Ngoc-Khanh Tran

Finance Dept., Pamplin College of Business, Virginia Tech

Assistant Prof. of Finance

1016 Pamplin Hall (0221)

Blacksburg, VA 24060-0221

United States

http://https://www.nktran.com/

Olin Business School- Washington University in St. Louis

One Brookings Dr, Campus Box 1133

St. Louis, MO 63130

United States

http://https://www.nktran.com/

  • Finance Dept., Pamplin College of Business, Virginia Tech

  • Olin Business School- Washington University in St. Louis

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 18,652

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42

CROSSREF CITATIONS

14

Scholarly Papers (14)

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1.

Market Timing and Predictability in FX Markets

HKUST Finance Symposium 2016: Active Investing and Arbitrage Capital, 29th Australasian Finance and Banking Conference 2016
Number of pages: 51 Posted: 20 Jun 2016 Last Revised: 14 Feb 2022
Thomas Andreas Maurer, Thuy Duong To and Ngoc-Khanh Tran
The University of Hong Kong, University of New South Wales, Sydney and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 1,253 (22,596)
Citation 3

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Market Timing, Predictability, Foreign Exchange, Currency, Carry Trade, Mean-Variance, Estimation Error, Principal Component

2.

Rare Disasters and Risk Sharing with Heterogeneous Beliefs

Downloads 849 ( 39,415)
Citation 17

Rare Disasters and Risk Sharing with Heterogeneous Beliefs

AFA 2011 Denver Meetings Paper
Number of pages: 49 Posted: 18 Mar 2010 Last Revised: 02 Sep 2013
Hui Chen, Scott Joslin and Ngoc-Khanh Tran
Massachusetts Institute of Technology, University of Southern California - Department of Finance and Business Economics and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 805 (41,802)
Citation 17

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Rare Disasters and Risk Sharing with Heterogeneous Beliefs

NBER Working Paper No. w16035
Number of pages: 52 Posted: 04 Jun 2010 Last Revised: 25 Apr 2022
Hui Chen, Scott Joslin and Ngoc-Khanh Tran
Massachusetts Institute of Technology, University of Southern California - Department of Finance and Business Economics and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 44 (552,194)

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3.

Pricing Risks across Currency Denominations

UNSW Business School Research Paper No. 2015 BFIN 06, FIRN Research Paper No. 2589545
Number of pages: 74 Posted: 05 Apr 2015 Last Revised: 06 Sep 2018
Thomas Andreas Maurer, Thuy Duong To and Ngoc-Khanh Tran
The University of Hong Kong, University of New South Wales, Sydney and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 415 (97,530)
Citation 4

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Currency risks, carry trades, stochastic discount factor, principal components

4.

The Hirshleifer Effect in a Dynamic Setting

Number of pages: 59 Posted: 20 Apr 2015 Last Revised: 02 Aug 2018
Thomas Andreas Maurer and Ngoc-Khanh Tran
The University of Hong Kong and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 208 (199,596)

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Hirshleifer Effect, Disagreement, Welfare Value of Information, Incomplete Markets

5.

Entangled Risks in Incomplete FX Markets

Journal of Financial Economics (JFE), Vol. 142, No. 1, 2021
Number of pages: 48 Posted: 02 Dec 2015 Last Revised: 18 Jan 2022
Thomas Andreas Maurer and Ngoc-Khanh Tran
The University of Hong Kong and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 195 (211,751)
Citation 10

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Incomplete Markets, Exchange Rate, Entangled Risks, Jump Risks, International Correlation Puzzle

6.

Pricing Implications of Covariances and Spreads in Currency Markets

Number of pages: 73 Posted: 26 Apr 2018 Last Revised: 25 Oct 2018
Thomas Andreas Maurer, Thuy Duong To and Ngoc-Khanh Tran
The University of Hong Kong, University of New South Wales, Sydney and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 181 (225,976)
Citation 1

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Foreign Exchange, Carry, Forward Discount, Spread Adjustment, Covariance Adjustment, Mean-Variance, Factor Pricing Model, Predictability

7.

Incomplete Asset Market View of the Exchange Rate Determination

Number of pages: 60 Posted: 12 Dec 2016 Last Revised: 04 Mar 2018
Thomas Andreas Maurer and Ngoc-Khanh Tran
The University of Hong Kong and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 131 (293,681)
Citation 7

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Exchange Rates, Incomplete Markets, Risk Entanglement, International Correlations, Asset Market View

8.

Cheap TIPS or Expensive Inflation Swaps? Mispricing in Real Asset Markets

Number of pages: 66 Posted: 09 Feb 2019 Last Revised: 10 Apr 2019
Thuy Duong To and Ngoc-Khanh Tran
University of New South Wales, Sydney and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 97 (362,043)
Citation 1

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Inflation, TIPS, Swap, Liquidity, Mispricing

9.

Loss Sequencing in Banking Networks: Threatened Banks As Strategic Dominoes

HKS Working Paper No. 16-030, Finance Down Under 2017 Building on the Best from the Cellars of Finance
Number of pages: 57 Posted: 26 Aug 2016 Last Revised: 08 May 2018
Ngoc-Khanh Tran, Thao Vuong and Richard J. Zeckhauser
Finance Dept., Pamplin College of Business, Virginia Tech, Washington University in St. Louis - John M. Olin Business School and Harvard University - Harvard Kennedy School (HKS)
Downloads 85 (392,778)

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Banking Network, Cascades, Bailouts, Liquidations, Loss Sequence

10.

Public Information and Risk-Sharing in a Pure-Exchange Economy

Number of pages: 68 Posted: 07 Feb 2014 Last Revised: 02 Jun 2016
Thomas Andreas Maurer and Ngoc-Khanh Tran
The University of Hong Kong and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 68 (444,884)
Citation 1

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information, welfare, risk sharing, timing of uncertainty resolution, asset pricing, general equilibrium

11.

The Functional Stochastic Discount Factor

Number of pages: 50 Posted: 28 May 2019
Ngoc-Khanh Tran
Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 50 (513,965)

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Stochastic Discount Factor, Dynamic Term Structure Models, Linear Generating Processes, Forward Premium Puzzle

12.

Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing

Number of pages: 69 Posted: 17 Jun 2019 Last Revised: 19 Feb 2020
Thuy Duong To and Ngoc-Khanh Tran
University of New South Wales, Sydney and Finance Dept., Pamplin College of Business, Virginia Tech
Downloads 39 (566,132)

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Nontraded output risk, Exchange rate, Currency carry trade, Interest rate

13.

The Behavior of Savings and Asset Prices When Preferences and Beliefs are Heterogeneous

NBER Working Paper No. w17199
Number of pages: 67 Posted: 11 Jul 2011 Last Revised: 31 Dec 2021
Ngoc-Khanh Tran and Richard J. Zeckhauser
Finance Dept., Pamplin College of Business, Virginia Tech and Harvard University - Harvard Kennedy School (HKS)
Downloads 24 (656,495)

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14.

Recovery and Consistency

Number of pages: 74 Posted: 19 May 2022
Ngoc-Khanh Tran and Shixiang Xia
Finance Dept., Pamplin College of Business, Virginia Tech and Hong Kong Polytechnic University
Downloads 6 (805,320)

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Recovery, Inconsistency, Specification