Thanh Huynh

Monash University - Department of Banking and Finance

Melbourne

Australia

SCHOLARLY PAPERS

16

DOWNLOADS

2,659

SSRN CITATIONS

21

CROSSREF CITATIONS

5

Scholarly Papers (16)

1.

Climate Change News Risk and Corporate Bond Returns

Journal of Financial and Quantitative Analysis, forthcoming
Number of pages: 72 Posted: 07 May 2020 Last Revised: 09 Feb 2021
Thanh Huynh and Ying Xia
Monash University - Department of Banking and Finance and Monash University - Monash Business School
Downloads 758 (41,382)
Citation 17

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Corporate bond returns, climate change news index, intertemporal hedging demands, environmental performance

2.

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 Huynh and Daniel R. Smith
Monash University - Department of Banking and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 457 (79,028)
Citation 4

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momentum, abnormal returns, underreaction, news sentiment, attention

3.

Panic Selling When Disaster Strikes: Evidence in the Bond and Stock Markets

Management Science, Forthcoming
Number of pages: 81 Posted: 10 Mar 2021 Last Revised: 22 Mar 2021
Thanh Huynh and Ying Xia
Monash University - Department of Banking and Finance and Monash University - Monash Business School
Downloads 327 (115,860)

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Physical climate risk, natural disasters, overreaction, establishment-level data

4.

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 Huynh
Open University of the Netherlands - School of Management and Monash University - Department of Banking and Finance
Downloads 209 (181,840)
Citation 1

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

5.

Institutional Trading and Asset Pricing

Journal of Banking and Finance, forthcoming
Number of pages: 57 Posted: 29 Nov 2014 Last Revised: 24 Apr 2018
Open University of the Netherlands - School of Management, Monash University - Department of Banking and Finance, Auckland University of Technology - Faculty of Business & Law and University of Sydney Business School
Downloads 130 (271,498)

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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 Huynh
Monash University - Department of Banking and Finance
Downloads 128 (275,686)
Citation 1

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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 Huynh
Monash University - Department of Banking and Finance
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Product Market Competition and Corporate Relocations: Evidence from the Supply Chain

Number of pages: 76 Posted: 15 Aug 2020 Last Revised: 09 Feb 2021
Chen Chen, Sudipto Dasgupta, Thanh Huynh and Ying Xia
Monash University - Department of Accounting, Chinese University of Hong Kong, ABFER, CEPR, and ECGI, Monash University - Department of Banking and Finance and Monash University - Monash Business School
Downloads 122 (286,020)
Citation 2

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Establishment Relocation, Supply Chain, Product Market Competition, Knowledge Spillover

Product Market Competition and the Relocation of Economic Activity: Evidence from the Supply Chain

CEPR Discussion Paper No. DP15056
Number of pages: 72 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Chen Chen, Sudipto Dasgupta, Thanh Huynh and Ying Xia
Monash University - Department of Accounting, Chinese University of Hong Kong, ABFER, CEPR, and ECGI, Monash University - Department of Banking and Finance and Monash University - Monash Business School
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establishment relocation, knowledge spillover, Product Market Competition, Supply Chain

8.

Something in the Air: Does Air Pollution Affect Fund Managers’ Carbon Divestment?

Number of pages: 67 Posted: 23 Aug 2021
Thanh Huynh, Frank Weikai Li and Ying Xia
Monash University - Department of Banking and Finance, Singapore Management University - Lee Kong Chian School of Business and Monash University - Monash Business School
Downloads 108 (310,223)

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Air Quality Index, Mutual Funds, Carbon Divestment, Belief Revision

9.

Delisted Stocks and Momentum: Evidence from a New Australian Dataset

Australian Journal of Management, Forthcoming
Number of pages: 36 Posted: 05 Dec 2014
Thanh Huynh and Daniel R. Smith
Monash University - Department of Banking and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 96 (335,327)
Citation 1

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delisted stocks, delisting returns, momentum

10.

Were Stay-at-Home Orders During Covid-19 Harmful for Business? The Market’s View

Number of pages: 30 Posted: 04 Aug 2020
Chen Chen, Sudipto Dasgupta, Thanh Huynh and Ying Xia
Monash University - Department of Accounting, Chinese University of Hong Kong, ABFER, CEPR, and ECGI, Monash University - Department of Banking and Finance and Monash University - Monash Business School
Downloads 92 (346,884)

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Stock Market Reaction, Lockdown, COVID-19, Non-Pharmaceutical Interventions

11.

Conditional Asset Pricing and Momentum

Number of pages: 56 Posted: 28 Aug 2012 Last Revised: 04 Dec 2014
Thanh Huynh and Daniel R. Smith
Monash University - Department of Banking and Finance and Queensland University of Technology - School of Economics and Finance
Downloads 86 (359,238)

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momentum, component-level risk adjustment, sample selection bias

12.

Conditional Asset Pricing in International Equity Markets

International Review of Economics & Finance, Forthcoming
Number of pages: 43 Posted: 01 Feb 2017
Thanh Huynh
Monash University - Department of Banking and Finance
Downloads 81 (372,390)

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

13.

Expectation Formation in Financial Markets: Heterogeneity and Sentiment

Number of pages: 26 Posted: 27 Nov 2019
Open University of the Netherlands - School of Management, Monash University - Department of Banking and Finance and Vrije Universiteit Amsterdam
Downloads 58 (444,860)

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14.

The Real Effects of Municipal Bond Markets: Evidence from Establishment-Level Data

Number of pages: 63 Posted: 28 Sep 2021
Thanh Huynh and Ying Xia
Monash University - Department of Banking and Finance and Monash University - Monash Business School
Downloads 4

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Municipal bond issuance, establishment employment, real effects of the primary municipal market

15.

Joining Forces: The Spillover Effects of EPA Enforcement Actions and the Role of Socially Responsible Investors

Number of pages: 88 Posted: 28 Sep 2021
Sudipto Dasgupta, Thanh Huynh and Ying Xia
Chinese University of Hong Kong, ABFER, CEPR, and ECGI, Monash University - Department of Banking and Finance and Monash University - Monash Business School
Downloads 3

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Socially responsible mutual fund, EPA enforcement, Spillover effects, Toxic emissions

16.

Customer Satisfaction and the Cost of Capital

Review of Accounting Studies, forthcoming
Posted: 17 Jan 2017 Last Revised: 21 Jul 2020
Cameron Truong, Hannah Nguyen and Thanh Huynh
Monash University, Monash University - Monash Business School - Department of Banking and Finance and Monash University - Department of Banking and Finance

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customer satisfaction, corporate reputation, cost of equity, cost of capital