Giang Nguyen

Pennsylvania State University - Smeal College of Business

Associate Professor of Finance

University Park, PA 16802

United States

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

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 18,907

SSRN RANKINGS

Top 18,907

in Total Papers Downloads

5,027

SSRN CITATIONS
Rank 8,783

SSRN RANKINGS

Top 8,783

in Total Papers Citations

139

CROSSREF CITATIONS

53

Scholarly Papers (12)

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
Pennsylvania State University - Department of Finance, University of Georgia, Pennsylvania State University - Smeal College of Business and University of Tennessee
Downloads 1,183 (33,893)
Citation 7

Abstract:

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

2.
Downloads 445 (63,377)
Citation 34

How Do Treasury Dealers Manage Their Positions?

FRB of New York Staff Report No. 299, Rev. March 2024
Number of pages: 79 Posted: 13 Sep 2007 Last Revised: 02 Apr 2024
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Independent
Downloads 445 (120,903)
Citation 10

Abstract:

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

3.

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 648 (76,992)
Citation 51

Abstract:

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

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
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 553 (93,925)
Citation 32

Abstract:

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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 514 (102,875)
Citation 13

Abstract:

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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 399 (138,657)
Citation 2

Abstract:

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municipal markets; financial guaranty; insurance value; asymmetric information

7.

An Anatomy of Cryptocurrency Sentiment

Number of pages: 46 Posted: 10 Jul 2023
Pennsylvania State University - Smeal College of Business, Pennsylvania State University, Pennsylvania State University - Smeal College of Business and Pennsylvania State University
Downloads 388 (143,063)

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cryptocurrencies, sentiment, return, volatility, social media, market exuberance

8.

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 314 (179,987)
Citation 2

Abstract:

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

9.

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 192 (291,264)
Citation 18

Abstract:

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

10.

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
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 176 (314,652)
Citation 6

Abstract:

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

11.

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 148 (364,334)

Abstract:

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

12.

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 67 (620,396)
Citation 2

Abstract:

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