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คณาจารย์ประจำคณะ

รศ.ดร.ณัฐวุฒิ เจนวิทยาโรจน์ , CFA

อาจารย์ประจำคณะ

รศ.ดร.ณัฐวุฒิ

Contact

Office Hours : Mon 9.00-16.00

Email : nattawut1999@hotmail.com

Tel. : 02-727-3988

Biography

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Publications

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

  • Behavioral Finance
  • Derivatives/Financial Risk Management
  • Investment Analysis
  • Market Microstructure
  • Mutual Funds
  • Wealth Management

 

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

Jenwittayaroje, N. (2022). The study of the return behavior of the big-cap stocks on the Stock Exchange of Thailand: Evidence from pre-, during, and post-Covid-19. NIDA Business Journal, 31, 96–112. Retrieved from https://so10.tci-thaijo.org/index.php/NIDABJ/article/view/93

2021

Jenwittayaroje, N. (2021). Testing weak-form market efficiency in the stock exchange of Thailand. Global Business and Economics Review, 2021, 24(3), pp.211–224

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 Journal14(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 Finance19(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 Journal39(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

Jenwittayaroje, N., Charoenwong, C., Ding, D., & Yang, Y. C. (2015). Trading costs on the Stock Exchange of Thailand. International Review of Financial Analysis, 41, 31–40. https://doi.org/10.1016/j.irfa.2015.06.003

2014

Jenwittayaroje, N. (2014). INDEX EFFECTS: A REVIEW AND COMMENTS. Creative Business and Sustainability Journal36(2), 1–15. retrieved from https://so01.tci-thaijo.org/index.php/CBSReview/article/view/19919

2013

Jenwittayaroje, N. (2013). Determinants of order submissions: Evidence from various investor groups in the Stock Exchange of Thailand. NIDA Business Journal, 13, 71–102.

2011

Chanintaranurak, M., Jenwittayaroje, N., & Watewai, T. (2011). Price and volume effects associated with set50 index composition changes.. Creative Business and Sustainability Journal33(3), 1 - 24.

2010

Charoenwong, C., Ding, D., & Jenwittayaroje, N. (2010). Price movers on the Stock Exchange of Thailand: Evidence from a fully automated order-driven market. Financial Review, 45(4), 761–783. https://doi.org/10.1111/j.1540-6288.2010.00266.x

2009

Charoenwong, C., Jenwittayaroje, N., & Low, B. S. (2009). Who knows more about future currency volatility? Journal of Futures Markets, 29(3), 270–295. https://doi.org/10.1002/fut.20351

 

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