Insider trading and the algorithmic trading environment
Chang, Millicent, Gould, John, Huang, Yuyun, Treepongkaruna, Sirimon, Yang, Joey Wenling
Published in International review of finance (01.12.2022)
Published in International review of finance (01.12.2022)
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Journal Article
Performance of Portfolios Based on the Expected Utility-Entropy Fund Rating Approach
Chiew, Daniel, Qiu, Judy, Treepongkaruna, Sirimon, Yang, Jiping, Shi, Chenxiao
Published in Entropy (Basel, Switzerland) (18.04.2021)
Published in Entropy (Basel, Switzerland) (18.04.2021)
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Journal Article
How does trading volume affect financial return distributions?
Do, Hung Xuan, Brooks, Robert, Treepongkaruna, Sirimon, Wu, Eliza
Published in International review of financial analysis (01.10.2014)
Published in International review of financial analysis (01.10.2014)
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Journal Article
Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis
Do, Hung Xuan, Brooks, Robert, Treepongkaruna, Sirimon
Published in Global finance journal (01.10.2015)
Published in Global finance journal (01.10.2015)
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Journal Article
Generalized impulse response analysis in a fractionally integrated vector autoregressive model
Do, Hung Xuan, Brooks, Robert Darren, Treepongkaruna, Sirimon
Published in Economics letters (01.03.2013)
Published in Economics letters (01.03.2013)
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Journal Article
Asset market linkages: Evidence from financial, commodity and real estate assets
Chan, Kam Fong, Treepongkaruna, Sirimon, Brooks, Robert, Gray, Stephen
Published in Journal of banking & finance (01.06.2011)
Published in Journal of banking & finance (01.06.2011)
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Journal Article
Currency jumps and crises: Do developed and emerging market currencies jump together?
Chan, Kam Fong, Powell, John G., Treepongkaruna, Sirimon
Published in Pacific-Basin finance journal (01.11.2014)
Published in Pacific-Basin finance journal (01.11.2014)
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Journal Article
Do asset backed securities ratings matter on average?
Bissoondoyal-Bheenick, Emawtee, Brooks, Robert, Treepongkaruna, Sirimon
Published in Research in international business and finance (01.01.2015)
Published in Research in international business and finance (01.01.2015)
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Journal Article
Rating spillover effects on the stock markets
Bissoondoyal-Bheenick, Emawtee, Brooks, Robert, Treepongkaruna, Sirimon
Published in Journal of multinational financial management (01.07.2014)
Published in Journal of multinational financial management (01.07.2014)
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Journal Article