Nhut (Nick) Hoang Nguyen

Auckland University of Technology

55 Wellesley St East

Auckland, Auckland 1010

New Zealand

SCHOLARLY PAPERS

24

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10,168

SSRN CITATIONS
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Top 25,815

in Total Papers Citations

20

CROSSREF CITATIONS

12

Scholarly Papers (24)

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 4,464 (2,085)
Citation 9

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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 2,426 (5,889)
Citation 3

Abstract:

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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 389 (82,682)
Citation 7

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Commodity, Liquidity, Commonality

4.

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 351 (93,139)
Citation 2

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Bitcoin, Liquidity, Cryptocurrency

5.

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 292 (114,002)
Citation 5

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Frontier market, liquidity, transaction cost, diversification

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 262 (127,845)
Citation 1

Abstract:

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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 248 (135,215)
Citation 3

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

8.

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 - 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 244 (137,397)

Abstract:

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Stop-Loss Rule, Risk Reduction

9.

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 226 (148,082)
Citation 2

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

10.

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 194 (170,813)
Citation 1

Abstract:

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Intraday, Event Study

11.

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 166 (195,982)
Citation 1

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

12.

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

Number of pages: 56 Posted: 08 Jun 2020
Adrian Fernandez-Perez, Aaron B. Gilbert, Ivan Indriawan and Nhut (Nick) Hoang Nguyen
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 158 (204,346)
Citation 1

Abstract:

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

13.

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

Number of pages: 45 Posted: 05 Oct 2018 Last Revised: 30 Jun 2020
Massey University - School of Economics and Finance, Victoria University of Wellington, Auckland University of Technology and Massey University - Department of Economics and Finance
Downloads 155 (207,725)

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Information Environment, Information Asymmetry, Labor Adjustment Costs

14.

Forecasting Individual Stock Returns Using Macroeconomic and Technical Variables

Number of pages: 37 Posted: 13 Mar 2019 Last Revised: 25 Mar 2020
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 136 (230,924)

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

15.

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 124 (247,914)

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Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

16.

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 86 (317,907)

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

17.

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 76 (342,097)

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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 68 (368,213)

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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

19.

Active ETF Liquidity

Number of pages: 60 Posted: 08 May 2019 Last Revised: 27 Mar 2020
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 62 (381,661)

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ETFs; Portfolio Liquidity; Diversification

20.

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

Number of pages: 37 Posted: 18 Feb 2020 Last Revised: 24 Jun 2020
Massey University, Massey University, Albany campus, Massey University, The University of Queensland - UQ Business School and Auckland University of Technology
Downloads 30 (507,918)

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credit ratings, institutional investors, trading strategy

21.

Predicting ETF Liquidity

Number of pages: 45 Posted: 04 Aug 2020
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 9 (641,020)

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ETFs, Liquidity, Bid-Ask Spread, Forecasting

22.

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 (695,836)
Citation 1
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Stock dividends, Signalling, Liquidity, Clientele, Trading range

23.

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

24.

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

Number of pages: 31
Bochuan Dai, 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 0

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Asset Allocation, Stop-Loss Rule