Viet Do

Monash University - Department of Accounting

Lecturer

Building 11E

Clayton, Victoria 3800

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

  • Monash University - Department of Accounting

SCHOLARLY PAPERS

10

DOWNLOADS

926

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (10)

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1.

Empirical Test on the Liquidity-Adjusted Capital Asset Pricing Model

2014 Financial Markets & Corporate Governance Conference, Pacific-Basin Finance Journal, Vol. 35, 2015
Number of pages: 30 Posted: 30 Jan 2014 Last Revised: 30 Mar 2021
Van Hoang Vu, Daniel Chai and Viet Do
RMIT University - School of Economics, Finance and Marketing, Monash University and Monash University - Department of Accounting
Downloads 258 (179,267)
Citation 1

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Liquidity; Liquidity risk; Asset pricing; Asymmetric Liquidity Risk.

2.

Corporate Bond Price Reactions to Dividend Changes

29th Australasian Finance and Banking Conference 2016
Number of pages: 39 Posted: 22 Aug 2016 Last Revised: 16 May 2017
Xiaoting Wei, Cameron Truong and Viet Do
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Monash University and Monash University - Department of Accounting
Downloads 130 (327,142)

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corporate bond, dividend announcement, information content hypothesis, wealth transfer hypothesis

3.

Factors Affecting the Birth and Fund Flows of Commodity Trading Advisors

Number of pages: 31 Posted: 02 Apr 2010 Last Revised: 12 Sep 2011
Viet Do, Robert W. Faff, Paul Lajbcygier and Madhu Veeraraghavan
Monash University - Department of Accounting, University of Queensland, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 111 (366,616)

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4.

Performance Persistence in Hedge Funds: Australian Evidence

Number of pages: 32 Posted: 11 Mar 2010
Viet Do, Robert W. Faff and Madhu Veeraraghavan
Monash University - Department of Accounting, University of Queensland and T.A. PAI Management Institute, Finance Area
Downloads 102 (388,640)
Citation 2

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Persistence, hedge funds, stock selection, market timing

5.

Liquidity Advantage of Domestic Banks: Evidence from Australian Syndicated Loans

25th Australasian Finance and Banking Conference 2012
Number of pages: 32 Posted: 20 Aug 2012
Christine A. Brown, Viet Do and Oscar Trevarthen
Department of Banking and Finance, Monash University - Department of Accounting and affiliation not provided to SSRN
Downloads 89 (424,590)

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liquidity risk, syndicated loans, syndicated composition

6.

The Effects of Reputation and Relationships on Lead Banks’ Certification Roles

22nd Australasian Finance and Banking Conference 2009
Number of pages: 29 Posted: 24 Aug 2009 Last Revised: 24 Nov 2009
Viet Do and Tram Vu
Monash University - Department of Accounting and Monash University - Monash Business School - Department of Banking and Finance
Downloads 89 (424,590)

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Asymmetric information, Certification effects, Reputation, Lending relationships, Loan syndication

7.

Factors Affecting the Birth and Fund Flows of CTAS

Downloads 74 (472,834)

Factors Affecting the Birth and Fund Flows of CTAS

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 28 Posted: 03 Oct 2011
Viet Do, Robert W. Faff, Paul Lajbcygier and Madhu Veeraraghavan
Monash University - Department of Accounting, University of Queensland, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 74 (478,366)

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Commodity trading advisors, fund flows, flow–performance relation, smart money effect

Factors Affecting the Birth and Fund Flows of CTAs

Australian Journal of Management, Vol. 41, No. 2, 2016
Posted: 04 May 2016
Viet Do, Robert W. Faff, Madhu Veeraraghavan, Mikhail Tupitsyn and Paul Lajbcygier
Monash University - Department of Accounting, University of Queensland, T.A. PAI Management Institute, Finance Area, Monash Business School and Monash University - Department of Banking & Finance

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Commodity trading advisors, flow-performance relation, fund flows, smart money effect

8.

Australian Foreign Currency Loans: Hedging or Arbitrage?

2014 Financial Markets & Corporate Governance Conference
Number of pages: 38 Posted: 10 Dec 2013 Last Revised: 07 Apr 2014
Viet Do and Tram Vu
Monash University - Department of Accounting and Monash University - Monash Business School - Department of Banking and Finance
Downloads 73 (476,409)

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foreign currency denominated loans, hedging, interest rate arbitrage, currency choice, loan prices

9.

Liquidity Shock Management: Lessons from Australian Banks

Australian Journal of Management, Vol. 42, No. 4, 2016
Posted: 02 Jun 2020
Christine A. Brown, Viet Do and Oscar Trevarthen
Department of Banking and Finance, Monash University - Department of Accounting and affiliation not provided to SSRN

Abstract:

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Australian domestic banks, competitive advantage, liquidity risk, syndicated loans

10.

The Additional Cost of Hedging in Foreign Currency Loans

Australian Journal of Management, Vol. 43, No. 2, 2018
Posted: 27 Apr 2018
Viet Do and Ngoc Tram Vu Ngo
Monash University - Department of Accounting and Independent

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cost of debt, currency choice, foreign currency denominated loan, hedging, interest rate arbitrage