Lai T. Hoang

Monash University - Monash Centre for Financial Studies

13/f 30 Collin Street

Melbourne, 3000

Australia

  • Monash University - Monash Centre for Financial Studies

SCHOLARLY PAPERS

20

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3,929

SSRN CITATIONS
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Top 39,197

in Total Papers Citations

18

CROSSREF CITATIONS

1

Scholarly Papers (20)

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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

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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)

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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)

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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)

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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)

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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

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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)

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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
Lai T. Hoang, Marvin Wee, Marvin Wee, Joey (Wenling) Yang and Jing Yu
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

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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

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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

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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)

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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)

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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)

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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
Lai T. Hoang, Marvin Wee, Marvin Wee and Joey (Wenling) Yang
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)

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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)

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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

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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)

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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)

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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)

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