Thanh D. Huynh

Monash University - Department of Banking and Finance

Melbourne

Australia

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 40,585

SSRN RANKINGS

Top 40,585

in Total Papers Downloads

1,116

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Stock Price Reaction to News: The Joint Effect of Tone and Attention on Momentum

Journal of Behavioral Finance, Forthcoming, FIRN Research Paper
Number of pages: 58 Posted: 13 Sep 2013 Last Revised: 06 Apr 2016
Thanh D. Huynh and Daniel R. Smith
Monash University - Department of Banking and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 423 (71,737)
Citation 2

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momentum, abnormal returns, underreaction, news sentiment, attention

2.

Herding in Analysts' Recommendations: The Role of Media

Journal of Banking and Finance, Forthcoming
Number of pages: 46 Posted: 15 Sep 2015 Last Revised: 24 Apr 2018
Bart Frijns and Thanh D. Huynh
Auckland University of Technology - Faculty of Business & Law and Monash University - Department of Banking and Finance
Downloads 188 (168,681)
Citation 1

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analyst herding, news sentiment, media coverage, disagreement, news dispersion

3.

Institutional Trading and Asset Pricing

Journal of Banking and Finance, forthcoming
Number of pages: 57 Posted: 29 Nov 2014 Last Revised: 24 Apr 2018
Auckland University of Technology - Faculty of Business & Law, Monash University - Department of Banking and Finance, Auckland University of Technology - Faculty of Business & Law and University of Sydney Business School
Downloads 120 (244,332)

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intermediary asset pricing, institutional trading, investor preferences, CAPM

Explaining Anomalies in Australia with a Five-Factor Asset Pricing Model

International Review of Finance, Forthcoming
Number of pages: 26 Posted: 16 Feb 2017
Thanh D. Huynh
Monash University - Department of Banking and Finance
Downloads 112 (258,057)

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anomalies, Fama-French asset-pricing models, risk factors, Australian market

Explaining Anomalies in Australia with a Five‐Factor Asset Pricing Model

International Review of Finance, Vol. 18, Issue 1, pp. 123-135, 2018
Number of pages: 13 Posted: 05 Mar 2018
Thanh D. Huynh
Monash University - Department of Banking and Finance
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5.

Delisted Stocks and Momentum: Evidence from a New Australian Dataset

Australian Journal of Management, Forthcoming
Number of pages: 36 Posted: 05 Dec 2014
Thanh D. Huynh and Daniel R. Smith
Monash University - Department of Banking and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 94 (289,290)
Citation 1

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delisted stocks, delisting returns, momentum

6.

Conditional Asset Pricing and Momentum

Number of pages: 56 Posted: 28 Aug 2012 Last Revised: 04 Dec 2014
Thanh D. Huynh and Daniel R. Smith
Monash University - Department of Banking and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 79 (322,028)

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momentum, component-level risk adjustment, sample selection bias

7.

Conditional Asset Pricing in International Equity Markets

International Review of Economics & Finance, Forthcoming
Number of pages: 43 Posted: 01 Feb 2017
Thanh D. Huynh
Monash University - Department of Banking and Finance
Downloads 75 (331,869)

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anomalies, conditional asset pricing models, multi-factor risk models, lagged component betas

8.

Expectation Formation in Financial Markets: Heterogeneity and Sentiment

Number of pages: 26 Posted: 27 Nov 2019
Bart Frijns, Thanh D. Huynh and Remco C. J. Zwinkels
Auckland University of Technology - Faculty of Business & Law, Monash University - Department of Banking and Finance and Vrije Universiteit Amsterdam
Downloads 25 (516,428)

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