Journal article | 2024 | K, Yao; K, Duan; R, Huang; T, Chevapatrakul (2024)., "The Memory in Return Volatility: An Analysis of Mutual Fund Returns" International Journal of Finance and Economics, forthcoming
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Journal article | 2024 | Yin, S; Yao, K; Chevapatrakul, T, Huang, R (2024)., "Reduced Disclosure and Default Risk: Analysis of Smaller Reporting Company" Review of Quantitative Finance and Accounting, Vol. 63
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Journal article | 2022 | Chevapatrakul, T.; Mateut, S.; Nguyen, L. X. D. (2022)., "Shock Transmissions and Business Linkages among US Sectors" Annals of Operations Research, forthcoming
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Journal article | 2022 | Chevapatrakul, T.; Xu, Z.; Li, X.; Gao, N. (2022)., "Default Risk, Macroeconomic Conditions, and the Skewness Risk Premium" Journal of International Money and Finance, Vol. 127, 102683
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Journal article | 2022 | Chevapatrakul, T.; Yin, S.; Yao, K. (2022)., "The Causal Effect of Improved Readability of Financial Reporting on Stock Prick Crash Risk: Evidence from the Plain Writing Act of 2010" Economics Letters, Vol. 216, 110614
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Journal article | 2021 | Cai, Y.; Chevapatrakul, T.; Mascia, D. V. (2021)., "How is Price Explosivity Triggered in the Cryptocurrency Markets?" Annals of Operations Research, Vol. 307, 37-51
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Journal article | 2020 | Nguyen, L.H.; Chevapatrakul, T.; Yao, K. (2020)., ". Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach" Journal of Empirical Finance, Vol. 58, pp.333-355
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Journal article | 2020 | Chevapatrakul, T.; Nguyen, L. H.; Yao, K. (2020)., "Investigating Tail-Risk Dependence in the Cryptocurrency Markets: A LASSO Quantile Regression Approach" Journal of Empirical Finance, Vol. 58, 333-355
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Journal article | 2020 | Nguyen, T. V. H.; Ahmed, S.; Chevapatrakul, T.; Onali, E. (2020)., "Do stress tests affect bank liquidity creation?" Journal of Corporate Finance, Vol. 64, 101622
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Journal article | 2020 | Nguyen L. D. X.; Mateut, S.; Chevapatrakul, T. (2020)., "Business-Linkage Volatility Spillovers Between US Industries" Journal of Banking and Finance, Vol. 111, 105699
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Journal article | 2019 | Chevapatrakul, T.; Xu, Z.; Li, X. (2019)., "Return asymmetry and the cross section of stock returns" Journal of International Money and Finance, Vol. 97, 93-110
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Journal article | 2019 | Chevapatrakul, T.; Mascia D. V. (2019)., "Detecting overreaction in the Bitcoin market: A quantile autoregression approach" Finance Research Letters, Vol. 30, 371-377
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Journal article | 2019 | Chevapatrakul, T.; Xu, Z.; Yao, K. (2019)., "The impact of tail risk on stock market returns: The role of market sentiment" International Review of Economics and Finance, Vol. 59, pp. 289-301
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Journal article | 2018 | Mateut, S.; Chevapatrakul, T. (2018)., "Customer financing, bargaining power and trade credit uptake" International Review of Financial Analysis, Vol. 59, 147-162
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Journal article | 2015 | Chevapatrakul, T. (2015)., "Monetary Environments and Stock Returns: International Evidence based on the Quantile Regression Technique" International Review of Financial Analysis, Vol. 38, pp. 83-108
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Journal article | 2014 | Chevapatrakul, T.; Tee, K.H. (2014)., "The effects of news events on market contagion: Evidence from the 2007-2009 Financial Crisis" Research in International Business and Finance, Vol. 32, pp. 83-105
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Journal article | 2014 | Chevapatrakul, T. (2014)., "Monetary Environments and Stock Returns Revisited: A Quantile Regression Approach" Economics Letters, Vol. 123 (2), pp. 122-126
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