Nhut H. Nguyen

Auckland University of Technology

55 Wellesley St East

Auckland, Auckland 1010

New Zealand

SCHOLARLY PAPERS

37

DOWNLOADS
Rank 3,865

SSRN RANKINGS

Top 3,865

in Total Papers Downloads

14,001

SSRN CITATIONS
Rank 23,875

SSRN RANKINGS

Top 23,875

in Total Papers Citations

29

CROSSREF CITATIONS

11

Scholarly Papers (37)

1.

ETF Arbitrage: Intraday Evidence

Number of pages: 45 Posted: 16 Nov 2010 Last Revised: 24 Jan 2013
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 4,765 (2,607)
Citation 11

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Arbitrage, Pairs Trading, ETF

2.

Time-Series Momentum versus Moving Average Trading Rules

Number of pages: 45 Posted: 27 Feb 2013 Last Revised: 26 Feb 2015
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 2,682 (6,832)
Citation 6

Abstract:

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G11, G12

3.

Bitcoin Liquidity

Number of pages: 45 Posted: 27 Jun 2018 Last Revised: 05 Jun 2019
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 567 (66,919)
Citation 5

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Bitcoin, Liquidity, Cryptocurrency

4.

Risk Reduction Using Trailing Stop-Loss Rules

Number of pages: 31 Posted: 01 Apr 2019
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 422 (95,602)

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Stop-Loss Rule, Risk Reduction

5.

Liquidity Commonality in Commodities

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 30 Posted: 12 May 2010 Last Revised: 27 Jul 2011
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 410 (98,872)
Citation 7

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Commodity, Liquidity, Commonality

6.

Technical Indicators and Cross-Sectional Expected Returns

Number of pages: 33 Posted: 27 Dec 2021 Last Revised: 24 Mar 2022
Massey University - Department of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 317 (131,771)

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Cross-sectional stock returns, technical indicators, three factor Fama-French model, cross-sectional expected return determinants

7.

Frontier Market Transaction Costs and Diversfication

Number of pages: 40 Posted: 13 Oct 2011 Last Revised: 20 Nov 2013
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 315 (132,199)
Citation 5

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Frontier market, liquidity, transaction cost, diversification

8.

COVID-19 Pandemic and Stock Market Response: A Culture Effect

Number of pages: 56 Posted: 08 Jun 2020 Last Revised: 18 Dec 2020
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance and Auckland University of Technology
Downloads 301 (138,864)
Citation 4

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Coronavirus, COVID-19, Pandemic, Culture, Disaster, Abnormal Return, Volatility

9.

Liquidity Measurement in Frontier Markets

Number of pages: 26 Posted: 30 Oct 2012
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 293 (142,814)
Citation 1

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frontier market, liquidity proxy, transaction cost

10.

Do Liquidity Proxies Measure Liquidity Accurately in ETFs?

2016 Financial Markets and Corporate Governance
Number of pages: 48 Posted: 11 Dec 2015 Last Revised: 31 Jul 2017
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 278 (150,741)
Citation 3

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Liquidity Measurement, Liquidity Proxy, Transaction Costs, Exchange Traded Funds, ETF

11.

A Note on Intraday Event Studies

Number of pages: 24 Posted: 09 Aug 2017 Last Revised: 17 Aug 2017
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 271 (154,644)
Citation 1

Abstract:

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Intraday, Event Study

12.

Lottery Stocks and Stop-loss Rules

Number of pages: 35 Posted: 04 May 2021 Last Revised: 03 Dec 2021
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 258 (162,501)

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Lottery Stocks, Stop-loss Rules, Trading Strategies, Individual Investors

13.

Predicting ETF Liquidity

Number of pages: 43 Posted: 04 Aug 2020 Last Revised: 16 Sep 2021
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 236 (177,228)

Abstract:

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ETFs, Liquidity, Bid-Ask Spread, Forecasting

14.

Investor Protection and the Transfer of Corporate Control: A Cross-Country Analysis

Number of pages: 38 Posted: 10 Jan 2007 Last Revised: 30 Oct 2008
Nhut H. Nguyen
Auckland University of Technology
Downloads 231 (180,839)
Citation 2

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Investor protection, Partial acquisitions, Mergers, Private benefits of control, Information asymmetry

15.

Financial Markets and Carbon Dioxide Emissions

Number of pages: 55 Posted: 13 Jul 2021
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 206 (202,235)

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Financial Markets, Carbon Dioxide Emissions

16.

Liquidity Spillover between ETFs and Their Constituents

Number of pages: 58 Posted: 18 Mar 2021
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 206 (201,329)

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ETFs; Portfolio Liquidity; Spillover; Arbitrage; Short Sale Constraints

17.

Country Governance and International Equity Returns

2016 Financial Markets and Corporate Governance, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 1 Posted: 11 Dec 2015 Last Revised: 18 Jan 2022
Massey University - School of Economics and Finance, Auckland University of Technology, Massey University, Massey Business SchoolMonash University and Massey University - Department of Economics and Finance
Downloads 199 (207,809)
Citation 1

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Governance, Return Predictability, International Equity Markets, Information Diffusion, Slow Moving Capital

18.

Does a Change in the Information Environment Affect Labor Adjustment Costs?

International Review of Financial Analysis, Forthcoming
Number of pages: 45 Posted: 05 Oct 2018 Last Revised: 04 Feb 2021
Massey University - School of Economics and Finance, Massey University - Massey Business School, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 198 (208,728)
Citation 1

Abstract:

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Information Environment, Information Asymmetry, Labor Adjustment Costs

19.

Climate Events and Return Comovement

Number of pages: 37 Posted: 09 Aug 2021
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 186 (220,645)

Abstract:

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Comovement, climate event, disaster

20.

Enduring Momentum

Number of pages: 44 Posted: 27 Apr 2022
Massey University - Department of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 184 (222,700)

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Firm characteristics, enduring momentum probability, momentum

21.

Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

Number of pages: 37 Posted: 13 Mar 2019 Last Revised: 24 May 2022
Massey University - Department of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 173 (234,812)

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Firm level predictability, macroeconomic and technical predictors, principal component analysis (PCA), limits to arbitrage, cross-sectional predictability, business cycle.

22.

Active ETF Liquidity

Number of pages: 60 Posted: 08 May 2019 Last Revised: 27 Mar 2020
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 170 (238,241)

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ETFs; Portfolio Liquidity; Diversification

23.

Climate Disasters and Insider Trading

Number of pages: 55 Posted: 14 Jan 2022
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 156 (257,414)

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Climate disaster, insider trading, investor behavior

24.

Politics and Liquidity

8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 28 Posted: 18 Nov 2016 Last Revised: 29 May 2018
Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 136 (285,450)

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Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

25.

Financial Leverage and Stock Return Comovement

Journal of Financial Markets, Forthcoming
Number of pages: 70 Posted: 12 Nov 2020 Last Revised: 15 Dec 2021
Hung Xuan Do, Nhut H. Nguyen and Quan M. P. Nguyen
Massey University, Albany campus, Auckland University of Technology and Massey University
Downloads 125 (304,146)

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Leverage, Comovement, Clientele, Style Investment

26.

Ethical Implications of Marriage - Evidence from CEO Insider Trading

Number of pages: 38 Posted: 04 Mar 2022
Prasad Hegde, Shushu Liao, Rui Ma and Nhut H. Nguyen
Auckland University of Technology, Kühne Logistics University, La Trobe University - La Trobe Business School and Auckland University of Technology
Downloads 100 (357,193)

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Marriage, Insider Trading, CEO, Opportunistic Behavior, Corporate Governance, Ethics

27.

Domestic Liquidity Costs and Cross-Listing in the US

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 36 Posted: 25 Aug 2008 Last Revised: 15 Jun 2010
Nhut H. Nguyen and Henk Berkman
Auckland University of Technology and University of Auckland Business School
Downloads 90 (379,237)

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Cross-listing, Bid-ask spreads, Price impact, Investor Protection

28.

Asset Class Jumps

Number of pages: 29 Posted: 30 Aug 2017 Last Revised: 19 Apr 2018
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 86 (389,960)

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Asset Classes, Jump Risk

29.

Transaction Costs in an Illiquid Order-Driven Market

Number of pages: 27 Posted: 23 Oct 2014
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 74 (425,005)

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Liquidity, transaction cost, order splitting

30.

Do Climate Risks Matter for Green Investment?

Number of pages: 24 Posted: 30 Dec 2021 Last Revised: 18 Jan 2022
Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology, Massey University - Department of Economics and Finance and Massey University - School of Economics and Finance
Downloads 71 (434,680)

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Climate Disasters, Socially Responsible Investing, Mutual Funds

31.

Asymmetric Trading Responses to Credit Rating Announcements from Issuer- versus Investor-Paid Rating Agencies

Number of pages: 37 Posted: 18 Feb 2020 Last Revised: 22 Mar 2022
Massey University, Massey University, Albany campus, Massey University, The University of Queensland - UQ Business School and Auckland University of Technology
Downloads 66 (451,619)

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credit ratings, institutional investors, trading strategy

32.

Do Stop-loss Rules Add Value in International Equity Market Allocation?

Number of pages: 31 Posted: 29 Sep 2020 Last Revised: 17 Dec 2020
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 63 (462,308)

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Asset Allocation, Stop-Loss Rule

33.

Does CEO Extraversion Pay off When in Need? Evidence from the Global Financial Crisis

Number of pages: 48 Posted: 14 Jan 2022
Shushu Liao, Nhut H. Nguyen and Cameron Truong
Kühne Logistics University, Auckland University of Technology and Monash University
Downloads 59 (477,365)

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Extraversion, Personality Traits, Big Five, GFC, Crisis, CEO

34.

Do Accounting Information and Market Environment Matter for Cross-Asset Predictability?

Accounting and Finance, Forthcoming
Number of pages: 50 Posted: 25 Feb 2021
Massey University, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 48 (522,719)

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Limits to Arbitrage, Information Diffusion, Cross-Asset Predictability

35.

Financial Decision-Making Power and Risk Taking

Number of pages: 16 Posted: 17 Mar 2021 Last Revised: 26 Jul 2021
affiliation not provided to SSRN, affiliation not provided to SSRN, Auckland University of Technology and affiliation not provided to SSRN
Downloads 33 (598,454)

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Risk Taking, Decision Making, Investment Behavior, Vietnam

36.

Beta Estimation in New Zealand

Number of pages: 31 Posted: 15 Sep 2021 Last Revised: 16 Sep 2021
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 26 (642,223)

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Beta, Cost of Capital

37.

Corporate Social Responsibility and Media Coverage

Journal of Banking and Finance, Vol. 59, 2015
Posted: 22 Jan 2016
Steven F. Cahan, Chen Chen, Lily Chen and Nhut H. Nguyen
, Monash University - Department of Accounting, University of Auckland Business School and Auckland University of Technology

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Media management; Corporate social responsibility; Business press