| Commodity liquidity measurement and transaction costs BR Marshall, NH Nguyen, N Visaltanachoti The Review of Financial Studies 25 (2), 599-638, 2012 | 244 | 2012 |
| The Halloween effect in US sectors B Jacobsen, N Visaltanachoti Financial Review 44 (3), 437-459, 2009 | 158 | 2009 |
| ETF arbitrage: Intraday evidence BR Marshall, NH Nguyen, N Visaltanachoti Journal of Banking & Finance 37 (9), 3486-3498, 2013 | 131 | 2013 |
| Liquidity commonality in commodities BR Marshall, NH Nguyen, N Visaltanachoti Journal of Banking & Finance 37 (1), 11-20, 2013 | 116 | 2013 |
| Stock market predictability and industrial metal returns B Jacobsen, BR Marshall, N Visaltanachoti Management Science 65 (7), 3026-3042, 2019 | 83 | 2019 |
| Time series momentum and moving average trading rules BR Marshall, NH Nguyen, N Visaltanachoti Quantitative Finance 17 (3), 405-421, 2017 | 76 | 2017 |
| Seasonal, size and value anomalies B Jacobsen, A Mamun, N Visaltanachoti Available at SSRN 784186, 2005 | 75 | 2005 |
| Commonality in liquidity: Evidence from the Stock Exchange of Thailand K Pukthuanthong-Le, N Visaltanachoti Pacific-Basin Finance Journal 17 (1), 80-99, 2009 | 72 | 2009 |
| Liquidity measurement in frontier markets BR Marshall, NH Nguyen, N Visaltanachoti Journal of International Financial Markets, Institutions and Money 27, 1-12, 2013 | 69 | 2013 |
| Speed of convergence to market efficiency for NYSE-listed foreign stocks N Visaltanachoti, T Yang Journal of Banking & Finance 34 (3), 594-605, 2010 | 55 | 2010 |
| ECONOMIC VALUE ADDED (EVA) AND SECTOR RETURNS. N Visaltanachoti, R Luo, Y Yi Asian Academy of Management Journal of Accounting & Finance 4 (2), 2008 | 52 | 2008 |
| Frontier market transaction costs and diversification BR Marshall, NH Nguyen, N Visaltanachoti Journal of financial markets 24, 1-24, 2015 | 42 | 2015 |
| Sector rotation over business cycles J Stangl, B Jacobsen, N Visaltanachoti Department of Commerce, College of Business, Massey Univ., 2008 | 42 | 2008 |
| Effects of credit rating announcements: The Swedish Stock Market. H Li, N Visaltanachoti, P Kesayan International Journal of Finance 16 (1), 2004 | 41 | 2004 |
| Idiosyncratic volatility and stock returns: a cross country analysis K Pukthuanthong-Le, N Visaltanachoti Applied Financial Economics 19 (16), 1269-1281, 2009 | 40 | 2009 |
| The other January effect: evidence against market efficiency? BR Marshall, N Visaltanachoti Journal of Banking & Finance 34 (10), 2413-2424, 2010 | 39 | 2010 |
| Holding periods, illiquidity and disposition effect in the Chinese stock markets N Visaltanachoti, L Lu, H Luo Applied Financial Economics 17 (15), 1265-1274, 2007 | 38 | 2007 |
| A stock market reaction following convertible bond issuance: evidence from Japan W Cheng, N Visaltanachoti, P Kesayan International Journal of Business 10 (4), 2005 | 35 | 2005 |
| Foreign currency derivatives and firm value: Evidence from New Zealand H Li, N Visaltanachoti, RH Luo Journal of Financial Risk Management 2014, 2014 | 34 | 2014 |
| Do liquidity proxies measure liquidity accurately in ETFs? BR Marshall, NH Nguyen, N Visaltanachoti Journal of International Financial Markets, Institutions and Money 55, 94-111, 2018 | 32 | 2018 |
Nhut (Nick) Hoang NguyenProfessor of Finance, Auckland University of TechnologyVerified email at aut.ac.nz
