EDUCATION
- Chartered Financial Analyst, CFA
- Ph.D. in Finance, Nanyang Technological University, Singapore, 2007
- M.S. in Finance, Chulalongkorn University, Thailand, 1998
B.Eng., Civil Engineering, Chulalongkorn University, Thailand, 1994
EXPERIENCE
- Assistant Professor: NIDA Business School, National Institute of Development Administration, Thailand, 2015-Current
- Assistant Professor: Department of Banking and Finance, Faculty of Commerce and Accountancy, Chulalongkorn University, Thailand, 2007-2015
TEACHING COURSES
- BA 7401 ตราสารอนุพันธ์ทางการเงิน (Financial Derivatives)
- BA 7406 การวิเคราะห์การลงทุนและการจัดการลงทุน (Investment Analysis and Portfolio Mgt)
- BA 7408 ตลาดการเงินและสถาบันการเงิน (Financial Markets and Institutions)
- BA 7500 การศึกษาความเหมาะสมของโครงการ (Feasibility Study)
- BA 8880 การศึกษาเฉพาะเรื่องทางบริหารธุรกิจ – พฤติกรรมการเงินกับการลงทุนอย่างคุ้มค่า (Behavioral Finance and Value Investing)
- BA 9000 การค้นคว้าอิสระ (Independent Study)
Areas of Interest
- Wealth Management
- Behavioral Finance
- Derivatives/Financial Risk Management
- Investment Analysis
- Market Microstructure
- Mutual Funds
Publications
Journal Articles
2024
- Jenwittayaroje, N. (2024). Testing weak-form efficiency of commodities open-ended funds in Thailand. NIDA Business Journal, 34, 74–85. https://so10.tci-thaijo.org/index.php/NIDABJ/article/view/1195
- Jenwittayaroje, N., & Apirattanapimolchai, A. (2024). The performance of Thai equity mutual funds during the COVID-19 crisis. NIDA Business Journal, 33, 1–11. https://so10.tci-thaijo.org/index.php/NIDABJ/article/view/868
2023
- Jenwittayaroje, N. (2023). The price response to SET 50 index additions and deletions : Recent empirical evidence. Kasetsart Applied Business Journal, 17(26), 18–36. Retrieved from https://so04.tci-thaijo.org/index.php/KAB/article/view/257718
- Jenwittayaroje, N. (2023). The study of the profitability of practical “Sell in May and Go Away” trading strategies in the Stock Exchange of Thailand. NIDA Business Journal, (24), 180–195. retrieved from https://so10.tci-thaijo.org/index.php/NIDABJ/article/view/397
2022
2021
2020
- Jenwittayaroje, N. (2020). Return behavior of the individual stocks: an empirical test on the weak form efficiency of SET50 and SET100 stocks on the Stock Exchange of Thailand. Kasetsart Applied Business Journal, 14(20), 78–96. retrieved from https://so04.tci-thaijo.org/index.php/KAB/article/view/244956
- Jenwittayaroje, N. (2020). The long-run returns and risks of various asset classes: Evidence from Thailand’s financial markets. Development Economic Review, 14(2), 48–74.https://so06.tci-thaijo.org/index.php/NER/article/view/245383
2019
- Jenwittayaroje, N., & Jiraporn, P. (2019). Do Independent Directors Improve Firm Value? Evidence from the Great Recession. International Review of Finance, 19(1), 207-222. https://doi.org/10.1111/irfi.12163
- Jenwittayaroje, N. (2019). The study of Monday effect in the Stock Exchange of Thailand. NIDA Business Journal, 25, 158–172.
2018
- Jenwittayaroje, N. (2018). Trading costs of active versus inactive stocks in the Stock Exchange of Thailand. Applied Economics Journal, 25(1), 98–116.
- Jenwittayaroje, N. (2018). Returns and their persistence from investing in active long-term equity funds and active equity retirement funds. NIDA Business Journal, 22, 61–86.
2017
- Jenwittayaroje, N. (2017). The performance and its persistence of thailand equity mutual funds from 1995 to 2014. Creative Business and Sustainability Journal, 39(2), 57 – 89.
- Jenwittayaroje, N. (2017). The study of sell in May in the Stock Exchange of Thailand. NIDA Business Journal, 20, 117–132.
2015
2014
2013
2011
2010
2009
Proceedings
- Jenwittayaroje, N., Apirattanapimolchai, A., and Koowattanatianchai, N., 2019, “Asymmetry of the Announcement Effects of Credit Rating Adjustments in the Stock Exchange of Thailand: Does Industry Group Matter?” 2019 NIDA International Business Conference.
- Koowattanatianchai, N., Jenwittayaroje, N., and Apirattanapimolchai, A., 2017, “The extent to which earnings are manipulated in the financial sector of the Stock Exchange of Thailand and its exogenous macroeconomic factors.” 2017 NIDA International Business Conference.
Books
Nattawut Jenwittayaroje, 2020, “Behavioral Finance”, Chulalongkorn University Press, Bangkok, ISBN: 978-616-565-791-4.
Articles
- 2559 ผลการดำเนินงานและความต่อเนื่องของผลการดำเนินงานของกองทุนรวมตราสารทุนในประเทศไทยในช่วง 1995 – 2014, คณะบริหารธุรกิจ
- 2558 การวิเคราะห์ต้นทุนการซื้อขายหลักทรัพย์ในตลาดหลักทรัพย์แห่งประเทศไทย, Trading Costs on the Stock Exchange of Thailand , คณะบริหารธุรกิจ
- 2558, การวิเคราะห์ต้นทุนการซื้อขายหลักทรัพย์ในตลาดหลักทรัพย์แห่งประเทศไทย , Trading Costs on the Stock Exchange of Thailand, International Review of Financial Analysis