The University of Southampton

Dr Nongnuch Tantisantiwong 


Simmons, Peter and Tantisantiwong, Nongnuch (2014) Equilibrium moment restrictions on asset returns: normal and crisis periods. European Journal of Finance, 20 (11), 1064-1089. (doi:10.1080/1351847X.2012.742024).

Tantisantiwong, Nongnuch (2013) Price transmission and effects of exchange rates on domestic commodity prices via offshore and currency hedging (Dundee Discussion Papers in Economics, 278) Dundee. University of Dundee

Abhakorn, Pongrapeeporn and Tantisantiwong, Nongnuch (2012) A reexamination of capital controls’ effectiveness: recent experience of Thailand. Journal of Asian Economics, 23 (1), 26-38. (doi:10.1016/j.asieco.2011.11.004).

Tantisantiwong, Nongnuch (2010) Should exports be diversified or integrated? Evidence from Asian countries' experience. Asean Economic Bulletin, 27 (1), 55-76. (doi:10.1353/ase.2010.0016).

Khan, Muhammad N., Tantisantiwong, Nongnuch, Fifield, Suzanne G.M. and Power, David M. (2015) The relationship between South Asian stock returns and macroeconomic variables. Applied Economics, 47 (13), 1298-1313. (doi:10.1080/00036846.2014.995360).

Halari, Anwar, Tantisantiwong, Nongnuch, Power, David M. and Helliar, Christine (2015) Islamic calendar anomalies: evidence from Pakistani firm-level data. Quarterly Review of Economics and Finance, 58, 64-73. (doi:10.1016/j.qref.2015.02.004).

Simmons, Peter and Tantisantiwong, Nongnuch (2014) Default and risk premia in microfinance group lending (Discussion Papers in Economics, 14/28) York. University of York

Alomari, Mohammed, Power, David M. and Tantisantiwong, Nongnuch (2018) Determinants of equity return correlations: a case study of the Amman Stock Exchange. Review of Quantitative Finance and Accounting, 50 (1), 33-66. (doi:10.1007/s11156-017-0622-4).

Halari, Anwar, Helliar, Christine, Power, David M. and Tantisantiwong, Nongnuch (2018) Islamic calendar anomalies: Pakistani Practitioners' perspective. Qualitative Research in Financial Markets, 10 (1), 71-84.

Tantisantiwong, Nongnuch, Halari, Anwar, Helliar, Christine and Power, David (2018) East meets West: when the Islamic and Gregorian calendars coincide. British Accounting Review, 50 (4), 402-424. (doi:10.1016/

Halari, Anwar, Helliar, Christine, Power, David M and Tantisantiwong, Nongnuch (2018) Taking advantage of Ramadan and January in Muslim countries. Quarterly Review of Economics and Finance. (doi:10.1016/j.qref.2018.05.018).

Tantisantiwong, Nongnuch and Simmons, Peter (2018) Evaluation of individual and group lending under asymmetric information (Discussion Papers in Economics, 18/01) York. University of York 40pp.

Obthong, Mehtabhorn, Tantisantiwong, Nongnuch, Jeamwatthanachai, Watthanasak and Wills, Gary (2020) A survey on machine learning for stock price prediction: algorithms and techniques. 2nd International Conference on Finance, Economics, Management and IT Business, Vienna House Diplomat Prague, Czech Republic. 05 - 06 May 2020. pp. 63-71 . (doi:10.5220/0009340700630071).

Tantisantiwong, Nongnuch, Komenkul, Kulabutr, Channuntapipat, Charika and Jeamwatthanachai, Watthanasak (2020) Capturing investor sentiment from Big Data: the effects of online social media on SET50 index. CM Research Innovation, 2020 (4), 1-42, [1].

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