| # | 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 | 34 |
| 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, 102033 | 24 |
| 3 | The volume-implied volatility relation in financial markets: A behavioral explanation | Cheuathonghua M., Padungsaksawasdi C. | 2024 | North American Journal of Economics and Finance,
71, 102098 | 4 |
| 4 | 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 | 4 |
| 5 | 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 | 3 |