Sakkapop Panyanukul
Phd in Finance Student
Education:
PhD in Finance candidate, Warwick Business School
MSc in Finance and Economics, London School of Economics
BA in Economics, Thammasat University, Thailand
Supervisors:
Prof. Gordon Gemmill
Dr. Kostas Koufopoulos
Research Interests:
Asset Pricing and Liquidity, Empirical Finance, International Finance
Working Papers:
Liquidity Risk and the Pricing of Sovereign Bonds in Emerging Markets
(http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1513870)
Liquidity Risk and Pricing of Government Bonds Around the World (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1532810)
Publications:
Key Determinants of Liquidity in the Thai Bond Market (2008), China, Asia, and the New World Economy edited by Barry Eichengreen, Charles Wyplosz, Yung Chul Park, Oxford University Press
The Corporate Bond Market in Thailand (2006), BIS Papers No. 26 - Developing corporate bond markets in Asia
Teaching:
2008/2009, Spring term, TA Finance 2 (Financial Markets), BSc Accounting and Finance and BSc Management (WBS). Module Leader: Chendi Zhang
Conference presentations:
February 2009, Samaggi Academic, the University of Cambridge
July 2009, Liquidity and Volatility in Today’s Markets, Amsterdam (poster session)
September 2009, Individual Decision Making, High Frequency Econometrics and Limit Book Order Dynamics, Warwick Business School (poster session)
October 2009, Warwick Business School Finance Group Workshop series.
November 2009, Understanding and Measuring Liquidity Premia in Asset Markets, London Conference
Additional Information:
In addition to receiving the Young Scholar Award at the recent NYSE/Tinbergen Institute Workshop in Amsterdam, Sakkapop was honoured by sounding the gong at NYSE Euronext Amsterdam.
You can see the formal announcement and the relevant videoclip here: http://www.euronext.com/editorial/wide/editorial-22517-EN.html?docid=717152
