Giang Nguyen

Pennsylvania State University - Smeal College of Business

Assistant Professor of Finance

University Park, PA 16802

United States

http://directory.smeal.psu.edu/gxn13

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 27,341

SSRN RANKINGS

Top 27,341

in Total Papers Downloads

1,765

SSRN CITATIONS
Rank 17,298

SSRN RANKINGS

Top 17,298

in Total Papers Citations

14

CROSSREF CITATIONS

36

Scholarly Papers (9)

1.

The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform

Journal of Financial Markets, Vol. 40, No. September, 2018
Number of pages: 54 Posted: 31 Jul 2009 Last Revised: 30 Oct 2018
Michael J. Fleming, Bruce Mizrach and Giang Nguyen
Federal Reserve Bank of New York, Rutgers University, Department of Economics and Pennsylvania State University - Smeal College of Business
Downloads 540 (52,319)
Citation 17

Abstract:

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microstructure, Treasury market, bid-ask spread, price impact, information

2.

Liquidity and Volatility in the U.S. Treasury Market

Journal of Econometrics, Forthcoming, FRB of New York Staff Report No. 590, UNC Kenan-Flagler Research Paper No. 2013-20
Number of pages: 55 Posted: 02 Jan 2013 Last Revised: 14 Nov 2018
Pennsylvania State University - Smeal College of Business, New York University - Leonard N. Stern School of Business - Department of Economics, Federal Reserve Bank of New York and University of North Carolina Kenan-Flagler Business School
Downloads 420 (71,457)
Citation 24

Abstract:

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liquidity, Treasury market, limit order book, financial crisis, volatility, announcement

3.

Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange

Kenan Institute of Private Enterprise Research Paper No. 18-31
Number of pages: 49 Posted: 19 Oct 2018
Eric Ghysels and Giang Nguyen
University of North Carolina Kenan-Flagler Business School and Pennsylvania State University - Smeal College of Business
Downloads 183 (170,950)
Citation 3

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Bitcoin, cryptocurrency, price discovery, liquidity, price impact, limit order book market, adverse selection, learning

4.

Investor Attention and Municipal Bond Returns

Number of pages: 54 Posted: 20 Sep 2017 Last Revised: 16 Feb 2020
Pennsylvania State University - Department of Finance, University of Georgia and Pennsylvania State University - Smeal College of Business
Downloads 168 (184,240)

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Market segmentation, market efficiency, municipal bonds, bond return indices, bond insurance, investor attention

5.

Opioid Crisis Effects On Municipal Finance

Number of pages: 60 Posted: 12 Sep 2019 Last Revised: 24 Oct 2019
Pennsylvania State University - Department of Finance, University of Georgia, Pennsylvania State University - Smeal College of Business and Pennsylvania State University - Department of Finance
Downloads 158 (194,199)
Citation 3

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Opioid crisis, Opioid mortality, Municipal markets, Municipal bond rating, Public finance

6.

Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market

Forthcoming in Review of Asset Pricing Studies
Number of pages: 56 Posted: 11 Aug 2013 Last Revised: 30 Oct 2018
Michael J. Fleming and Giang Nguyen
Federal Reserve Bank of New York and Pennsylvania State University - Smeal College of Business
Downloads 138 (217,044)
Citation 9

Abstract:

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dark pool, liquidity, price impact, information share, fixed income market

7.

The Price of Safety: The Evolution of Municipal Bond Insurance Value

Number of pages: 51 Posted: 19 Oct 2018 Last Revised: 07 Oct 2019
Pennsylvania State University - Department of Finance, University of Georgia and Pennsylvania State University - Smeal College of Business
Downloads 88 (298,306)
Citation 3

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bond insurance, municipal bonds, yield inversion, municipal market liquidity, propensity score matching IPWRA

8.

Tick Size Change and Market Quality in the U.S. Treasury Market

FRB of New York Staff Report No. 886 (2019)
Number of pages: 50 Posted: 23 Apr 2019 Last Revised: 11 Nov 2019
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 49 (405,724)

Abstract:

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tick size reduction, bid-ask spread, market liquidity, price efficiency, Treasury securities

9.

Liquidity or Volatility? Disentangling the Sources of Spillovers in Euro Area Sovereign Bond Markets

Number of pages: 56 Posted: 19 Oct 2018
Giang Nguyen
Pennsylvania State University - Smeal College of Business
Downloads 21 (534,723)

Abstract:

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Liquidity, Volatility, Spillovers, Sovereign Bond Markets, European Sovereign Debt Crisis