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

2,041

TOTAL CITATIONS

4

Scholarly Papers (7)

1.

Stablecoin Devaluation Risk

WBS Finance Group Research Paper
Number of pages: 59 Posted: 31 May 2023
University of California, Berkeley, Washington University in St Louis, John M. Olin Business School and Warwick Business School
Downloads 508 (119,399)
Citation 1

Abstract:

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Cryptocurrency, stablecoins, futures, bank runs, Tether, Bitcoin JEL Classifications: E5, F3, F4, G15, G18

2.

Signal in the Noise: Trump Tweets and the Currency Market

Number of pages: 67 Posted: 04 Jan 2021 Last Revised: 27 Nov 2023
Florida State University, University of Warwick - Finance Group, Washington University in St Louis, John M. Olin Business School and Warwick Business School
Downloads 436 (143,295)
Citation 2

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

3.

Fundamental Sentiment and Cryptocurrency Risk Premia

Number of pages: 73 Posted: 11 Apr 2023 Last Revised: 18 Oct 2024
Florida State University, Washington University in St Louis, John M. Olin Business School and Warwick Business School
Downloads 333 (194,334)

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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
Florida State University, 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 297 (217,252)

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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
Florida State University, 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 4 (1,360,400)
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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
Florida State University, Washington University in St Louis, John M. Olin Business School and Washington University in St. Louis - John M. Olin Business School
Downloads 212 (306,711)

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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 144 (431,337)

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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
Florida State University, Federal Reserve Bank of Cleveland and Washington University in St Louis, John M. Olin Business School
Downloads 107 (543,283)
Citation 1

Abstract:

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