| # | Document title | Authors | Year | Source | Cited by |
| 1 | Extreme spillovers of VIX fear index to international equity markets | Cheuathonghua M., Padungsaksawasdi C., Boonchoo P., Tongurai J. | 2019 | Financial Markets and Portfolio Management
33(1),pp. 1-38 | 21 |
| 2 | Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis | Cheuathonghua M., de Boyrie M.E., Pavlova I., Wongkantarakorn J. | 2022 | International Review of Financial Analysis
80 | 8 |
| 3 | Do U.S. investors worry about fear in international equity markets? Empirical evidence on dynamic panel data | Cheuathonghua M., Padungsaksawasdi C. | 2019 | International Journal of Finance and Economics
24(3),pp. 1390-1403 | 3 |
| 4 | Liquidity and Skewness Risk in Stock Market: Does Measurement of Liquidity Matter? | Cheuathonghua M., Wattanatorn W., Nathaphan S. | 2022 | Journal of Distribution Science
20(12),pp. 81-87 | 0 |
| 5 | The volume-implied volatility relation in financial markets: A behavioral explanation | Cheuathonghua M., Padungsaksawasdi C. | 2024 | North American Journal of Economics and Finance
71 | 0 |