Lai T. Hoang

Monash University - Monash Centre for Financial Studies

13/f 30 Collin Street

Melbourne, 3000

Australia

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 20,062

SSRN RANKINGS

Top 20,062

in Total Papers Downloads

3,929

SSRN CITATIONS
Rank 39,197

SSRN RANKINGS

Top 39,197

in Total Papers Citations

18

CROSSREF CITATIONS

1

Scholarly Papers (20)

1.

How Stable Are Stablecoins?

The European Journal of Finance (forthcoming)
Number of pages: 35 Posted: 02 Mar 2020 Last Revised: 15 Jun 2021
Lai T. Hoang and Dirk G. Baur
Monash University - Monash Centre for Financial Studies and University of Western Australia - Business School
Downloads 792 (47,914)
Citation 1

Abstract:

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stablecoins; Bitcoin; cryptocurrencies; Tether; financial stability; safe assets

2.

Is Bitcoin a Hedge? How Extreme Volatility Can Destroy the Hedge Property

Finance Research Letters, Forthcoming
Number of pages: 27 Posted: 20 Sep 2021 Last Revised: 22 Jan 2022
Dirk G. Baur, Lai T. Hoang and Md Zakir Hossain
University of Western Australia - Business School, Monash University - Monash Centre for Financial Studies and The University of Western Australia
Downloads 456 (96,614)

Abstract:

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Bitcoin, hedge, portfolio diversifier

3.

Forecasting Bitcoin Volatility: Evidence from the Options Market

Journal of Futures Markets, Forthcoming
Number of pages: 41 Posted: 09 Apr 2020 Last Revised: 08 Jun 2020
Lai T. Hoang and Dirk G. Baur
Monash University - Monash Centre for Financial Studies and University of Western Australia - Business School
Downloads 322 (143,079)

Abstract:

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Bitcoin, Bitcoin Options Market, Implied Volatility, Forecasting, Realized Volatility

4.

The Bitcoin Gold Correlation Puzzle

Journal of Behavioral and Experimental Finance, forthcoming
Number of pages: 19 Posted: 23 Jul 2021 Last Revised: 22 Jan 2022
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and Monash University - Monash Centre for Financial Studies
Downloads 292 (158,518)

Abstract:

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Bitcoin, gold, correlation, similarity, narrative, substitution, catching up

5.

Loaded for Bear: Bitcoin Private Wallets, Exchange Reserves and Prices

Journal of Banking and Finance, Forthcoming
Number of pages: 61 Posted: 04 Sep 2021 Last Revised: 25 Jul 2022
Lai T. Hoang and Dirk G. Baur
Monash University - Monash Centre for Financial Studies and University of Western Australia - Business School
Downloads 261 (177,797)

Abstract:

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blockchain; bitcoin; exchange reserves; price pressure; on-chain transactions; off-chain transactions

6.

Ownership Structure and Firm Performance Improvement: Does It Matter in the Vietnamese Stock Market?

Economic Papers: A journal of applied economics and policy, Vol. 36, No. 4, December 2017, 416-428
Number of pages: 22 Posted: 16 Aug 2016 Last Revised: 26 Mar 2018
Lai T. Hoang, Cuong Nguyen and Baiding Hu
Monash University - Monash Centre for Financial Studies, Lincoln University (NZ) and Lincoln University (NZ)
Downloads 245 (189,315)
Citation 1

Abstract:

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ownership structure, managerial ownership, block ownership, state ownership, firm performance

7.

A Crypto Safe Haven Against Bitcoin

Number of pages: 15 Posted: 23 Sep 2019 Last Revised: 14 Nov 2022
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and Monash University - Monash Centre for Financial Studies
Downloads 222 (208,111)
Citation 13

Abstract:

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Bitcoin, Tether, Cryptocurrencies, Stablecoins, Safe Haven

8.

The Gold Exposure of Institutional Investors

Number of pages: 51 Posted: 17 Aug 2021
Dirk G. Baur, Lai T. Hoang and Lorenzo Casavecchia
University of Western Australia - Business School, Monash University - Monash Centre for Financial Studies and University of Technology Sydney
Downloads 204 (225,139)

Abstract:

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Gold, institutional investors, portfolio diversification, safe haven

9.

Institutional Trading around Firms’ Negative ESG Incidents

Number of pages: 49 Posted: 22 Nov 2019 Last Revised: 04 Oct 2020
Monash University - Monash Centre for Financial Studies, Australian National University (ANU)Financial Research Network (FIRN), The University of Western Australia and The University of Sydney
Downloads 190 (239,888)
Citation 1

Abstract:

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Institutional trading; Negative ESG incidents; Corporate social responsibility (CSR); ANcerno; Sustainalytics

10.

Cryptocurrencies are Not Immune to Coronavirus: Evidence from Investor Fear

Number of pages: 41 Posted: 04 Feb 2021 Last Revised: 06 Jun 2021
Lai T. Hoang and Dirk G. Baur
Monash University - Monash Centre for Financial Studies and University of Western Australia - Business School
Downloads 173 (260,371)
Citation 2

Abstract:

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cryptocurrencies, bitcoin, coronavirus, pandemic, Google Trends

11.

Bank Risk Behavior and Board Composition: Evidence from Vietnam

Number of pages: 22 Posted: 27 Mar 2018 Last Revised: 22 Sep 2018
Lai T. Hoang, Cuong Nguyen and Van Le
Monash University - Monash Centre for Financial Studies, Lincoln University (NZ) and The University of Newcastle
Downloads 122 (344,023)
Citation 1

Abstract:

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bank risk-taking behavior, board composition, PhD, female, age

12.

The Anatomy of Cryptocurrency Connectedness

Number of pages: 42 Posted: 12 Mar 2022
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and Monash University - Monash Centre for Financial Studies
Downloads 121 (346,099)

Abstract:

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cryptocurrencies, Bitcoin, spillovers, connectedness

13.

Dissecting Financial Connectedness in Spillovers and Correlations

Number of pages: 53 Posted: 12 Aug 2020 Last Revised: 04 Jan 2022
Lai T. Hoang and Dirk G. Baur
Monash University - Monash Centre for Financial Studies and University of Western Australia - Business School
Downloads 105 (382,357)

Abstract:

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spillovers, contemporaneous correlations, VAR, COVID-19, market efficiency, financial contagion

14.

Sustainable Institutional Investment in the COVID-19 Pandemic

Australian Journal of Management, Forthcoming
Number of pages: 57 Posted: 10 Jun 2021 Last Revised: 22 Jan 2022
Lai T. Hoang and Joey (Wenling) Yang
Monash University - Monash Centre for Financial Studies and The University of Western Australia
Downloads 95 (408,667)

Abstract:

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institutional investors, coronavirus, COVID-19, pandemic, ESG, socially responsible investment, downside risk

15.

Strategic trading by insiders in the presence of institutional investors

Journal of Financial Markets, Forthcoming
Number of pages: 67 Posted: 16 Apr 2021 Last Revised: 13 Dec 2022
Monash University - Monash Centre for Financial Studies, Australian National University (ANU)Financial Research Network (FIRN) and The University of Western Australia
Downloads 79 (457,307)

Abstract:

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Insider trading; Institutional trading; Information competition; Liquidity competition; Broker channel; Proximity channel

16.

Multiple-Market Trading and Overnight Price Discovery: Evidence From American Depository Receipts

Number of pages: 20 Posted: 09 Aug 2021
Lai T. Hoang
Monash University - Monash Centre for Financial Studies
Downloads 73 (478,174)

Abstract:

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American Depository Receipts (ADRs, overnight price discovery, price efficiency, around-the-clock trading, trading mechanisms

17.

Nominal Price Anomaly in Emerging Markets: Risk or Mispricing?

Number of pages: 21 Posted: 23 Sep 2018 Last Revised: 21 Jan 2020
Lai T. Hoang
Monash University - Monash Centre for Financial Studies
Downloads 63 (516,563)
Citation 1

Abstract:

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nominal price anomaly, irrational behaviour, market efficiency, Vietnamese stock market

18.

Spillovers and Asset Allocation

Number of pages: 57 Posted: 05 Jun 2019 Last Revised: 05 Oct 2020
Lai T. Hoang and Dirk G. Baur
Monash University - Monash Centre for Financial Studies and University of Western Australia - Business School
Downloads 57 (542,051)

Abstract:

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spillover, return spillovers, volatility spillovers, portfolio optimization, asset allocation

19.

The Importance of Spillovers

Number of pages: 41 Posted: 30 Nov 2021
Dirk G. Baur and Lai T. Hoang
University of Western Australia - Business School and Monash University - Monash Centre for Financial Studies
Downloads 37 (645,491)

Abstract:

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spillovers, contemporaneous correlations, VAR, COVID-19, efficient markets

20.

Is Liquidity Priced in the Vietnamese Stock Market?

Hoang, L. T. and Phan, T. T. (2019), Is Liquidity Priced in the Vietnamese Stock Market?. Econ Pap. doi:10.1111/1759-3441.12249
Number of pages: 26 Posted: 16 Oct 2018 Last Revised: 29 Jun 2020
Lai T. Hoang and Trang Phan
Monash University - Monash Centre for Financial Studies and (NEU) National Economics University of Vietnam
Downloads 20 (769,507)

Abstract:

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Vietnamese Stock Market, Liquidity, Momentum, Asset Pricing Model, Fama-French Three Factors