Nhut H. Nguyen

Massey University

Assoc. Prof.

New Zealand

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 4,745

SSRN RANKINGS

Top 4,745

in Total Papers Downloads

7,321

CITATIONS
Rank 28,904

SSRN RANKINGS

Top 28,904

in Total Papers Citations

8

Scholarly Papers (15)

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, Massey University and Massey University - Department of Economics and Finance
Downloads 3,101 (1,793)

Abstract:

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, Massey University and Massey University - Department of Economics and Finance
Downloads 1,126 (6,864)
Citation 1

Abstract:

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
Massey University - School of Economics and Finance, Massey University and Massey University - Department of Economics and Finance
Downloads 328 (67,020)
Citation 3

Abstract:

Commodity, Liquidity, Commonality

4.

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, Massey University and Massey University - Department of Economics and Finance
Downloads 236 (93,034)
Citation 2

Abstract:

Frontier market, liquidity, transaction cost, diversification

5.

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
Massey University
Downloads 210 (117,556)
Citation 2

Abstract:

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

6.

Liquidity Measurement in Frontier Markets

Number of pages: 26 Posted: 30 Oct 2012
Massey University - School of Economics and Finance, Massey University and Massey University - Department of Economics and Finance
Downloads 178 (117,015)

Abstract:

frontier market, liquidity proxy, transaction cost

7.

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
Massey University and University of Auckland - Business School
Downloads 74 (258,956)

Abstract:

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

Transaction Costs in an Illiquid Order-Driven Market

Number of pages: 27 Posted: 23 Oct 2014
Massey University - School of Economics and Finance, Massey University and Massey University - Department of Economics and Finance
Downloads 58 (315,041)

Abstract:

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, Massey University and Massey University - Department of Economics and Finance
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Abstract:

Liquidity, Transaction cost, Order splitting

9.

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
Massey University and University of Auckland
Downloads 1 (554,591)
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Abstract:

Stock dividends, Signalling, Liquidity, Clientele, Trading range

10.

Energy, Other Commodity, Stock, Bond, Currency, and Real Estate Jumps

Number of pages: 29 Posted: 30 Aug 2017
Massey University - School of Economics and Finance, Massey University and Massey University - Department of Economics and Finance
Downloads 0 (436,275)

Abstract:

Asset Classes, Jump Risk

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, Massey University and Massey University - Department of Economics and Finance
Downloads 0 (342,269)

Abstract:

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: 26 Jun 2017
Massey University - School of Economics and Finance, Monash University, Massey University and Massey University - Department of Economics and Finance
Downloads 0 (260,961)

Abstract:

Liquidity, Politics, Information Asymmetry, Economic Policy Uncertainty

13.

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 Massey University

Abstract:

Media management; Corporate social responsibility; Business press

14.

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, Massey University and Massey University - Department of Economics and Finance
Downloads 0 (152,867)

Abstract:

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

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: 26 Mar 2017
Massey University - School of Economics and Finance, Massey University, Monash University and Massey University - Department of Economics and Finance
Downloads 0 (198,224)

Abstract:

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