Nhut H. Nguyen

Auckland University of Technology

55 Wellesley St East

Auckland, Auckland 1010

New Zealand

SCHOLARLY PAPERS

39

DOWNLOADS
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Top 3,744

in Total Papers Downloads

14,868

SSRN CITATIONS
Rank 23,866

SSRN RANKINGS

Top 23,866

in Total Papers Citations

29

CROSSREF CITATIONS

11

Scholarly Papers (39)

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 4,823 (2,685)
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 2,736 (6,956)
Citation 6

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 603 (64,417)
Citation 5

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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 442 (94,459)

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Stop-Loss Rule, Risk Reduction

5.

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 417 (100,765)
Citation 7

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Commodity, Liquidity, Commonality

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 402 (105,444)

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

7.

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 320 (135,224)
Citation 5

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Frontier market, liquidity, transaction cost, diversification

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, University of Adelaide and Auckland University of Technology
Downloads 314 (137,908)
Citation 4

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

9.

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 304 (142,725)
Citation 1

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frontier market, liquidity proxy, transaction cost

10.

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 290 (150,462)
Citation 3

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

11.

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 286 (151,998)

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Firm characteristics, enduring momentum probability, momentum

12.

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 283 (153,664)
Citation 1

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Intraday, Event Study

13.

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 276 (157,598)

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

14.

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 256 (171,981)

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ETFs, Liquidity, Bid-Ask Spread, Forecasting

15.

Insider Trading Following Climate Disasters

Number of pages: 60 Posted: 14 Jan 2022 Last Revised: 07 Jun 2022
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 237 (183,085)

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Insider trading, climate disaster, investor behavior

16.

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 237 (183,085)

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Financial Markets, Carbon Dioxide Emissions

17.

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 233 (186,087)
Citation 2

Abstract:

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

18.

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 230 (188,429)

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

19.

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 202 (212,737)
Citation 1

Abstract:

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Information Environment, Information Asymmetry, Labor Adjustment Costs

20.

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 201 (213,723)

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Comovement, climate event, disaster

21.

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 201 (213,723)
Citation 1

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

22.

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 193 (221,574)

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ETFs; Portfolio Liquidity; Diversification

23.

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 175 (241,109)

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

24.

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 Massey University
Downloads 141 (287,700)

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Leverage, Comovement, Clientele, Style Investment

25.

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 138 (292,656)

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Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

26.

CEO Marital Status and Insider Trading

Number of pages: 40 Posted: 04 Mar 2022 Last Revised: 21 Sep 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 134 (299,329)

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

27.

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 93 (385,033)

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

28.

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 87 (401,254)

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Asset Classes, Jump Risk

29.

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 86 (403,992)

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Climate Disasters, Socially Responsible Investing, Mutual Funds

30.

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 82 (415,615)

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

31.

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

Number of pages: 48 Posted: 14 Jan 2022
Shushu Liao, Nhut H. Nguyen and Cameron Truong
Kühne Logistics University, Auckland University of Technology and Monash University
Downloads 76 (434,083)

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

32.

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

Number of pages: 37 Posted: 18 Feb 2020 Last Revised: 22 Mar 2022
Massey University, Massey University, Albany campus, Massey University, The University of Queensland - UQ Business School and Auckland University of Technology
Downloads 76 (434,083)

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credit ratings, institutional investors, trading strategy

33.

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 75 (437,250)

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Liquidity, transaction cost, order splitting

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 68 (460,698)

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Asset Allocation, Stop-Loss Rule

35.

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 49 (537,072)

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Limits to Arbitrage, Information Diffusion, Cross-Asset Predictability

36.

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 44 (560,911)

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Risk Taking, Decision Making, Investment Behavior, Vietnam

37.

Politically Motivated Credit Ratings

Number of pages: 62 Posted: 12 Aug 2022
Massey University, Massey University, Albany campus, affiliation not provided to SSRN, affiliation not provided to SSRN and Auckland University of Technology
Downloads 30 (639,986)

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Credit ratings, conflict of interest, political connections

38.

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 28 (653,234)

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Beta, Cost of Capital

39.

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, University of Auckland Business School and Auckland University of Technology

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Media management; Corporate social responsibility; Business press