Selected Staff Publications
  • Manapol Ekkayokkaya (with K. Paudyal), 2015, “A trade-off in corporate diversification”, Journal of Empirical Finance, 34, 275-292.
  • Sunti Tirapat (with Visaltanachoti N.), 2013, “Opportunistic Insider Trading”, Pacific-Basin Finance Journal, 21, 1046-1061.
  • Budsaratragoon, P. (with Suntharee Lhaopadchan and David Hillier), 2012, “Applying developed country regulation in emerging markets: An analysis of Thai insider trading”, Accounting and Finance, 52, 1013-1039.
  • Sira Suchintabandid (with Glasserman P.), 2012, “Quadratic Transform Approximation for CDO Pricing in Multifactor Models”, SIAM Journal of Financial Mathematics, 3, 137-162.
  • Suparatana Tanthanongsakkun (with Phansatan S., Powell J. and Treepongkaruna S.), 2012, “Investor type trading behavior and trade performance: Evidence from the Thai stock market”, Pacific Basin Finance Journal, 20, 1-23.
  • Lim, A.E.B. and Watewai, T., 2012, “Optimal Investment and Consumption when Regime Transitions Cause Price Shocks”, Insurance: Mathematics and Economics, 51, 551-566.
  • Marshall, B.R., Nguyen, N., Visaltanachoti, N., 2012, “Commodity Liquidity Measurement and Transaction Costs”, Review of Financial Studies, 25, 599 – 638.
  • Connelly J. T., Limpaphayomb P., Nagarajan N. J., 2012, “Form versus Substance: The Effect of Ownership Structure and Corporate Governance on Firm Value in Thailand”, Journal of Banking and Finance, 36, 1722-1743.
  • Ekkayokkaya M., Pengniti T., 2012, “Governance Reform and IPO Underpricing”, Journal of Corporate Finance, 18, 238-253.
  • Chiarawongse A, Kiatsupaibul S, Tirapat S., Roy B.V., 2012, “Portfolio Selection with Qualitative Input”, Journal of Banking and Finance, 36, 489-496.
  • Jiang C. X., Likitapiwat T., McInish T. H., 2012, “Information Content of Earnings Announcements: Evidence from After Hours Trading”, Journal of Financial and Quantitative Analysis, 47, 1303-1330.
  • Connelly J. T., Cheung Y., Jiang P., Limpaphayom P., 2011, “Does Corporate Governance Predict Future Performance? Evidence from Hong Kong”, Financial Management, 40, 159-197.
  • Watewai T., Lim A.E.B., Shanthikumar J.G., 2011, “Robust Asset Allocation with Benchmarked Objectives”, Mathematical Finance, 21, 643-679.
  • Chung K. H. , Elder J, Kim J. C., 2010, “Corporate Governance and Liquidity.” Journal of Financial and Quantitative Analysis, 45, 265-291.
  • Antoniou A., Guney Y., Paudyal K., 2008, “The Determinants of Capital Structure: Capital Market Oriented versus Bank Oriented Institutions”, Journal of Financial and Quantitative Analysis, 43, 59-92.
  • Nimmanunta K., Chiarawongse A., Tirapat S., 2008, “On Pricing CDOs with Meixner Distributions”, Journal of Fixed Income, 18, 86-99.
  • Glasserman P., Suchintabandid S., 2007, “Correlation Expansions for CDO Pricing”, Journal of Banking and Finance, 31, 1375-1398.
  • Holmes P.R., Rougier J., 2005, “Trading Volume and Contract Rollover in Stock Index Futures”, Journal of Empirical Finance, 12, 317-338.
  • Huson M.R., Malatesta P.H., Parrino R., 2004, “Managerial Succession and Firm Performance”, Journal of Financial Economics, 74, 237-275.
  • Daniel K., Grinblatt M., Titman S., Wermers R., 1997, “Measuring Mutual Fund Performance with Characteristic Based Benchmarks”,Journal of Finance, 52, 1035-1058.