Van Hoang Vu

Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing

Level 12, 239 Bourke Street

Melbourne, Victoria 3000

Australia

SCHOLARLY PAPERS

6

DOWNLOADS

965

SSRN CITATIONS

12

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Empirical Test on the Liquidity-Adjusted Capital Asset Pricing Model

2014 Financial Markets & Corporate Governance Conference, Pacific-Basin Finance Journal, Vol. 35, 2015
Number of pages: 30 Posted: 30 Jan 2014 Last Revised: 30 Mar 2021
Van Hoang Vu, Daniel Chai and Viet Do
Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing, Monash University and Monash University - Department of Accounting
Downloads 294 (190,832)
Citation 1

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Liquidity; Liquidity risk; Asset pricing; Asymmetric Liquidity Risk.

2.

Pension Deficits and the Design of Private Debt Contracts

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 59 Posted: 29 Mar 2018
Monash University - Monash University Malaysia, Monash University - Department of Banking and Finance and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 220 (254,241)
Citation 3

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The Information Content of Special Orders

Pacific-Basin Finance Journal, Forthcoming, FIRN Research Paper No. 2786185
Number of pages: 37 Posted: 05 Jun 2016
Huu Nhan Duong, Paul Lajbcygier and Van Hoang Vu
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 141 (375,048)

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Fill-and-Kill orders, All-or-Nothing orders, Institutional Investors, Price Impact, High Frequency Trading

The Information Content of Special Orders

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 34 Posted: 01 Feb 2016
Huu Nhan Duong, Paul Lajbcygier and Van Hoang Vu
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 50 (722,261)

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Fill-and-Kill orders, All-or-Nothing orders, Institutional Investors, Price Impact, High Frequency Trading

4.

The Overhang Cost of Long and Short Term Debt in the Presence of Default Risk

26th Australasian Finance and Banking Conference 2013
Number of pages: 45 Posted: 19 Aug 2013 Last Revised: 09 Dec 2013
Van Hoang Vu, Christine A. Brown and Daniel Chai
Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing, Department of Banking and Finance and Monash University
Downloads 119 (426,574)
Citation 1

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corporate finance, agency conflicts, debt overhang, debt maturity, financial distress

5.

The Effect of Anonymity on Price Efficiency: Evidence from the Removal of Broker Identities

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 33 Posted: 13 Jul 2018
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance, Monash University and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 72 (590,811)
Citation 1

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Broker Identities, Price Discovery, Anonymity

6.

The Impact of Bank Loan Announcements on Stock Liquidity

International Review of Economics & Finance, Forthcoming, IREF-D-22-00293
Number of pages: 50 Posted: 07 May 2022 Last Revised: 16 May 2023
Thu Phuong Pham, Harminder Singh and Van Hoang Vu
Curtin University, Deakin University - School of Accounting, Economics and Finance and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 69 (604,745)

Abstract:

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Loans announcements, Stock liquidity, Transaction costs, Corporate decisions