Ph.D. International Finance, 1992,New York University M. Phil. International Finance ,1990, New York University
M.S. Hons. Transportation Mgt., 1985, State University of New York
B.B.A. Accounting ,1983,Thammasat University

Reactions of Thailand’s Stock Market to the 2020 US Presidential Election (2021) 
A Khanthavit

Measuring COVID-19 effects on world and national stock market returns (2021) 
A Khanthavit
The Journal of Asian Finance, Economics, and Business 8 (2), 1-13

A Kalman filtering approach to event study analysis when performance variables are nonstationary (2021) 
A Khanthavit
Thailand Statistician 19 (1), 179-195

World and national stock market reactions to COVID-19 (2020) 
A Khanthavit
ABAC Journal 40 (2)

Weather-Induced Moods and Stock-Return Autocorrelation (2020) 
A Khanthavit
Zagreb International Review of Economics and Business 23 (1), 19-33

An event study analysis of Thailand’s 2019 general election: A long window of multiple sub-events (2020) 
A Khanthavit
Working Paper). Thammasat University, Bangkok

Foreign investors' abnormal trading behavior in the time of COVID-19 (2020) 
A Khanthavit
The Journal of Asian Finance, Economics, and Business 7 (9), 63-74

Weather-Driven Stock-Return Correlations (2019) 
A Khanthavit
ABAC Journal 39 (3), 42-55

The Thai Bond Market’s Behavior in the Time Surrounding Military Coups (2019) 
A Khanthavit
Thammasat Review 22 (1), 1-23

Causality of Weather Effects on Stock Returns and Volatility (2019) 
A Khanthavit
Human behavior, development and society 20 (2), 29-40

Weather, investor sentiment, and stock returns in the Stock Exchange of Thailand (2019) 
A Khanthavit
ABAC Journal 39 (1)

Time-varying weather effects on Thai government bond returns (2019) 
A Khanthavit
DLSU Business and Economics Review 28 (2), 122-132

Day-Seasonal Efficiency of the Stock Exchange of Thailand (2018) 
A Khanthavit
Thammasat Review 21 (2), 17-37

Investors’ Weather-Related Moods and the Stock Market (2018) 
A Khanthavit
Human behavior, development and society 19, 7-15

Time Paths of Weather-Induced Mood Effects on Stock Returns (2018)
A Khanthavit

Sophisticated Derivatives, Simple Hedging (2018) 
A Khanthavit

Day-Seasonal Efficiency of the Stock Market (2018) 
A Khanthavit

Investors’ mood and the stock market (2018) 
A Khanthavit
Working Paper, Thammasat University, Bangkok

Disappearing Weather Effects (2017) 
A Khanthavit
Human behavior, development and society 16, 5-12

Weather-induced mood effects on stock returns (2017)
A Khanthavit
Thammasat Review 20 (1), 1-18

Instrumental-variable estimation of Bangkok-weather effects in the stock exchange of Thailand (2017)
A Khanthavit
Asian Academy of Management Journal of Accounting & Finance 13 (1)

Bangkok Weather, Weather-Sensitive Investors, and Thai Government-Bond Returns (2017)
A Khanthavit
Human behavior, development and society 15 (1), 5-16

Setting self-discipline saving rates for Thai income earners in a risk-management framework (2017)
A Khanthavit
Kasetsart Journal of Social Sciences 38 (1), 18-23

The Fast and Slow Speed of Convergence to Market Efficiency A Note for Large and Small Stocks on the Stock Exchange of Thailand (2016)
A Khanthavit
Social Science Asia 2 (2), 1-6

Revisiting the day-of-the-week effect in the Stock Exchange of Thailand (2016)
A Khanthavit, O Chaowalerd
Journal of Business Administration 39 (151), 73-89

The monetary value of physical exercise from the Thai population’s perspective (2016)
A Khanthavit
Journal of Health Research 30 (2), 83-89

Evidence of and Explanation for Day-of-the-Week Effects in Thailand’s Government Bond Market (2016)
A Khanthavit
Thammasat Review 19 (1), 20-38

Day-of-the-week effects in Thailand’s corporate-bond market (2016)
A Khanthavit
Human behavior, development and society 13 (1), 85-94

A Monte Carlo Analysis on the Security and Health Benefits of Physical Exercise for Thai Baby Boomers (2015)
A Khanthavit
Journal of Population and Social Studies [JPSS] 23 (2), 111-129

Moving toward efficiency: The study of time-varying informational efficiency in the Stock Exchange of Thailand (2015)
S Buraprathep, A Khanthavit, S Pattarathammas
Faculty of Commerce and Accountancy, Thammasat University

The components of bid-ask spread in Thailand’s government bond market (2015)
A Khanthavit
Chulalongkorn Business Review 37 (4), 58-75

Estimating daily real yields and expected inflations for Thailand’s financial market (2014)
A Khanthavit
Journal of Business Administration 37 (143), 29-52

A fast minimum-chi-square estimation of Thailand’s daily real yields (2014)
A Khanthavit
Unpublished Manuscript, Faculty of Commerce and Accountancy, Thammasat University

A Simplified Linear Projection Approach (2014)
A Khanthavit
Thammasat Review 17 (2), 171-193

An improved linear projection approach to estimate daily real yields and expected inflations in a latent multifactor interest model (2014)
A Khanthavit
ABAC Journal 34 (3)

Evolving Market Efficiency of Thailand’s Stock Market (2012)
A Khanthavit, N Boonyaprapatsara, A Saechung
Applied Economics Journal 19 (1), 46-67

Empirical evidence on equity valuation of Thai firms (2011)
S Supattarakul, A Khanthavit
International Journal of Economics and Management Engineering 5 (8), 1089-1098

Regime-varying behavior of stock returns in Thailand’s stock market and its implications toward asset allocation and risk management strategies (2010)
A Khanthavit
Manuscript, Faculty of Commerce and Accountancy working paper, Thammasat University

An application of conditional copula for the risk management of fixed income portfolios (2010)
A Khanthavit, CJ Kunopakorn
Journal of International Finance and Economic 10 (1), 1-10

The Value of Analysts’ Recommendations in the Thai Stock Market (2010)
R Lonkani, A Khanthavit, P Chunahachinda
International Research Journal of Finance and Economics 36 (8), 96-120

World and regional factors in stock market returns (2009)
S Pattarathammas, A Khanthavit
International Journal of Managerial Finance

A Cross-Country Analysis of Affine Single-Factor Interest Rate Models (2008)
A Jaroenjitrkam, A Khanthavit

Factors influencing health-related quality of life in chronic liver disease (2006)
Abhasnee Sobhonslidsuk, Chatchawan Silpakit, Ronnachai Kongsakon, Patchareeya Satitpornkul, Chaleaw Sripetch, Anya Khanthavit
World Journal of Gastroenterology: WJG 12 (48), 7786

World and Regional Factors in Stock Market Returns (2005)
A Khanthavit

10 Did families lose or gain control after the East Asian financial crisis? (2004)
A Khanthavit, P Polsiri, Y Wiwattanakantang
Designing Financial Systems for East Asia and Japan 52, 247

Ownership Structure: Thai Firms after the Financial Crisis (2004)
A Khanthavit, P Polsiri, Y Wiwattanakantang

Measuring risk with stochastic jumps (2002)
A Khanthavit, P Srisopitsawat
Trimodal, July

A Markov-Switching model for mutual fund performance evaluation (2001)
A Khanthavit

Price Formation in a Market with Short Sale Prohibition: An Empirical Investigation (2000)
P Hoontrakul, P Ryan, A Khanthavit, S Perrakis

The future of Thailand's agricultural futures: an academic perspective (2000)
A Khanthavit

Evaluating Value of Brokers' Recommendations in the Thai Stock Market (1999)
A Khanthavit
Asia Pacific Journal of Finance 2 (2), 157-182

Warrant Pricing and Listing in an Emerging Market: The Case of Thailand (1998)
A Leemakdej, A Khanthavit, S Perrakis

Information structure, trading behavior and stock prices in the Thai market (1998)
A Khanthavit
Review of Pacific Basin Financial Markets and Policies 1 (03), 321-353

Interest Rate Models, Asset Pricing, Return Behavior, Risk Management