Nhut (Nick) Hoang Nguyen

Auckland University of Technology

55 Wellesley St East

Auckland, Auckland 1010

New Zealand

SCHOLARLY PAPERS

21

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SSRN CITATIONS
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Top 28,568

in Total Papers Citations

13

CROSSREF CITATIONS

11

Scholarly Papers (21)

1.

ETF Arbitrage: Intraday Evidence

Number of pages: 45 Posted: 16 Nov 2010 Last Revised: 24 Jan 2013
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 4,362 (1,993)
Citation 6

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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
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 2,328 (5,832)
Citation 1

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G11, G12

3.

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
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 385 (78,579)
Citation 6

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Commodity, Liquidity, Commonality

4.

Frontier Market Transaction Costs and Diversfication

Number of pages: 40 Posted: 13 Oct 2011 Last Revised: 20 Nov 2013
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 288 (108,837)
Citation 5

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Frontier market, liquidity, transaction cost, diversification

5.

Bitcoin Liquidity

Number of pages: 45 Posted: 27 Jun 2018 Last Revised: 05 Jun 2019
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 284 (110,861)

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Bitcoin, Liquidity, Cryptocurrency

6.

Liquidity Measurement in Frontier Markets

Number of pages: 26 Posted: 30 Oct 2012
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 256 (123,254)

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frontier market, liquidity proxy, transaction cost

7.

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
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 238 (132,644)
Citation 2

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

8.

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 (Nick) Hoang Nguyen
Auckland University of Technology
Downloads 225 (140,132)
Citation 2

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

9.

Risk Reduction Using Trailing Stop-Loss Rules

Number of pages: 31 Posted: 01 Apr 2019
Bochuan Dai, Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University, Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 208 (150,996)

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Stop-Loss Rule, Risk Reduction

10.

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
Ben R. Marshall, Nhut (Nick) Hoang Nguyen, Harvey Nguyen and Nuttawat Visaltanachoti
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 165 (186,050)
Citation 1

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

11.

A Note on Intraday Event Studies

Number of pages: 24 Posted: 09 Aug 2017 Last Revised: 17 Aug 2017
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 150 (202,742)

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Intraday, Event Study

12.

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
Ben R. Marshall, Harvey Nguyen, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
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 117 (244,943)

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Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

13.

Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

Number of pages: 34 Posted: 13 Mar 2019 Last Revised: 29 Jul 2019
Hui Zeng, Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
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 114 (249,542)

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

14.

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

Number of pages: 46 Posted: 05 Oct 2018 Last Revised: 25 Oct 2019
Massey University - School of Economics and Finance, Victoria University of Wellington, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 113 (251,116)

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Information Environment, Information Asymmetry, Labor Adjustment Costs

15.

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 (Nick) Hoang Nguyen and Henk Berkman
Auckland University of Technology and University of Auckland - Business School
Downloads 85 (303,266)

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

16.

Asset Class Jumps

Number of pages: 29 Posted: 30 Aug 2017 Last Revised: 19 Apr 2018
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 68 (344,846)

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Asset Classes, Jump Risk

Transaction Costs in an Illiquid Order-Driven Market

Number of pages: 27 Posted: 23 Oct 2014
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 67 (351,923)

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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
Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
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

18.

Portfolio Liquidity: Evidence from the US active ETFs

Number of pages: 53 Posted: 08 May 2019 Last Revised: 30 Sep 2019
Son Duy Pham, Ben R. Marshall, Nhut (Nick) Hoang Nguyen and Nuttawat Visaltanachoti
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 42 (429,514)

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ETFs; Portfolio Liquidity; Diversification

19.

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 (Nick) Hoang Nguyen and David Y. Wang
Auckland University of Technology and University of Auckland
Downloads 2 (658,662)
Citation 1
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Stock dividends, Signalling, Liquidity, Clientele, Trading range

20.

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 (Nick) Hoang 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

21.

Asymmetric Trading Responses to Credit Rating Announcements from Issuer- versus Investor-Paid Rating Agencies

Number of pages: 35
Massey University, Massey University, Albany campus, Massey University, The University of Queensland - UQ Business School and Auckland University of Technology
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credit ratings, institutional investors, trading strategy