Van Vu

Department of Economics, Finance and Marketing, La Trobe University

Melbourne, 3086

Australia

SCHOLARLY PAPERS

7

DOWNLOADS

635

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Empirical Test on the Liquidity-Adjusted Capital Asset Pricing Model

2014 Financial Markets & Corporate Governance Conference
Number of pages: 30 Posted: 30 Jan 2014 Last Revised: 30 Aug 2016
Department of Economics, Finance and Marketing, La Trobe University, Monash University and Monash University - Department of Accounting
Downloads 208 (160,048)

Abstract:

Loading...

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
La Trobe University - School of Economics and Finance, Monash University - Department of Banking and Finance and Department of Economics, Finance and Marketing, La Trobe University
Downloads 113 (265,306)
Citation 1

Abstract:

Loading...

The Information Content of Special Orders

Pacific-Basin Finance Journal, Forthcoming, FIRN Research Paper No. 2786185
Number of pages: 37 Posted: 05 Jun 2016
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance and Department of Economics, Finance and Marketing, La Trobe University
Downloads 94 (302,708)

Abstract:

Loading...

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
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance and Department of Economics, Finance and Marketing, La Trobe University
Downloads 7 (683,077)

Abstract:

Loading...

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
Department of Economics, Finance and Marketing, La Trobe University, Department of Banking and Finance and Monash University
Downloads 84 (322,419)
Citation 1

Abstract:

Loading...

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

5.

Do banks learn from financial markets? Evidence from loan contract pricing

Number of pages: 52 Posted: 23 May 2018 Last Revised: 23 Jun 2020
Monash University - Department of Banking and Finance, University of Hawaii at Manoa - Shidler College of Business and Department of Economics, Finance and Marketing, La Trobe University
Downloads 65 (372,338)

Abstract:

Loading...

Short selling; Feedback effect; Information spillover; Syndicated loans; Bank loan costs

6.

The Real Effects of Corporate Social Irresponsibility: Evidence from Negative ESG Incidents

Number of pages: 43 Posted: 09 Jun 2020 Last Revised: 19 Jun 2020
The University of Western Australia - Department of Accounting and Finance, Monash University - Monash Business School - Department of Banking and Finance and Department of Economics, Finance and Marketing, La Trobe University
Downloads 34 (487,860)

Abstract:

Loading...

ESG; CSR; corporate decision making; investment decisions; financing decisions; cash holdings

7.

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 Department of Economics, Finance and Marketing, La Trobe University
Downloads 30 (507,732)

Abstract:

Loading...

Broker Identities, Price Discovery, Anonymity