Toan M. Pham

UNSW Australia Business School, School of Banking and Finance

Sydney, NSW 2052

Australia

  • UNSW Australia Business School, School of Banking and Finance

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SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Exchange Rate Volatility and its Impact on the Transaction Costs of Covered Interest Rate Parity

Japan and the World Economy, Vol. 16, pp.503-525, 2004
Number of pages: 36 Posted: 20 Oct 2003
Ramaprasad Bhar, Toan M. Pham and Suk-Joong Kim
UNSW, Risk and Actuarial Studies, UNSW Australia Business School, School of Banking and Finance and The University of Sydney Business School
Downloads 365 (127,824)
Citation 1

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Deviations from CIP, Markov regime shifting probabilities

2.

Ex-Dividend Day Behaviour in the Absence of Taxes and Price Discreteness

International Review of Finance, Vol. 8, pp. 103-123, Second Singapore International Conference on Finance 2008
Posted: 15 Feb 2008 Last Revised: 19 Jul 2010
Khamis Al-Yahyaee, Toan M. Pham and Terry S. Walter
Sultan Qaboos University, UNSW Australia Business School, School of Banking and Finance and University of Sydney

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dividends, bid-ask spread, tax effects, market microstructure, tick size