Prof. Nuttawat Visaltanachoti

Massey University, New Zealand

Email: N.Visaltanachoti@massey.ac.nz

Qualifications

2004 Doctor of Philosophy, Nanyang Technological University

1999 Master of Science, Chulalongkorn University

1996 Bachelor of Engineering, Chulalongkorn University

Publications (Selected)

1. Ma, R., Marshall, B. R., Nguyen, N. H., & Visaltanachoti, N. (2025). What Influences New Zealand Stock Returns?. Available at SSRN 5144091.
2. Ma, R., Marshall, B. R., Nguyen, N. H., & Visaltanachoti, N. (2024). Estimating long-term expected returns. Financial Analysts Journal, 80(4), 134-154.
3. Roy, S., Marshall, B. R., Nguyen, H. T., & Visaltanachoti, N. (2024). How does management respond to stock price crashes?. International Journal of Managerial Finance, 20(2), 546-577.
4. Roy, S., Nguyen, H., & Visaltanachoti, N. (2023). Be nice to the air: Severe haze pollution and mutual fund risk. Global Finance Journal, 58, 100893.
5. Son, D. P., Marshall, B. R., Nguyen, N. H., & Visaltanachoti, N. (2023). Liquidity spillover between ETFs and their constituents. International Review of Economics & Finance, 88, 723-747.
6. Dai, B., Marshall, B. R., Nguyen, N. H., & Visaltanachoti, N. (2023). Lottery stocks and stop-loss rules. Global Finance Journal, 56, 100748.
7. Ma, R., Marshall, B. R., Nguyen, H. T., Nguyen, N. H., & Visaltanachoti, N. (2022). Climate events and return comovement. Journal of Financial Markets, 61, 100731.
8. Dai, B., Marshall, B. R., Nguyen, N. H., & Visaltanachoti, N. (2021). Risk reduction using trailing stop‐loss rules. International Review of Finance, 21(4), 1334-1352.
9. Marshall, B. R., Nguyen, H. T., Nguyen, N. H., Visaltanachoti, N., & Young, M. (2021). Do climate risks matter for green investment?. Journal of International Financial Markets, Institutions and Money, 75, 101438.
10. Thakerngkiat, N., Nguyen, H. T., Nguyen, N. H., & Visaltanachoti, N. (2021). Do accounting information and market environment matter for cross‐asset predictability?. Accounting & Finance, 61(3), 4389-4434.
11. Fang, J., Marshall, B. R., Nguyen, N. H., & Visaltanachoti, N. (2021). Do stocks outperform treasury bills in international markets?. Finance Research Letters, 40, 101710.
12. Marshall, B. R., Nguyen, J. H., Nguyen, N. H., & Visaltanachoti, N. (2021). Does a change in the information environment affect labor adjustment costs?. International Review of Financial Analysis, 74, 101665.
13. Marshall, B. R., Nguyen, H. T., Nguyen, N. H., & Visaltanachoti, N. (2021). Country governance and international equity returns. Journal of Banking & Finance, 122, 105986.
14. Jacobsen, B., Marshall, B. R., & Visaltanachoti, N. (2019). Stock market predictability and industrial metal returns. Management Science, 65(7), 3026-3042.
15. Marshall, B. R., Nguyen, N., & Visaltanachoti, N. (2019). A note on intraday event studies. European Accounting Review, 28(3), 605-619.
16. Marshall, B. R., Nguyen, N. H., & Visaltanachoti, N. (2018). Do liquidity proxies measure liquidity accurately in ETFs?. Journal of International Financial Markets, Institutions and Money, 55, 94-111.

Profile Details

https://orcid.org/0000-0002-4351-3637

https://www.massey.ac.nz/massey/expertise/profile.cfm?stref=413830

https://scholar.google.co.nz/citations?user=CFoerwkAAAAJ&hl=en

https://www.researchgate.net/profile/Nuttawat-Visaltanachoti