Cameron Truong

Monash University

Wellington Road

Victoria, Roodepoort 3145

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

21

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CITATIONS
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33

Scholarly Papers (21)

Options Trading Volume and Stock Price Response to Earnings Announcements

Finance and Corporate Governance Conference 2010 Paper
Number of pages: 48 Posted: 23 Nov 2009
Charles J. Corrado and Cameron Truong
Deakin University - School of Accounting, Economics & Finance and Monash University
Downloads 342 (69,598)

Abstract:

Options, Trading Volume, Earnings Announcement, Stock Price

Options Trading Volume and Stock Price Response to Earnings Announcements

Australian Centre for Financial Studies - Finsia Banking and Finance Conference 2010
Number of pages: 54 Posted: 02 Jun 2010 Last Revised: 14 Jun 2010
Cameron Truong and Charles J. Corrado
Monash University and Deakin University - School of Accounting, Economics & Finance
Downloads 239 (103,518)

Abstract:

Options, Trading Volume, Earnings Announcement, Stock Price

2.

Event Day 0? After-hours Earnings Announcements

Number of pages: 39 Posted: 23 Jun 2005
Henk Berkman and Cameron Truong
University of Auckland - Business School and Monash University
Downloads 542 (37,278)
Citation 25

Abstract:

Event studies, earnings announcements, Compustat

3.

Conducting Event Studies With Asia-Pacific Security Market Data

Number of pages: 42 Posted: 07 Dec 2005
Charles J. Corrado and Cameron Truong
Deakin University - School of Accounting, Economics & Finance and Monash University
Downloads 396 (56,224)
Citation 5

Abstract:

Asia-Pacific stock markets, event study methods, Monte Carlo simulations

Delayed Price Discovery and Momentum Strategies: Evidence from Vietnam

Number of pages: 37 Posted: 02 May 2007
Monash University, T.A. PAI Management Institute, Finance Area and Ho Chi Minh City Securities Trading Centre
Downloads 220 (112,558)
Citation 1

Abstract:

Momentum, Turnover Ratio, Past Returns, Price Limits, Vietnam

Delayed Price Discovery and Momentum Strategies: Evidence from Vietnam

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 37 Posted: 23 Aug 2007
T.A. PAI Management Institute, Finance Area, Ho Chi Minh City Securities Trading Centre and Monash University
Downloads 127 (184,090)
Citation 1

Abstract:

Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 47 Posted: 10 Oct 2010
Macquarie University, Bentley University - Department of Accountancy, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 199 (124,284)

Abstract:

Individualism, Uncertainty Avoidance, and Earnings Momentum in International Markets

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 47 Posted: 01 Dec 2010
Macquarie University, Bentley University - Department of Accountancy, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 112 (202,609)

Abstract:

post-earnings announcement drift, individualism, earnings momentum, uncertainty avoidance, culture

6.

National Culture and Corporate Cash Holdings around the World

Journal of Banking and Finance, Vol. 50, 2015
Number of pages: 55 Posted: 02 Jan 2012 Last Revised: 15 May 2017
Hong Kong Polytechnic University - Faculty of Business, Macquarie University, University of Hawaii - Shidler College of Business, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 258 (70,629)

Abstract:

Cash holdings; National culture; Individualism; Uncertainty avoidance

7.

Individualism, Uncertainty Avoidance and the Profitability of Momentum Strategies in International Markets

Number of pages: 65 Posted: 02 Apr 2010 Last Revised: 22 Apr 2010
Macquarie University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 202 (112,487)

Abstract:

Post-earnings announcement drift, Individualism, Price momentum, Earnings Momentum, Uncertainty avoidance, Culture

8.

Options Trading and Stock Price Crash Risk

Number of pages: 43 Posted: 09 May 2014 Last Revised: 16 Sep 2014
Monash University, Monash University, Hong Kong Polytechnic University - Faculty of Business and Monash University
Downloads 196 (67,588)

Abstract:

crash risk, options trading

9.

Is Trading on Earnings Surprises a Profitable Strategy? Canadian Evidence

Number of pages: 35 Posted: 13 Mar 2011
Mark Chudek, Cameron Truong and Madhu Veeraraghavan
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 194 (90,356)

Abstract:

post-earnings announcement drift, earnings surprise, revenue surprise, arbitrage risk

Options Trading and the Extent that Stock Prices Lead Future Earnings Information

Finance and Corporate Governance Conference, 2011, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 44 Posted: 01 Dec 2010 Last Revised: 02 Aug 2011
Cameron Truong
Monash University
Downloads 113 (201,310)
Citation 1

Abstract:

Options Trading and the Extent that Stock Prices Lead Future Earnings Information

Number of pages: 44 Posted: 02 Dec 2010
Cameron Truong
Monash University
Downloads 60 (299,562)
Citation 1

Abstract:

Options Trading, Stock Prices, Earnings, Informational Efficiency

Options Trading and the Extent that Stock Prices Lead Future Earnings Information

Journal of Business Finance & Accounting, Vol. 39, Issue 7‐8, pp. 960-996, 2012,
Number of pages: 37 Posted: 26 Oct 2012
Cameron Truong
Monash University
Downloads 1 (564,477)
Citation 1

Abstract:

options trading, stock prices, earnings, informational efficiency

Strategic Timing of Earnings Announcements?

Number of pages: 31 Posted: 10 Aug 2007
Cameron Truong
Monash University
Downloads 167 (146,192)

Abstract:

Strategic, Earnings Announcements

Strategic Timing of Earnings Announcements?

Accounting & Finance, Vol. 50, No. 3, pp. 719-738, September 2010
Number of pages: 20 Posted: 24 Aug 2010
Cameron Truong
Monash University
Downloads 2 (554,355)

Abstract:

Earnings Announcement Idiosyncratic Volatility and the Cross-Section of Stock Returns

FIRN Research Paper No. 2718753
Number of pages: 50 Posted: 21 Jan 2016
Cameron Truong
Monash University
Downloads 85 (245,166)

Abstract:

Earnings Announcement Idiosyncratic Volatility and the Cross-Section of Stock Returns

Number of pages: 50 Posted: 06 Feb 2016
Cameron Truong
Monash University
Downloads 43 (350,063)

Abstract:

Earnings Announcement Idiosyncratic Volatility and the Cross-Section of Stock Returns

2016 Financial Markets and Corporate Governance
Number of pages: 50 Posted: 22 Dec 2015
Cameron Truong
Monash University
Downloads 21 (447,648)

Abstract:

Stock returns; idiosyncratic volatility; earnings announcements

13.

Informed Options Trading Prior to Takeovers – Does the Regulatory Environment Matter?

Journal of International Financial Markets, Institutions and Money, Vol. 27, No. 1, 2013
Number of pages: 38 Posted: 09 Jan 2011 Last Revised: 13 May 2014
Deakin University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 134 (165,019)
Citation 1

Abstract:

Takeovers, Informed trading, Market efficiency, Market regulation

14.

Post-Earnings Announcement Drift: Evidence from the Corporate Bond Market

25th Australasian Finance and Banking Conference 2012
Number of pages: 55 Posted: 20 Aug 2012 Last Revised: 26 Nov 2012
Xiaoting Wei, Cameron Truong and Madhu Veeraraghavan
Monash University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 130 (166,864)

Abstract:

The January Effect, Does Options Trading Matter?

Number of pages: 26 Posted: 02 Aug 2011
Cameron Truong
Monash University
Downloads 74 (266,917)

Abstract:

Options Trading, January Effect, Informational Efficiency

The January Effect, Does Options Trading Matter?

Australian Journal of Management, Vol. 38, No. 1, 2013
Posted: 19 Apr 2013 Last Revised: 02 May 2013
Cameron Truong
Monash University

Abstract:

January effect, informational efficiency, options trading

16.

Stock Market Efficiency with Respect to a New Measure of Earnings News

22nd Australasian Finance and Banking Conference 2009
Number of pages: 44 Posted: 18 Aug 2009
Cameron Truong
Monash University
Downloads 70 (272,725)

Abstract:

17.

Cash Holdings and Bond Returns Around Takeovers

International Review of Financial Analysis 46, 1-11, July 2016 Forthcoming
Number of pages: 43 Posted: 01 May 2014 Last Revised: 06 Jun 2016
Deakin University, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 41 (256,165)

Abstract:

Takeovers, Cash Holdings, Agency Conflicts, Financial Constraints, Shareholder Power

18.

Information Content of Earnings Announcements in the New Zealand Equity Market, a Longitudinal Analysis

Accounting & Finance, Vol. 52, pp. 403-432, 2012
Number of pages: 30 Posted: 06 Oct 2012
Cameron Truong
Monash University
Downloads 1 (536,520)

Abstract:

Abnormal return variance, Abnormal trading volume, Earnings announcements, Information content

19.

Corporate Bond Price Reactions to Dividend Changes

29th Australasian Finance and Banking Conference 2016
Number of pages: 39 Posted: 22 Aug 2016 Last Revised: 16 May 2017
Xiaoting Wei, Cameron Truong and Viet Minh Do
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Monash University and Monash University - Department of Accounting
Downloads 0 (331,341)

Abstract:

corporate bond, dividend announcement, information content hypothesis, wealth transfer hypothesis

20.

Information in the Tails of the Distribution of Analysts’ Quarterly Earnings Forecasts

Financial Analysts Journal, Forthcoming
Number of pages: 40 Posted: 18 May 2016
Philip B. Shane, Cameron Truong and Qiuhong Zhao
College of William & Mary, Monash University and Texas A&M University - College of Business
Downloads 0 (168,834)

Abstract:

earnings news, tail earnings forecasts, market efficiency, post-earnings announcement drift

21.

CEO Risk‐Taking Incentives and the Cost of Equity Capital

Journal of Business Finance & Accounting, Vol. 42, Issue 7-8, pp. 915-946, 2015
Number of pages: 32 Posted: 22 Oct 2015
Yangyang Chen, Cameron Truong and Madhu Veeraraghavan
Hong Kong Polytechnic University - Faculty of Business, Monash University and T.A. PAI Management Institute, Finance Area
Downloads 0 (549,040)

Abstract:

executive compensation, deltas, vegas, implied cost of equity capital