PAGE 63 A N N U A L R E P O R T A C A D E M I C Y E A R 2 0 2 0 1 Measuring COVID-19 Effects on World and National Stock Market Returns. The Journal of Asian Finance, Economics and Business. 8 (2), January 2021, pp. 1-13. doi: https://doi.org/10.13106/jafeb.2021.vol8.no2.0001 2 An Event Study Analysis of Thailand’s 2019 General Election: A Long Window of Multiple Sub-events. Internationa l Journal of Financial Research. 11 (4), July 2020, pp. 502-514. doi: 10.5430/ijfr.v11n4p502 3 Foreign Investors’ Abnormal Trading Behavior in the time of COVID-19. The Journal of Asian Finance, Economics and Business , 7 (9), pp. 63-74. doi: http://doi. org/10. 13106/jafeb. 2020 vol7.no9. 063 4 Global equity market leadership positions through implied volatility measures. Journal of Empirical Finance. 61 , March 2021, pp. 180–205. doi: https://doi.org/10.1016/j.jempfin.2021.01.001 5 A new dimension of investment forecasting: Evidence from Thailand. International Journal of Business Innovation and Research, 22 (3), July 2020, pp. 429-446. doi: https://doi.org/10.1504/IJBIR.2020.108008 6 Cokurtosis and the Ability of Mutual Fund Managers. International Business and Finance, 53 , October 2020, pp. 1-12. doi: https://doi.org/10.1016/j.frl.2020.101777 7 The impacts of COVID-19 on the global airline industry: An event study approach. Journal of Air Transport Management , 89, October 2020 pp. 1-6. doi: https://doi.org/10.1016/j.jairtraman.2020.101920 8 The V-Shaped Disposition Effect in the Stock Exchange of Thailand. The Journal of Asian Finance, Economics and Business, 7 (11), November 2020, pp.055-065. doi: https://doi.org/10.13106/jafeb.2020.vol7.no11.055 9 Do institutional investors stabilize stock returns? Evidence from emerging IPO markets. Pacific Accounting Review, 32 (4), November 2020, pp. 585-600. doi: https://doi.org/10.1108/PAR-11-2019-0145 10 Geopolitical risk and shipping firms’ capital structure decisions in Belt and Road Initiative countries. Journal of Logistics Research and Applications , 2020, pp. 1-17. doi: https://doi.org/10.1080/13675567.2020.1766003 11 On the dynamic relationship between gold investor sentiment index and stock market: A sectoral analysis. International Journal of Managerial Finance. 16 (3), 2020, pp. 372-392. doi: https://doi.org/ 10.1108/IJMF-11-2018-0334 12 The effect of short selling on volatility and jumps. Australian Journal of Management , March 2021 (online). doi: https://doi.org/10.1177/0312896221996416 13 Calendar Effects on Cryptocurrencies: Not so Straightforward. Southeast Asian Journal of Economics , 9 (1), April 2021, pp. 1-26. 14 Chasing for information during the COVID-19 Panic: The role of Google Search on global stock market. Cogent Economics & Finance (2021) ,9 (1), June 2021. doi: https://doi.org/10.1080/23322039.2021.1930669 15 The Effect of Corporate Governance on the Cost of Debt: Evidence from Thailand. Journal of Asian Finance, Economics and Business, 7 (9), September 2020, pp. 283–291. doi: https://doi.org/10.13106/jafeb.2020.vol7.no9.283 16 Coskewness timing ability in the mutual fund industry. Research in International Business and Finance, 53 , October 2020, pp. 1-12. doi: https://doi.org/10.1016/j.frl.2020.101777 17 Integration in Futures Markets. Thailand and The World Economy, 38 (3), September-December 2020, pp. 61-74. 18 The Stochastic Volatility Option Pricing Model: Evidence from a Highly Volatile Market. Journal of Asian Finance, Economics and Business, 8 (2), January 2021, pp. 685-695. doi: https://doi.org/10.13106/jafeb.2021.vol8.no2.0685 19 Do Words in Central Bank Press Releases Affect Thailand’s Financial Markets?. The Journal of Asian Finance, Economics and Business, 8 (4), March 2021, pp. 113-124. doi: https://doi.org/10.13106/jafeb.2021.vol8.no4.0113 20 Does board gender diversity reduce ‘CEO luck’?. Accounting and Finance Association of Australia and New Zealand, Mar 2021. doi: https://doi.org/10.1111/acfi.12788 21 Does good luck make people overconfident? Evidence from a natural experiment in the stock market. Journal of Corporate Finance, 68 , March 2021. pp. 1-18. doi: https://doi.org/10.1016/j.jcorpfin.2021.101933 ผลงานด้านวิชาการ ประเภทต� ำราที่ได้รับการตีพิมพ์เผยแพร่ จ� ำนวน 1 เรื่อง ชื่อเรื่อง: ปฏิวัติโมเดลธุรกิจด้วยบล็อกเชน (Block Chain: Disruptive Business Model) ล� ำดับ ชื่อเรื่อง 1 A Kalman Filtering Approach to Event Study Analysis when Performance Variables are Nonstationary. Thailand Statistician, 19 (1), January 2021, pp. 178-194. 2 (COVID-19) Induced Flight to Quality. ABAC Journal (Thai), 41 (3), July-September 2021, pp. 1-19. 3 World and Stock Markets Reactions to Covid-19. ABAC Journal (Thai), 40 (2), April-June 2020, pp. 1-20. 4 Reactions of Thailand’s Stock Market to the 2020 U.S. Presidential Election. ABAC Journal (Thai), 41 (2), April-June 2021, pp. 1-22. ล� ำดับ ชื่อเรื่อง ประเภทบทความทางวิชาการและบทความวิจัยที่ได้รับการตีพิมพ์เผยแพร่ระดับชาติ จ� ำนวน 4 เรื่อง ประเภทบทความทางวิชาการและบทความวิจัยที่ได้รับการตีพิมพ์เผยแพร่ระดับนานาชาติ จ� ำนวน 21 เรื่อง
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