Dr Nuttawat Visaltanachoti

Senior Lecturer

  
Dr Nuttawat Visaltanachoti  
Discipline
 Finance  
Qualification
 BSc in Engineering (Chulalongkorn), MSc in Finance (Chulalongkorn), PhD in Finance (NTU), CFA  
Room
 QB 3.42  
Phone
 64 9 414-0800 Ext: 9460  
Email
 n.visaltanachoti@massey.ac.nz  
Research
 SSRN Profile  
 

Personal Profile

Dr. Nuttawat Visaltanachoti is a senior lecturer in finance. He is a CFA charter holder and a member of the CFA society of New Zealand. He also holds an AIF (Accredited Investment Fiduciary) Designation. He worked as project engineer for three years at the Petroleum Authority of Thailand and executive risk management trainee for one year at Tisco Bank in Thailand. He joined Massey University in September 2003. His area of specialisation is in investment and market microstructure. His teaching experience includes Financial Risk Management, Advanced Financial Risk Management, Personal Financial Planning, Financial Management, Fixed Income Securities and Statistical Method. He has wide experience in research supervision within finance discipline.

Research Interests  |   Selected Publications		  


Research Interests

  • Market Microstructure
  • Risk Management
  • Value at Risk
  • Idiosyncratic Risk
  • Trading Strategy
  • Portfolio Management
  • Corporate Finance


  

Selected Publications

Refereed Journal Publications

Luo, R., & Visaltanachoti, N. Real exchange rates, asset prices and terms of trade: A theoretical analysis. Forthcoming in Economic Modelling.

Visaltanachoti, N., & Pukthuanthong-Le, K. (2009). Idiosyncratic Risk and Cross Sectional of Stock Returns. Forthcoming in Applied Financial Economics.

Visaltanachoti, N., & Hang Luo, R. (2009). Order Imbalance, Market Returns, and Volatility: Evidence from Thailand during the Asian Crisis. Forthcoming in Applied Financial Economics.

Visaltanachoti, N., & Pukthuanthong-Le, K. (2009). Idiosyncratic Risk and Cross Sectional of Stock Returns. Forthcoming in Applied Financial Economics.

Visaltanachoti, N., & Hang Luo, R. (2009). Trade Scheduling and Bid-Ask Spread Forecasting: Evidence from China. Forthcoming in International Research Journal of Finance and Economics.

Visaltanachoti, N. & Jacobsen, B. (2009). The halloween effect in US sectors. Financial Review, Vol 44(3), pp. 437 - 459.

Visaltanachoti, N., & Pukthuanthong-Le, K. (2009).Commonality in Liquidity: Evidence from Stock Exchange of Thailand. Pacific Basin Finance Journal, Vol. 17(1), pp.80-99.

Visaltanachoti, N., Luo, R. & Yi, Y. (2008). Economic Value Added (EVAŽ) and Sector Returns. Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Vol. 4(2), pp.21 - 41.

Stangl, J., Jacobsen, J., & Visaltanachoti, N. (2008).Timing the Cycles. Institute of Finance Professionals New Zealand (INFINZ) Journal, September, pp.18-24.

Visaltanachoti, N., Chareonwong, C., & Ding, D. (2008). Liquidity Distribution in the Limit Order Book on the Stock Exchange of Thailand. The International Review of Financial Analysis, Vol. 17, pp.291-311.

Visaltanachoti, N., Hang Luo, R., & Wang, D. (2007). Performance of Market Order Execution Strategy: The Australian Evidence. Applied Economics Letters, Vol.14(13), pp. 945-949.

Visaltanachoti, N., Hang Luo, R., & Lu, L. (2007). Holding Periods, Illiquidity, and Disposition Effect in the Chinese Stock Markets. Applied Financial Economics, Vol. 17(15), pp. 1265-1274.

Visaltanachoti, N., Wang, Y. & Wilson, W.R. (2006). Fortune favours the confident: A global evidence of the 52-week high momentum strategy. International Journal of Business, Management and Economics, Vol.2(8), pp 43-58.

Visaltanachoti, N.,Lin, T., & Kesayan, P. (2006). Note on Performance Evaluation of New Zealand Mutual Fund. International Journal of Banking and Finance, Vol.3, pp. 99 - 106.

Visaltanachoti, N., Hang Luo, R., & Kesayan, P. (2006). Financial Contagion within the Small Country, International Journal of Business and Information, Vol. 1(2), pp. 119-136.

Visaltanachoti, N., Hang Luo, R., & Kesayan, P. (2006). Analysis of Foreign Currency Exposure of the New Zealand Stock Market. Investment Management and Financial Innovations, Vol. 3(1), pp. 132-141.

Cheng W., Visaltanachoti, N., & Kesayan, P. (2005). A Stock Market Reaction Following Covertible Bond Issuance: Evidence from Japan. International Journal of Business, Vol. 10(4), pp. 323-339.

Li, H., Visaltanachoti, N.N., & Kesayan, P. (2004). Effects of credit rating announcements: Swedish stock market. International Journal of Finance , Vol.16(4), pp 2870- 2889.

Working Papers

Jacobsen, B., Marshall, B.R., & Visaltanachoti, N. Return Predictability Revisited. (EFA 2007, SFM 2007, FMA 2008, NZFC 2009)

Marshall, B.R., & Visaltanachoti, N. Does the Other January Effect Have Market Timing Ability. (NZFC 2009) Jacobsen, B., Marshall, B.R., & Visaltanachoti, N. (2008). Return Predictability Revisited.

Visaltanachoti, N., Charoenwong, C. & Ding, D. Information Asymetry and Price Discovery of Warrants and their Underlying Stocks.

Visaltanachoti, N., & Yang, T. Speed of convergence to market efficiency for NYSE-listed foreign stocks? (EFMA 2008)

Stangl, J., Jacobsen, B., & Visaltanachoti, N.Sector Rotation Over Business Cycle. (NZFC 2008)

Jacobsen, B., Mamun, A., & Visaltanachoti, N. Seasonal, size and value anomalies.

Mamun, A., & Visaltanachoti, N. Diversification Benefits of Treasury Inflation Protected Securities.

Visaltanachoti, N., & Ding, H. Price Limits are not Always Bad.



  
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