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

  • Pennsylvania State University - Smeal College of Business

SCHOLARLY PAPERS

11

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Top 20,713

in Total Papers Downloads

4,026

SSRN CITATIONS
Rank 10,159

SSRN RANKINGS

Top 10,159

in Total Papers Citations

85

CROSSREF CITATIONS

52

Scholarly Papers (11)

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1.

Opioid Crisis Effects On Municipal Finance

Review of Financial Studies, vol. 35, no. 4, 2021, pp. 2019–2066
Number of pages: 83 Posted: 12 Sep 2019 Last Revised: 28 Aug 2022
Kimberly Cornaggia, John Hund, Giang Nguyen and Zihan Ye
Pennsylvania State University - Department of Finance, University of Georgia, Pennsylvania State University - Smeal College of Business and University of Nevada, Las Vegas
Downloads 1,040 (34,711)
Citation 7

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Access to Finance, Municipal Bonds, Opioid Epidemic, Public Finance, Prescription Drug Monitoring Program

2.

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: 02 Mar 2021
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 594 (73,667)
Citation 42

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

3.

How Do Treasury Dealers Manage Their Positions?

Downloads 319 (75,740)
Citation 33

How Do Treasury Dealers Manage Their Positions?

FRB of New York Staff Report No. 299, Rev. August 2022
Number of pages: 66 Posted: 13 Sep 2007 Last Revised: 18 Aug 2022
Michael J. Fleming, Joshua V. Rosenberg and Giang Nguyen
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Pennsylvania State University - Smeal College of Business
Downloads 319 (151,338)
Citation 10

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Treasury market, dealer, positions, inventory, hedging, issuance

4.

Liquidity and Volatility in the U.S. Treasury Market

Journal of Econometrics, 217(2), 207-229. , FRB of New York Staff Report No. 590, UNC Kenan-Flagler Research Paper No. 2013-20, Kenan Institute of Private Enterprise Research Paper
Number of pages: 55 Posted: 02 Jan 2013 Last Revised: 01 Jul 2021
Giang Nguyen, Robert F. Engle, Michael J. Fleming and Eric Ghysels
Pennsylvania State University - Smeal College of Business, New York University (NYU) - Department of Finance, Federal Reserve Bank of New York and University of North Carolina Kenan-Flagler Business School
Downloads 522 (86,582)
Citation 28

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

5.

Investor Attention and Municipal Bond Returns

Journal of Financial Markets, Forthcoming
Number of pages: 59 Posted: 20 Sep 2017 Last Revised: 03 Jun 2022
Kimberly Cornaggia, John Hund and Giang Nguyen
Pennsylvania State University - Department of Finance, University of Georgia and Pennsylvania State University - Smeal College of Business
Downloads 449 (103,750)
Citation 6

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

6.

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

Management Science, forthcoming
Number of pages: 74 Posted: 19 Oct 2018 Last Revised: 27 Oct 2022
Kimberly Cornaggia, John Hund and Giang Nguyen
Pennsylvania State University - Department of Finance, University of Georgia and Pennsylvania State University - Smeal College of Business
Downloads 347 (139,265)
Citation 2

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municipal markets; financial guaranty; insurance value; asymmetric information

7.

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

Journal of Risk and Financial Management, 12(4), 164-189
Number of pages: 50 Posted: 19 Oct 2018 Last Revised: 02 Mar 2021
Eric Ghysels and Giang Nguyen
University of North Carolina Kenan-Flagler Business School and Pennsylvania State University - Smeal College of Business
Downloads 296 (164,832)
Citation 2

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

8.

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

Review of Asset Pricing Studies, 9(2), 256-295.
Number of pages: 56 Posted: 11 Aug 2013 Last Revised: 02 Mar 2021
Michael J. Fleming and Giang Nguyen
Federal Reserve Bank of New York and Pennsylvania State University - Smeal College of Business
Downloads 168 (281,914)
Citation 16

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

9.

Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market

Management Science (forthcoming). FRB of New York Staff Report No. 886 (2019), Rev. April 2022
Number of pages: 59 Posted: 23 Apr 2019 Last Revised: 26 Aug 2022
Michael J. Fleming, Giang Nguyen and Francisco Ruela
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 121 (365,760)
Citation 4

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tick size, bid-ask spread, market liquidity, price efficiency, price discovery, liquidity provision, Treasury securities, dealers, principal trading firms

10.

Electronic Bond Intermediation: Evidence from Corporate Bond ATSs

Number of pages: 41 Posted: 09 Aug 2021 Last Revised: 18 Jan 2022
Abby Kim and Giang Nguyen
affiliation not provided to SSRN and Pennsylvania State University - Smeal College of Business
Downloads 119 (370,314)

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Corporate bonds, network, centrality, liquidity provision, alternative trading systems, ATS, bond quotation, riskless principal trades

11.

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 51 (605,418)
Citation 2

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