My T. Nguyen

Washington University in St Louis, John M. Olin Business School

Postdoctoral Research Associate

Room 274 Simon Hall

Washington University in St. Louis

St. Louis, MO 63130

United States

SCHOLARLY PAPERS

7

DOWNLOADS

1,529

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (7)

1.

Signal in the Noise: Trump Tweets and the Currency Market

Number of pages: 67 Posted: 04 Jan 2021 Last Revised: 27 Nov 2023
Washington University in St. Louis - John M. Olin Business School, University of Warwick - Finance Group, Washington University in St Louis, John M. Olin Business School and Warwick Business School
Downloads 359 (155,993)
Citation 2

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Foreign exchange market, textual analysis, Trump, X (Twitter)

2.

Stablecoin Devaluation Risk

WBS Finance Group Research Paper
Number of pages: 63 Posted: 31 May 2023
University of California, Berkeley, Washington University in St Louis, John M. Olin Business School and Warwick Business School
Downloads 342 (164,443)
Citation 1

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Cryptocurrency, stablecoins, futures, bank runs, Tether, Bitcoin

3.

Fundamental Sentiment and Cryptocurrency Risk Premia

Number of pages: 85 Posted: 11 Apr 2023 Last Revised: 05 Sep 2023
Washington University in St. Louis - John M. Olin Business School, Washington University in St Louis, John M. Olin Business School and Warwick Business School
Downloads 251 (226,389)

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cryptocurrency, fundamentals, media coverage, textual analysis

U.S. Populism and Currency Risk Premia

WBS Finance Group Research Paper
Number of pages: 75 Posted: 19 Jun 2020 Last Revised: 13 Jul 2023
Washington University in St. Louis - John M. Olin Business School, University of Warwick - Finance Group, Washington University in St Louis, John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 242 (233,593)

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Populism, Foreign Exchange market, Textual Analysis

U.S. Populist Rhetoric and Currency Returns

CEPR Discussion Paper No. DP15054
Number of pages: 87 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Washington University in St. Louis - John M. Olin Business School, University of Warwick - Finance Group, Washington University in St Louis, John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 1 (1,176,265)
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Foreign exchange market, populism, textual analysis

5.

Investor Attention to News on Financial Integration and Currency Returns

Number of pages: 36 Posted: 24 Feb 2023 Last Revised: 08 May 2023
Ilias Filippou, My T. Nguyen and Mark P. Taylor
Washington University in St. Louis - John M. Olin Business School, Washington University in St Louis, John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 157 (347,104)

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financial integration, capital flows, news, textual analysis, foreign exchange market, currency returns, risk premium.

6.

Text-based Fiscal News and the Cross-section of Stock Returns

Number of pages: 68 Posted: 27 Dec 2022 Last Revised: 30 May 2023
My T. Nguyen
Washington University in St Louis, John M. Olin Business School
Downloads 100 (489,096)

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fiscal news, cross-sectional stock returns, textual analysis, big data

7.

The FOMC versus the Staff: Do Policymakers Add Value in Their Tales?

FRB of Cleveland Working Paper No. 23-20, https://doi.org/10.26509/frbc-wp-202320
Number of pages: 74 Posted: 31 Aug 2023
Ilias Filippou, James Mitchell and My T. Nguyen
Washington University in St. Louis - John M. Olin Business School, Federal Reserve Bank of Cleveland and Washington University in St Louis, John M. Olin Business School
Downloads 77 (575,047)

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monetary policy, sentiment, uncertainty, risk, forecast evaluation, FOMC meetings, textual analysis, machine learning, quantile regression