Viet Minh 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

SCHOLARLY PAPERS

9

DOWNLOADS

576

CITATIONS

2

Scholarly Papers (9)

1.

Empirical Test on the Liquidity-Adjusted Capital Asset Pricing Model

2014 Financial Markets & Corporate Governance Conference
Number of pages: 30 Posted: 30 Jan 2014 Last Revised: 30 Aug 2016
Van H. Vu, Daniel Chai and Viet Minh Do
affiliation not provided to SSRN, Monash University and Monash University - Department of Accounting
Downloads 98 (160,972)

Abstract:

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

2.

Factors Affecting the Birth and Fund Flows of Commodity Trading Advisors

Number of pages: 31 Posted: 02 Apr 2010 Last Revised: 12 Sep 2011
Monash University - Department of Accounting, University of Queensland, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 82 (227,320)

Abstract:

3.

Performance Persistence in Hedge Funds: Australian Evidence

Number of pages: 32 Posted: 11 Mar 2010
Monash University - Department of Accounting, University of Queensland and T.A. PAI Management Institute, Finance Area
Downloads 80 (235,519)
Citation 1

Abstract:

Persistence, hedge funds, stock selection, market timing

4.

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 Minh Do and Tram Vu
Monash University - Department of Accounting and Monash University - Monash Business School - Department of Banking and Finance
Downloads 66 (262,118)

Abstract:

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

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
Department of Banking and Finance, Monash University - Department of Accounting and affiliation not provided to SSRN
Downloads 57 (268,458)

Abstract:

liquidity risk, syndicated loans, syndicated composition

Factors Affecting the Birth and Fund Flows of CTAS

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 28 Posted: 03 Oct 2011
Monash University - Department of Accounting, University of Queensland, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 51 (314,587)

Abstract:

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
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

Abstract:

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

7.

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 Minh Do and Tram Vu
Monash University - Department of Accounting and Monash University - Monash Business School - Department of Banking and Finance
Downloads 29 (345,645)

Abstract:

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

8.

Does the 2008 Short Sale Ban Affect the Enforcement of the Law of One Price? Evidence from Australia

Accounting & Finance, Vol. 52, Issue 1, pp. 117-144, 2012
Number of pages: 28 Posted: 17 Jan 2012
Binh Huu Do, Viet Minh Do and Daniel Chai
Monash University, Monash University - Department of Accounting and Monash University
Downloads 2 (514,121)
Citation 1

Abstract:

Law of One Price, Pairs trading, The 2008 short sale ban, G11, G12, G14

9.

Unexpected Dividend Change Announcements and Corporate Bond Price Reactions

Number of pages: 49 Posted: 22 Aug 2016
Xiaoting Wei, Cameron Truong and Viet Minh Do
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Monash University and Monash University - Department of Accounting
Downloads 0 (395,849)

Abstract:

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