Full-Time Faculty
Associate Professor Pantisa Pavabutr, Ph.D.
Position :

Associate Professor of Finance, Thammasat Business School, Thammasat University
 

Contact :
E-Mail : pantisa@tbs.tu.ac.th
Office :

526 (Thaprachan); 702 (Rangsit)

Biography :

Pantisa Pavabutr is currently Associate Professor of finance, Thammasat Business School. Pantisa's specialization and research interest is in empirical asset pricing and market microstructure. Before joining the doctoral programme at the University of Texas at Austin, Pantisa was involved in the equity research for Securities One and Morgan Stanley Asia. She has been visiting research fellow at the University of New South Wales, Sydney, and Development Bank of Japan, Tokyo and is visiting professor at ESCP, Paris.

Education :

Ph.D. Finance, University of Texas, Austin
MBA, George Washington University
B.B.A. Thammasat University

Working papers/ Publication :
White Knights or Machiavellians? Understanding the motivation for reverse takeovers in Singapore and Thailand (2019)
P Pavabutr
Review of Quantitative Finance and Accounting, 1-19
 
Big Data in Financial Research: Applications in Equity Trading (2019)
P Pavabutr, S Watakit
 
A Window into Thai Mutual Fund Managers’ Perception and Decision-Making Process (2017)
A Charoenrook, P Pavabutr
Review of Pacific Basin Financial Markets and Policies
 
Differential Impact of Foreign Portfolio Flows on Emerging Market Returns: Evidence from Thailand (2014)
P Pavabutr, H Yan
 
Pricing of liquidity risk in emerging markets: Evidence from Greater China (2012)
K Davivongs, P Pavabutr
 
Stock splits in a retail dominant order driven market (2010)
P Pavabutr, K Sirodom
Pacific-Basin Finance Journal 18 (5), 427-441
 
Price discovery in the Indian gold futures market (2010)
P Pavabutr, P Chaihetphon
Journal of Economics and Finance 34 (4), 455-467
 
Mutual fund flows in Asian equity markets (2010)
P Pavabutr, K Sirodom
International Colloquium on Business & Management 2007-2010
 
Price discovery in Indian gold futures market (2010)
P Chaihetphon, P Pavabutr
Journal of Economics and Finance 34 (4), 455-467
 
Liquidity and Trading Cost Segmentation in Asia Pacific Equity Markets (2009)
P Pavabutr, K Sirodom, G Tian
 
Tick size change on the stock exchange of Thailand (2009)
P Pavabutr, S Prangwattananon
Review of Quantitative Finance and Accounting 32 (4), 351-371
 
Liquidity Provision in Asian Equity Markets (2009)
P Pavabutr, B Thammasat, G Tian
 
The impact of stock splits on price and liquidity on the stock exchange of Thailand (2008)
P Pavabutr, K Sirodom
International Research Journal of Finance and Economics 20 (20), 1-22
 
The impact of foreign portfolio flows on emerging market volatility: evidence from Thailand (2007)
P Pavabutr, H Yan
Australian Journal of Management 32 (2), 345-368
 
Market Microstructure: What can we learn fromThailand ultra-high frequency data on the Stock Exchange of Thailand? (2007)
P Pavabutr, K Sirodom
Thammasat Review 12 (1), 147-175
 
Foreign portfolio flows and emerging markets: lessons from Thailand (2004)
P Pavabutr
 
Foreign portfolio flows and emerging market returns: Evidence from Thailand (2003)
P Pavabutr, H Yan
University of Texas at Austin, Mimeo
 
An evaluation of MLPM allocation rules on emerging markets portfolios (2003)
P Pavabutr
Emerging Markets Review 4 (1), 73-90
 
Sustaining growth: Thailand at the crossroads (1993)
P Pavabutr
 
Market Microstructure: What can we learn from ultra-high frequency data on the Stock Exchange of Thailand?
P Pavabutr, K Sirodom
Area of Expertise :

Equity valuation, Asian financial markets

Research Interest :

Empirical asset pricing, market microstructure

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