Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks
C Calmès, R Théoret - Journal of Economics and Finance, 2023 - Springer
Using a quarterly sample of the 19 biggest US banks—ie, four universal banks and fifteen
regional banks—we find, with the help of a robust GMM method accounting for the …
regional banks—we find, with the help of a robust GMM method accounting for the …
[PDF][PDF] INSTRUMENTAL-VARIABLE ESTIMATION OF BANGKOK-WEATHER EFFECTS IN THE STOCK EXCHANGE OF THAILAND.
A Khanthavit - Asian Academy of Management Journal of …, 2017 - researchgate.net
The incorrect fixed-effect assumption, missing-data problem, omitted-variable problem, and
errors-in-variables (EIV) problem are estimation problems that are generally found in studies …
errors-in-variables (EIV) problem are estimation problems that are generally found in studies …
Weather, investor sentiment, and stock returns in the Stock Exchange of Thailand
A Khanthavit - ABAC Journal, 2019 - assumptionjournal.au.edu
A well-specified and complete empirical model for weather effects, based on a rigorous
noise-trader-risk theory, was developed. Using the daily data on the Stock Exchange of …
noise-trader-risk theory, was developed. Using the daily data on the Stock Exchange of …
A Multivariate Mediation Analysis of PM2. 5 Pollution and Stock Market Returns
A Khanthavit - ABAC Journal, 2024 - assumptionjournal.au.edu
Abstract Particulate matter 2.5 (PM 2.5) is considered the most dangerous air-polluting
particle, causing premature death and inducing severe mental and physical diseases …
particle, causing premature death and inducing severe mental and physical diseases …
Bangkok traffic congestion, stressed investors, and Thai stock-market returns
A Khanthavit - ABAC Journal, 2021 - assumptionjournal.au.edu
Stress influences decision making. Stressed investors may trade in concert, driving stock
market returns in a certain direction. This study examines the effect of Bangkok's traffic …
market returns in a certain direction. This study examines the effect of Bangkok's traffic …
Gambling-Motivated Market Attention and Stock Market Volatility
A Khanthavit - ABAC Journal, 2023 - assumptionjournal.au.edu
Retail investors show gambling preferences and pay greater attention to the market than
individual stocks. Previous studies report a positive and significant relationship between …
individual stocks. Previous studies report a positive and significant relationship between …
[PDF][PDF] Investors' weather-related moods and the stock market
A Khanthavit - Human Behavior, Development and Society, 2018 - academia.edu
To test for weather effects on stock returns and volatility, weather-related mood indexes were
constructed from the principal components (PCs) of weather variables to obtain clean …
constructed from the principal components (PCs) of weather variables to obtain clean …
The hedge fund alpha puzzle with an application to Asian hedge funds
F Racicot, R Theoret, G Gregoriou - Handbook of Asian Finance …, 2014 - books.google.com
Numerous papers find that hedge fund alpha is unexpectedly high while a large majority of
the earlier studies on mutual funds conclude that alpha is zero or even negative. There …
the earlier studies on mutual funds conclude that alpha is zero or even negative. There …
[PDF][PDF] Weather-induced mood effects on stock returns
A Khanthavit - Thammasat Review, 2017 - researchgate.net
Weather effects exist, as weather influences investors' mood, compelling them to raise or
lower asset prices. These effects are indirect, as weather affects returns via mood–weather …
lower asset prices. These effects are indirect, as weather affects returns via mood–weather …
[PDF][PDF] Time-varying weather effects on Thai government bond returns
A Khanthavit - DLSU Business and Economics Review, 2019 - researchgate.net
This study proposed a state-space model that allows time-varying weather effects on asset
returns. It resolves the model misspecification of the unrealistic, fixed effect assumption …
returns. It resolves the model misspecification of the unrealistic, fixed effect assumption …