Personnel
Assistant Professor Dr.Sampan Nettayanun
Education
| No. | Degree | Major | University |
|---|---|---|---|
| 1 | ปริญญาตรี | BS in Mathematical Science with additional majors in Statistics, and Economics (College Honor and University Honor) | Carnegie Mellon University |
| 2 | ปริญญาโท | MEng in Operations Research and Industrial Engineering (Concentration in Financial Engineering) | Cornell University |
| 3 | ปริญญาโท | MS in Industrial Engineering and Management Sciences | Northwestern University |
| 4 | ปริญญาเอก | PhD in Risk Management and Insurance | Georgia State University |
Selected Publications
| Topic |
|---|
|
Nettayanun, S. (2023). Asset pricing in bull and bear markets. Journal of International Financial Markets, Institutions and Money, 83, 101734. |
|
Pornpikul, C. & Nettayanun, S. (2022). Stock return drivers: A mix of reasons and emotions. Review of Behavioral Finance, 14(5), 751-771. |
|
Nettayanun, S. (2022). Augmented value with momentum. ABAC Journal, 42(1), 36-51. |
|
Charoenwong, B., Nettayanun, S., & Saengchote, K. (2021). Digesting anomalies: A q-factor approach for the Thai market. Pacific-Basin Finance Journal, 69, 101647. |
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Nettayanun, S. (2021). The art and science of value investing. Naresuan University Publishing House. (Book) |
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Nettayanun, S. & Bogner, W. C. (2020). Value investing and dynamic capabilities. NIDA Business Journal, 26, 191-216. |
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Nettayanun, S. (2017). Value investing: Circle of competence in the Thai insurance industry. Asia-Pacific Journal of Risk and Insurance, 11(1), 20160019. |
| Interests |
|---|
Asset pricing |