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

11

DOWNLOADS
Rank 20,779

SSRN RANKINGS

Top 20,779

in Total Papers Downloads

3,394

SSRN CITATIONS
Rank 12,398

SSRN RANKINGS

Top 12,398

in Total Papers Citations

45

CROSSREF CITATIONS

51

Scholarly Papers (11)

1.

Opioid Crisis Effects On Municipal Finance

Number of pages: 83 Posted: 12 Sep 2019 Last Revised: 16 Apr 2021
Pennsylvania State University - Department of Finance, University of Georgia, Pennsylvania State University - Smeal College of Business and University of Nevada, Las Vegas
Downloads 831 (40,512)
Citation 7

Abstract:

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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 573 (65,902)
Citation 34

Abstract:

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

3.

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
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 491 (80,021)
Citation 26

Abstract:

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

4.
Downloads 243 ( 81,999)
Citation 26

How Do Treasury Dealers Manage Their Positions?

FRB of New York Staff Report No. 299, Rev. March 2022
Number of pages: 61 Posted: 13 Sep 2007 Last Revised: 23 Mar 2022
Federal Reserve Bank of New York, Federal Reserve Bank of New York and Pennsylvania State University - Smeal College of Business
Downloads 243 (171,410)
Citation 10

Abstract:

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

5.

Investor Attention and Municipal Bond Returns

Number of pages: 59 Posted: 20 Sep 2017 Last Revised: 11 Sep 2021
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 403 (100,651)

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

6.

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 278 (150,476)
Citation 2

Abstract:

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

7.

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

Number of pages: 72 Posted: 19 Oct 2018 Last Revised: 31 Mar 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 230 (182,074)
Citation 2

Abstract:

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municipal markets; financial guaranty; insurance value; asymmetric information

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 156 (255,647)
Citation 13

Abstract:

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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

FRB of New York Staff Report No. 886 (2019), Rev. April 2022
Number of pages: 59 Posted: 23 Apr 2019 Last Revised: 06 Apr 2022
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 80 (406,192)
Citation 1

Abstract:

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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
Brandeis University and Pennsylvania State University - Smeal College of Business
Downloads 73 (427,641)

Abstract:

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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 36 (581,095)
Citation 2

Abstract:

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