctor of Philosophy
    Essays on Foreign Exchange Rate Predictability