| Attention effect via internet search intensity in Asia-Pacific stock markets P Tantaopas, C Padungsaksawasdi, S Treepongkaruna Pacific-Basin Finance Journal 38, 107-124, 2016 | 112 | 2016 |
| The return‐implied volatility relation for commodity ETFs C Padungsaksawasdi, RT Daigler Journal of Futures Markets 34 (3), 261-281, 2014 | 50 | 2014 |
| Extreme spillovers of VIX fear index to international equity markets M Cheuathonghua, C Padungsaksawasdi, P Boonchoo, J Tongurai Financial Markets and Portfolio Management 33, 1-38, 2019 | 40 | 2019 |
| On the dynamic relationship between gold investor sentiment index and stock market: A sectoral analysis C Padungsaksawasdi International Journal of Managerial Finance 16 (3), 372-392, 2020 | 26 | 2020 |
| Investor attention and stock market activities: new evidence from panel data C Padungsaksawasdi, S Treepongkaruna, R Brooks International Journal of Financial Studies 7 (2), 30, 2019 | 26 | 2019 |
| Mutual fund liquidity timing ability in the higher moment framework W Wattanatorn, C Padungsaksawasdi, P Chunhachinda, S Nathaphan Research in International Business and Finance 51, 101105, 2020 | 24 | 2020 |
| Unintentional herd behavior via the Google search volume index in international equity markets P Wanidwaranan, C Padungsaksawasdi Journal of International Financial Markets, Institutions and Money 77, 101503, 2022 | 16 | 2022 |
| Does board independence influence asset redeployability? Evidence from a quasi-natural experiment C Padungsaksawasdi, S Treepongkaruna, P Jiraporn, A Uyar Corporate Governance: The International Journal of Business in Society 22 (2 …, 2022 | 15 | 2022 |
| Does board gender diversity improve the welfare of lesbian, gay, bisexual, and transgender employees? K Kyaw, S Treepongkaruna, P Jiraporn, C Padungsaksawasdi Corporate Social Responsibility and Environmental Management 29 (1), 200-210, 2022 | 11 | 2022 |
| The effect of return jumps on herd behavior P Wanidwaranan, C Padungsaksawasdi Journal of Behavioral and Experimental Finance 27, 100375, 2020 | 11 | 2020 |
| The board effectiveness index and stock price crash risk W Wattanatorn, C Padungsaksawasdi Managerial Finance 48 (1), 126-135, 2022 | 8 | 2022 |
| Chasing for information during the COVID-19 panic: The role of Google search on global stock market C Padungsaksawasdi, S Treepongkaruna Cogent Economics & Finance 9 (1), 1930669, 2021 | 8 | 2021 |
| Testing the Behavioral Approach of the Return-Implied Volatility Relation: The 2008 Financial Crisis Versus Normal Markets C Padungsaksawasdi, RT Daigler Review of Futures Markets 21 (4), 479-509, 2014 | 8 | 2014 |
| Foreign Ownership and Stock Return Volatility: Evidence from Thailand H Aimpichaimongkol, C Padungsaksawasdi International Review of Business Research Papers 9 (5), 96-121, 2013 | 8 | 2013 |
| The effect of short selling on volatility and jumps GKF Ho, S Treepongkaruna, M Wee, C Padungsaksawasdi Australian Journal of Management 47 (1), 34-52, 2022 | 7 | 2022 |
| Coskewness timing ability in the mutual fund industry W Wattanatorn, C Padungsaksawasdi Research in International Business and Finance 53, 101224, 2020 | 7 | 2020 |
| Bankruptcy Prediction of Real Estate Firms in Thailand S Treewichayapong, P Chunhachinda, C Padungsaksawasdi The International Journal of Finance 23 (1), 6672-6691, 2011 | 7 | 2011 |
| Volume weighted volatility: empirical evidence for a new realised volatility measure C Padungsaksawasdi, RT Daigler International Journal of Banking, Accounting and Finance 9 (1), 61-87, 2018 | 5 | 2018 |
| Bank-related Asset Management Firm and Risk Taking in Mutual Fund Tournament: Evidence from ASEAN Economic Community W Wattanatorn, S Nathaphan, C Padungsaksawasdi Journal of Applied Economic Sciences 10 (2 (Spring)), 279-292, 2015 | 5 | 2015 |
| Investor attention and global stock market volatility: Evidence from COVID-19 C Padungsaksawasdi, S Treepongkaruna Journal of Emerging Market Finance 22 (1), 85-104, 2023 | 4 | 2023 |
Sirimon TreepongkarunaProfessor, The University of Western AustraliaBestätigte E-Mail-Adresse bei uwa.edu.au
