Dr. Nuttawat Visaltanachoti

Massey University, New Zealand

Email: N.Visaltanachoti@massey.ac.nz

Qualifications

Ph.D., Nanyang Technological University, Singapore

Publications

1. Ben Marshall, Nhut Nguyen, Nuttawat Visaltanachoti (2012) Commodity Liquidity Measurement and Transaction Costs, Review of Financial Studies, Volume 25, Issue 2, pp: 599-638.
2. Nuttawat Visaltanachoti, Charlie Charoenwong, David Ding (2011) Information Asymmetry in Warrants and Their Underlying Stocks, Journal of Empirical Finance, Volume 18, Issue 3, pp: 474-487.
3. Ben Marshall, Nuttawat Visaltanachoti (2010) The Other January Effect: Evidence Against Market Efficiency, Journal of Banking and Finance, Volume 34, Issue 10, pp: 2413-2424.
4. Nuttawat Visaltanachoti, Ting Yang (2010) Speed of Convergence to Market Efficiency for NYSE-listed Foreign Stocks , Journal of Banking and Finance,  Volume 34, Issue 3, pp:594-605.
5. Robin Hang Luo, Nuttawat Visaltanachoti (2010) Real Exchange Rate, Asset Prices and Terms of Trade: A Theoretical Analysis , Economic Modelling, Volume 27, pp:143-151.
6. Robin Hang Luo, Cai Wei, Nuttawat Visaltanachoti (2010) The International Evidence of Pecking Order and Trade-off Prediction, Corporate Ownership and Control, Volume 7, Issue 4, pp: 183-196.
7. Ben Jacobsen, Nuttawat Visaltanachoti (2009) The Halloween Effect in US Sectors , The Financial Review, Volume 44, Issue3, pp:437-459.
8. Kuntara Pukthuanthong-Le, Nuttawat Visaltanachoti (2009) Commonality in Liquidity: Evidence from Stock Exchange of Thailand, Pacific Basin Finance Journal, Volume 17, Issue 1, pp:80-99.
9. Nuttawat Visaltanachoti, Luo Hang Luo (2009) Order Imbalance, Market Returns, and Volatility: Evidence from Thailand during the Asian Crisis, Applied Financial Economics, Volume 17, pp:1391-1400.
10. Nuttawat Visaltanachoti, Luo Robin Hang (2009) Trade Scheduling and Bid-Ask Spread Forecasting: Evidence from China, International Research Journal of Finance and Economics, Volume 27, Issue 2, pp:91-105.

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