Nhut H. Nguyen

Auckland University of Technology

55 Wellesley St East

Auckland, Auckland 1010

New Zealand

SCHOLARLY PAPERS

44

DOWNLOADS
Rank 3,525

SSRN RANKINGS

Top 3,525

in Total Papers Downloads

19,106

SSRN CITATIONS
Rank 13,875

SSRN RANKINGS

Top 13,875

in Total Papers Citations

94

CROSSREF CITATIONS

11

Scholarly Papers (44)

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 5,053 (3,335)
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 2,980 (7,949)
Citation 8

Abstract:

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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 735 (64,542)
Citation 1

Abstract:

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Bitcoin, Liquidity, Cryptocurrency

4.

Risk Reduction Using Trailing Stop-Loss Rules

Number of pages: 31 Posted: 01 Apr 2019
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 657 (74,568)
Citation 2

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Stop-Loss Rule, Risk Reduction

5.

Estimating Long-Term Expected Returns

Number of pages: 50 Posted: 10 Jul 2023 Last Revised: 25 Mar 2024
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 655 (74,710)

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Long-Term Expected Returns, Asset Allocation

6.

Technical Indicators and Cross-Sectional Expected Returns

Number of pages: 33 Posted: 27 Dec 2021 Last Revised: 24 Mar 2022
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 562 (90,584)

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Cross-sectional stock returns, technical indicators, three factor Fama-French model, cross-sectional expected return determinants

7.

Lottery Stocks and Stop-loss Rules

Number of pages: 35 Posted: 04 May 2021 Last Revised: 03 Dec 2021
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 520 (99,772)
Citation 2

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

8.

Insider Trading and Climate Disasters

Number of pages: 60 Posted: 14 Jan 2022 Last Revised: 03 Apr 2023
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 460 (116,301)

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Insider trading, climate disaster, investor behavior

9.

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 441 (121,572)
Citation 7

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Commodity, Liquidity, Commonality

10.

Enduring Momentum

Number of pages: 44 Posted: 27 Apr 2022
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 418 (129,399)

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Firm characteristics, enduring momentum probability, momentum

11.

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 366 (150,428)
Citation 4

Abstract:

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Intraday, Event Study

12.

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, University of Adelaide and Auckland University of Technology
Downloads 352 (156,972)
Citation 14

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

13.

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 352 (157,458)
Citation 5

Abstract:

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Frontier market, liquidity, transaction cost, diversification

14.

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 351 (157,458)

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Financial Markets, Carbon Dioxide Emissions

15.

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 349 (158,978)
Citation 1

Abstract:

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frontier market, liquidity proxy, transaction cost

16.

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 336 (165,073)

Abstract:

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ETFs, Liquidity, Bid-Ask Spread, Forecasting

17.

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 335 (165,626)

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

18.

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 331 (167,784)
Citation 9

Abstract:

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

19.

Climate Events and Return Comovement

Number of pages: 37 Posted: 09 Aug 2021
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 314 (177,392)
Citation 5

Abstract:

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Comovement, climate event, disaster

20.

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 268 (209,065)

Abstract:

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ETFs; Portfolio Liquidity; Diversification

21.

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 253 (221,336)
Citation 2

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

22.

CEO Marital Status and Insider Trading

British Journal of Management
Number of pages: 40 Posted: 04 Mar 2022 Last Revised: 20 Dec 2022
Prasad Hegde, Shushu Liao, Rui Ma and Nhut H. Nguyen
Auckland University of Technology, Kühne Logistics University, La Trobe University - La Trobe Business School and Auckland University of Technology
Downloads 247 (227,572)
Citation 4

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Marriage, Insider Trading, CEO, Opportunistic Behaviour, Corporate Governance

23.

Country Governance and International Equity Returns

2016 Financial Markets and Corporate Governance, Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 1 Posted: 11 Dec 2015 Last Revised: 18 Jan 2022
Massey University - School of Economics and Finance, Auckland University of Technology, Massey University, Massey Business SchoolMonash University and Massey University - Department of Economics and Finance
Downloads 234 (238,959)
Citation 1

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

24.

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, Massey University - Massey Business School, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 231 (241,845)
Citation 4

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Information Environment, Information Asymmetry, Labor Adjustment Costs

25.

Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

Number of pages: 37 Posted: 13 Mar 2019 Last Revised: 24 May 2022
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 215 (258,884)

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

26.

Financial Leverage and Stock Return Comovement

Journal of Financial Markets, Forthcoming
Number of pages: 70 Posted: 12 Nov 2020 Last Revised: 20 Jun 2022
Hung Xuan Do, Nhut H. Nguyen and Quan M. P. Nguyen
Massey University, Albany campus, Auckland University of Technology and University of Sussex
Downloads 198 (279,188)
Citation 2

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Leverage, Comovement, Clientele, Style Investment

27.

Family to Firm Expansion: How Does the CEO Children Number Affect Corporate Investment?

Number of pages: 54 Posted: 27 Jun 2022
Shushu Liao, Nhut H. Nguyen and Grzegorz Pawlina
Kühne Logistics University, Auckland University of Technology and Lancaster University - Department of Accounting and Finance
Downloads 191 (288,468)

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Resource Allocation, Corporate Investment, Chief Executive Officers (CEO), Upper Echelons Theory, Agency Conflict

28.

CEO’s Early-life Experience of Disasters and Corporate Environmental Performance

Number of pages: 45 Posted: 28 Dec 2022 Last Revised: 13 Mar 2023
Shushu Liao, Nhut H. Nguyen and Cameron Truong
Kühne Logistics University, Auckland University of Technology and Monash University
Downloads 190 (289,833)

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early-life experience, disaster, environmental performance, CEO, Corporate social responsibility, community

29.

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 SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 161 (335,006)

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Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

30.

Does CEO Extraversion Pay off When in Need? Evidence from the Global Financial Crisis

British Accounting Review, 2023
Number of pages: 53 Posted: 14 Jan 2022 Last Revised: 10 Jul 2023
Shushu Liao, Nhut H. Nguyen and Cameron Truong
Kühne Logistics University, Auckland University of Technology and Monash University
Downloads 143 (371,252)
Citation 1

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Extraversion, Personality Traits, Big Five, GFC, Crisis, CEO

31.

Do Climate Risks Matter for Green Investment?

Number of pages: 24 Posted: 30 Dec 2021 Last Revised: 18 Jan 2022
Massey University - School of Economics and Finance, Massey University, Massey Business SchoolMonash University, Auckland University of Technology, Massey University - Department of Economics and Finance and Massey University - School of Economics and Finance
Downloads 141 (373,272)
Citation 6

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Climate Disasters, Socially Responsible Investing, Mutual Funds

32.

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 136 (383,856)

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

33.

New Zealand Equity Returns 1867–2022

Number of pages: 29 Posted: 21 Nov 2023 Last Revised: 23 Dec 2023
La Trobe University - La Trobe Business School, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 132 (392,952)

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Long-Term Returns; Equity Returns; Bond Returns

34.

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

Number of pages: 31 Posted: 29 Sep 2020 Last Revised: 17 Dec 2020
Tsinghua University - Tsinghua University School of Economics and Management, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 109 (453,964)

Abstract:

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Asset Allocation, Stop-Loss Rule

35.

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 106 (463,040)

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Asset Classes, Jump Risk

36.

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 97 (492,255)

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Liquidity, transaction cost, order splitting

37.

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 87 (527,305)

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Risk Taking, Decision Making, Investment Behavior, Vietnam

38.

Politically Motivated Credit Ratings

Number of pages: 62 Posted: 12 Aug 2022
University of Sussex, Massey University, Albany campus, affiliation not provided to SSRN, affiliation not provided to SSRN and Auckland University of Technology
Downloads 82 (546,638)

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Credit ratings, conflict of interest, political connections

39.

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 SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 78 (562,797)

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Limits to Arbitrage, Information Diffusion, Cross-Asset Predictability

40.

Broker and Institutional Investor Short Selling

Number of pages: 38 Posted: 04 Mar 2023 Last Revised: 27 Apr 2023
Massey University - School of Economics and Finance, Auckland University of Technology, Massey University - Department of Economics and Finance and New Zealand Exchange
Downloads 75 (575,632)

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Short Selling, Institutional Investor, Brokers

41.

Facial Masculinity and Academic Research Performance

Number of pages: 46 Posted: 24 Jul 2023
Parker Wan, Aaron B. Gilbert, Shushu Liao and Nhut H. Nguyen
Monash University - Department of Accounting, Auckland University of Technology - Faculty of Business & Law, Kühne Logistics University and Auckland University of Technology
Downloads 68 (607,239)

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fWHR, facial masculinity, muscular behaviors, finance scholars, research performance

42.

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 54 (680,359)

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Beta, Cost of Capital

43.

Does Fear Spur Default Risk?

Number of pages: 45 Posted: 31 Jan 2023
Massey University, Massey University, Massey Business SchoolMonash University, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 43 (749,640)

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Risk aversion; Terrorist attacks; Default risk

44.

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
, Monash University - Department of Accounting, Australian National University and Auckland University of Technology

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Media management; Corporate social responsibility; Business press