Dr. Nuttawat Visaltanachoti

Massey University, New Zealand



Ph.D., Nanyang Technological University, Singapore


  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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