Full-Time Faculty
Associate Professor Woraphon Wattanatorn, Ph.D.
Position :
Associate Professor of Finance, Thammasat Business School, Thammasat University
Contact :
E-Mail : woraphon@tbs.tu.ac.th
Education :
Ph.D., Business Administration, Thammasat University
Working papers/ Publication :
The impact of trust on purchase intention through omnichannel retailing (2022)
K Sombultawee, W Wattanatorn
Journal of Advances in Management Research
Stock price crash risk: the role of systematic skewness (2022)
W Wattanatorn, C Padungsaksawasdi
International Journal of Monetary Economics and Finance 15 (1), 78-93
The board effectiveness index and stock price crash risk (2021)
W Wattanatorn, C Padungsaksawasdi
Managerial Finance
Cokurtosis and the Ability of Mutual Fund Managers (2021)
W Wattanatorn, C Padungsaksawasdi
Finance Research Letters 40, 101777
The Stochastic Volatility Option Pricing Model: Evidence from a Highly Volatile Market (2021)
W Wattanatorn, K Sombultawee
The Journal of Asian Finance, Economics, and Business 8 (2), 685-695
Coskewness timing ability in the mutual fund industry (2020)
W Wattanatorn, C Padungsaksawasdi
Research in International Business and Finance 53, 101224
Cokurtosis and the Ability of Mutual Fund Managers (2020)
W Wattanatorn, C Padungsaksawasdi
Finance Research Letters, 101777
The effect of corporate governance on the cost of debt: Evidence from Thailand (2020)
K Jantadej, W Wattanatorn
The Journal of Asian Finance, Economics, and Business 7 (9), 283-291
A new dimension of investment forecasting: evidence from Thailand (2020)
W Wattanatorn, S Nathaphan
International Journal of Business Innovation and Research 22 (3), 429-446
Mutual fund liquidity timing ability in the higher moment framework (2020)
W Wattanatorn, C Padungsaksawasdi, P Chunhachinda, S Nathaphan
Research in International Business and Finance 51, 101105
Do bank-affiliated funds perform better than the others: the higher moment approach (2019)
W Wattanatorn, S Nathaphan
Asia-Pacific Journal of Accounting & Economics, 1-15
An ability to forecast market liquidity–Evidence from South East Asia Mutual fund industry (2019)
W Wattanatorn, P Tansupswatdikul
The Journal of Finance and Data Science 5 (1), 22-32
Is it Worth Paying High Fee? The Evidence from Bank Affiliated Mutual Fund (2018)
W Wattanatorn, S Nathaphan, K Sombultawee
Editorial Board, 2107
Does high fees matter? Evidence from Thai mutual fund industry (2018)
W Wattanatorn, S Nathaphan
Journal of Global Business Review 20 (2), 96-118
The Predictable Market and Mutual Fund's Superior Performance. The Evidence from the Higher Moment Method (2017)
W Wattanatorn, S Nathaphan
Journal of Applied Economic Sciences 12 (5)
Bank-related asset management firm and risk taking in mutual fund tournament: Evidence from Asean economic community (2015)
W Wattanatorn, S Nathaphan, C Padungsaksawasdi
Journal of Applied Economic Sciences 10 (2), 279-292
Beyond Black-Scholes: the stochastic volatility option pricing model and empirical evidence from Thailand (2014)
W Wattanatorn
Proceedings Conference of Professor Sangvien Indaravijiya on Thai Financial Market
Oil prices and profitability performance: Sector analysis (2012)
W Wattanatorn, T Kanchanapoom
Procedia-Social and Behavioral Sciences 40, 763-767
Research Interest :
Asset pricing, Portfolio allocation, Investment