Nhut H. Nguyen

Auckland University of Technology

55 Wellesley St East

Auckland, Auckland 1010

New Zealand

SCHOLARLY PAPERS

32

DOWNLOADS
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Top 4,120

in Total Papers Downloads

12,169

SSRN CITATIONS
Rank 22,346

SSRN RANKINGS

Top 22,346

in Total Papers Citations

31

CROSSREF CITATIONS

14

Scholarly Papers (32)

1.

ETF Arbitrage: Intraday Evidence

Number of pages: 45 Posted: 16 Nov 2010 Last Revised: 24 Jan 2013
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 4,677 (2,337)
Citation 11

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Arbitrage, Pairs Trading, ETF

2.

Time-Series Momentum versus Moving Average Trading Rules

Number of pages: 45 Posted: 27 Feb 2013 Last Revised: 26 Feb 2015
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 2,604 (6,345)
Citation 6

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G11, G12

3.

Bitcoin Liquidity

Number of pages: 45 Posted: 27 Jun 2018 Last Revised: 05 Jun 2019
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 495 (71,723)
Citation 1

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Bitcoin, Liquidity, Cryptocurrency

4.

Liquidity Commonality in Commodities

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 30 Posted: 12 May 2010 Last Revised: 27 Jul 2011
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 397 (93,115)
Citation 7

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Commodity, Liquidity, Commonality

5.

Risk Reduction Using Trailing Stop-Loss Rules

Number of pages: 31 Posted: 01 Apr 2019
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 342 (110,277)

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Stop-Loss Rule, Risk Reduction

6.

Frontier Market Transaction Costs and Diversfication

Number of pages: 40 Posted: 13 Oct 2011 Last Revised: 20 Nov 2013
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 308 (123,547)
Citation 5

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Frontier market, liquidity, transaction cost, diversification

7.

Liquidity Measurement in Frontier Markets

Number of pages: 26 Posted: 30 Oct 2012
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 279 (137,093)
Citation 1

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frontier market, liquidity proxy, transaction cost

8.

COVID-19 Pandemic and Stock Market Response: A Culture Effect

Number of pages: 56 Posted: 08 Jun 2020 Last Revised: 18 Dec 2020
Auckland University of Technology, Auckland University of Technology - Faculty of Business & Law, Auckland University of Technology - Department of Finance and Auckland University of Technology
Downloads 275 (139,192)
Citation 4

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Coronavirus, COVID-19, Pandemic, Culture, Disaster, Abnormal Return, Volatility

9.

Do Liquidity Proxies Measure Liquidity Accurately in ETFs?

2016 Financial Markets and Corporate Governance
Number of pages: 48 Posted: 11 Dec 2015 Last Revised: 31 Jul 2017
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 271 (141,261)
Citation 3

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Liquidity Measurement, Liquidity Proxy, Transaction Costs, Exchange Traded Funds, ETF

10.

A Note on Intraday Event Studies

Number of pages: 24 Posted: 09 Aug 2017 Last Revised: 17 Aug 2017
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 239 (160,068)
Citation 1

Abstract:

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Intraday, Event Study

11.

Investor Protection and the Transfer of Corporate Control: A Cross-Country Analysis

Number of pages: 38 Posted: 10 Jan 2007 Last Revised: 30 Oct 2008
Nhut H. Nguyen
Auckland University of Technology
Downloads 229 (166,738)
Citation 2

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Investor protection, Partial acquisitions, Mergers, Private benefits of control, Information asymmetry

12.

Predicting ETF Liquidity

Number of pages: 43 Posted: 04 Aug 2020 Last Revised: 16 Sep 2021
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 206 (184,208)

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ETFs, Liquidity, Bid-Ask Spread, Forecasting

13.

Does a Change in the Information Environment Affect Labor Adjustment Costs?

International Review of Financial Analysis, Forthcoming
Number of pages: 45 Posted: 05 Oct 2018 Last Revised: 04 Feb 2021
Massey University - School of Economics and Finance, Victoria University of Wellington, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 189 (199,265)
Citation 1

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Information Environment, Information Asymmetry, Labor Adjustment Costs

14.

Lottery Stocks and Stop-loss Rules

Number of pages: 35 Posted: 04 May 2021
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 188 (200,195)

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Lottery Stocks, Stop-loss Rules, Trading Strategies, Individual Investors

15.

Country Governance and International Equity Returns

2016 Financial Markets and Corporate Governance, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 67 Posted: 11 Dec 2015 Last Revised: 16 Jan 2018
Massey University - School of Economics and Finance, Auckland University of Technology, Massey University, Massey Business School and Massey University - Department of Economics and Finance
Downloads 186 (202,059)
Citation 1

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Governance, Return Predictability, International Equity Markets, Information Diffusion, Slow Moving Capital

16.

Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

Number of pages: 37 Posted: 13 Mar 2019 Last Revised: 19 Jan 2021
Massey University - Department of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 163 (226,339)

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Firm level predictability, macroeconomic and technical predictors, principal component analysis (PCA), limits to arbitrage, cross-sectional predictability, business cycle.

17.

Politics and Liquidity

8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 28 Posted: 18 Nov 2016 Last Revised: 29 May 2018
Massey University - School of Economics and Finance, Massey University, Massey Business School, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 133 (266,938)

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Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

18.

Active ETF Liquidity

Number of pages: 60 Posted: 08 May 2019 Last Revised: 27 Mar 2020
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 128 (274,615)

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ETFs; Portfolio Liquidity; Diversification

19.

Liquidity Spillover between ETFs and Their Constituents

Number of pages: 58 Posted: 18 Mar 2021
Massey University -School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 125 (279,603)

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ETFs; Portfolio Liquidity; Spillover; Arbitrage; Short Sale Constraints

20.

Climate Events and Return Comovement

Number of pages: 37 Posted: 09 Aug 2021
La Trobe University - Department of Economics and Finance, Massey University - School of Economics and Finance, Massey University, Massey Business School, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 110 (310,223)

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Comovement, climate event, disaster

21.

Financial Markets and Carbon Dioxide Emissions

Number of pages: 55 Posted: 13 Jul 2021
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 91 (346,884)

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Financial Markets, Carbon Dioxide Emissions

22.

Domestic Liquidity Costs and Cross-Listing in the US

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 36 Posted: 25 Aug 2008 Last Revised: 15 Jun 2010
Nhut H. Nguyen and Henk Berkman
Auckland University of Technology and University of Auckland Business School
Downloads 88 (354,259)

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Cross-listing, Bid-ask spreads, Price impact, Investor Protection

23.

Financial Leverage and Stock Return Comovement

Number of pages: 70 Posted: 12 Nov 2020
Hung Xuan Do, Nhut H. Nguyen and Quan M. P. Nguyen
Massey University, Albany campus, Auckland University of Technology and Massey University
Downloads 84 (364,406)

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Leverage, Comovement, Clientele, Style Investment

24.

Asset Class Jumps

Number of pages: 29 Posted: 30 Aug 2017 Last Revised: 19 Apr 2018
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 84 (364,406)

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Asset Classes, Jump Risk

25.

A Note on Green Investment: Do Climate Disasters Matter?

Number of pages: 24 Posted: 23 Feb 2021 Last Revised: 12 Aug 2021
Massey University - School of Economics and Finance, Massey University, Massey Business School, Auckland University of Technology, Massey University - Department of Economics and Finance and Massey University - School of Economics and Finance
Downloads 74 (392,120)
Citation 1

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Salience, Climate Disasters, Socially Responsible Investing, Mutual Funds

Transaction Costs in an Illiquid Order-Driven Market

Number of pages: 27 Posted: 23 Oct 2014
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 72 (402,722)

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Liquidity, transaction cost, order splitting

Transaction Costs in an Illiquid Order‐Driven Market

Accounting & Finance, Vol. 56, Issue 4, pp. 917-933, 2016
Number of pages: 17 Posted: 05 Dec 2016
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
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Liquidity, Transaction cost, Order splitting

27.

Do Stop-loss Rules Add Value in International Equity Market Allocation?

Number of pages: 31 Posted: 29 Sep 2020 Last Revised: 17 Dec 2020
Massey University - School of Economics and Finance, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 55 (455,944)

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Asset Allocation, Stop-Loss Rule

28.

Do Accounting Information and Market Environment Matter for Cross-Asset Predictability?

Accounting and Finance, Forthcoming
Number of pages: 50 Posted: 25 Feb 2021
Massey University, Massey University, Massey Business School, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 39 (524,385)

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Limits to Arbitrage, Information Diffusion, Cross-Asset Predictability

29.

Financial Decision-Making Power and Risk Taking

Number of pages: 16 Posted: 17 Mar 2021 Last Revised: 26 Jul 2021
affiliation not provided to SSRN, affiliation not provided to SSRN, Auckland University of Technology and affiliation not provided to SSRN
Downloads 27 (590,043)

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Risk Taking, Decision Making, Investment Behavior, Vietnam

30.

Beta Estimation in New Zealand

Number of pages: 31 Posted: 15 Sep 2021 Last Revised: 16 Sep 2021
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 9 (720,100)

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Beta, Cost of Capital

31.

Stock Dividends in China: Signalling or Liquidity Explanations?

Accounting & Finance, Vol. 53, Issue 2, pp. 513-535, 2013
Number of pages: 23 Posted: 04 May 2013
Nhut H. Nguyen and David Y. Wang
Auckland University of Technology and University of Auckland
Downloads 2 (776,700)
Citation 1
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Stock dividends, Signalling, Liquidity, Clientele, Trading range

32.

Corporate Social Responsibility and Media Coverage

Journal of Banking and Finance, Vol. 59, 2015
Posted: 22 Jan 2016
Steven F. Cahan, Chen Chen, Lily Chen and Nhut H. Nguyen
University of Auckland Business School, Monash University - Department of Accounting, University of Auckland Business School and Auckland University of Technology

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Media management; Corporate social responsibility; Business press