| Assoc Prof Charlie Charoenwong
Director, MSc Financial Engineering Programme Office
Associate Professor
Division of Banking & Finance
College of Business (Nanyang Business School)
Email: ACHARLIE@ntu.edu.sg
Phone: (+65)6790 4799
Office: S3-01C-104 |
| Education |
- PhD University of Memphis 1994
- MBA University of Memphis 1988
- BE Chulalongkorn University 1982
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| Biography |
| Dr. Charoenwong holds a Bachelor degree in Engineering from Chulalongkorn University in Thailand, an MBA and a PhD in Finance from University of Memphis in Tennessee, USA. Prior to joining NTU, Dr. Charoenwong taught for several years at University of Memphis and Chulalongkorn University. While in Thailand, he was frequently invited to teach at various universities. At NTU, he teaches Financial Management, Financial Modeling, Asset Pricing Theory, and Equity Portfolio Management at both undergraduate and postgraduate levels. |
| Research Interests |
| Dr. Charoenwong's current research interests are in market microstructure, market efficiency, and investments. His publications appear in international refereed journals such as Journal of Banking and Finance, Financial Management, Financial Review, Journal of Futures Markets, Journal of Risk and Insurance, Review of Quantitative Finance and Accounting, and Advances in Pacific Basin Financial Markets. |
| Research Grant |
- NTU Internal Funding - New Initiative Funding (2011-)
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| Current Projects |
- Pricing Financial Instruments by Combining Time Series Segmentation with Sentiment Analysis of Market News
- Seasoned Equity Offerings Under Asymmetric Information
- The Execution Cost Under a Pure Order-Driven Market
| Selected Publications | - C. Charoenwong and P. Jiraporn. (2009). Earnings Management to Exceed Thresholds: Evidence from Singapore and Thailand. Journal of Multinational Financial Management, .
- Charlie Charoenwong, Nattawut Jenwittayaroje and Low Buen Sin. (2009). Who knows more about future currency volatility?. Journal of Futures Markets, 29(3), 270-295.
- Pan J., Ding D., Charoenwong C. (2008). Insider Trading and Corporate Spinoffs. Financial Management Association International Conference.
- Pan J., Ding D., Charoenwong C. (2008). Asymmetric Information and Conglomerate Discount: Evidence from Spinoffs. China International Conference in Finance.
- Nathaphan S., Chunhachinda P., Charoenwong C. (2008, February ). Shrinkage Bayesian Portfolio in Optimal Portfolio Selection an Empirical Study. Paper presented at 2008 Midwest Finance Association Meeting, San Antonio, Texas.
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