User profiles for Udomsak Wongchoti
Udomsak (Jeff) WongchotiFinance Scholar, Massey University Verified email at massey.ac.nz Cited by 1168 |
Gender diversity, state control, and corporate risk-taking: Evidence from China
Corporate risk-taking activities among Chinese corporations generally increase with the
presence of male-only boards but are mitigated by state ownership. The positive relation …
presence of male-only boards but are mitigated by state ownership. The positive relation …
Does it pay to be different? Relative CSR and its impact on firm value
DK Ding, C Ferreira, U Wongchoti - International Review of Financial …, 2016 - Elsevier
Conventional aggregation of Corporate Social Responsibility (CSR) raw scores and its
interpreted impact on firm value have provided mixed evidence in the literature. We show that the …
interpreted impact on firm value have provided mixed evidence in the literature. We show that the …
Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model
This study provides a formal analysis on the structural breaks and volatility spillovers in
seven largest cryptocurrencies including Bitcoin, Litecoin, Ripple, Stellar, Monero, Dash, and …
seven largest cryptocurrencies including Bitcoin, Litecoin, Ripple, Stellar, Monero, Dash, and …
Stock return synchronicity and the market response to analyst recommendation revisions
In this paper we examine how stock return synchronicity relates to changes in market-based
measures of information-based trading in response to analyst recommendation revisions. …
measures of information-based trading in response to analyst recommendation revisions. …
Political connection and stock returns: A longitudinal study
S Civilize, U Wongchoti, M Young - Financial Review, 2015 - Wiley Online Library
A stock market should display informational efficiency and, therefore, should appropriately
reflect the value of political connections, if any value exists. Using a comprehensive data set …
reflect the value of political connections, if any value exists. Using a comprehensive data set …
Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis
In this paper, we test the profitability of short-term contrarian and momentum strategies, which
take into account the effects of trading activity, size/value characteristics, and asymmetric …
take into account the effects of trading activity, size/value characteristics, and asymmetric …
The geography of CSR
DK Ding, C Ferreira, U Wongchoti - International Review of Economics & …, 2019 - Elsevier
We regress socio-economic indicators against firm level CSR scores using a sample of over
26,000 firm year observations from 1991 through 2009. We find that a firm's CSR profile is …
26,000 firm year observations from 1991 through 2009. We find that a firm's CSR profile is …
Does stock liquidity affect bankruptcy risk? DID analysis from Vietnam
We provide an out-of-sample test on Brogaard et al. (2017)’s difference-in-differences (DID)
finding that stock liquidity affects US firm Expected Default Frequency (EDF), in the context of …
finding that stock liquidity affects US firm Expected Default Frequency (EDF), in the context of …
Does economic policy uncertainty matter for insurance development? Evidence from 16 OECD countries
We examine the influence of economic policy uncertainty (EPU) on the liveliness of local
insurance markets across 16 OECD countries during the 1998–2017 period. Our static panel …
insurance markets across 16 OECD countries during the 1998–2017 period. Our static panel …
[HTML][HTML] Earnings quality and crash risk in China: an integrated analysis
U Wongchoti, G Tian, W Hao, Y Ding… - Journal of Asian …, 2021 - emerald.com
Purpose The authors provide a comprehensive empirical examination on the impact of
earnings quality on stock price crash risk in China. Design/methodology/approach The authors …
earnings quality on stock price crash risk in China. Design/methodology/approach The authors …