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

SCHOLARLY PAPERS

10

DOWNLOADS

1,081

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (10)

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
Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing, Monash University and Monash University - Department of Accounting
Downloads 294 (193,510)
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
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Applied Statistics, Monash University and Monash University - Department of Accounting
Downloads 158 (346,099)

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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
Monash University - Department of Accounting, University of Queensland, Monash University - Department of Banking & Finance and T.A. PAI Management Institute, Finance Area
Downloads 134 (395,066)

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4.

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 113 (449,409)
Citation 2

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Persistence, hedge funds, stock selection, market timing

5.

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 108 (464,479)

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

6.

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 104 (477,399)

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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 88 (537,423)

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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
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 82 (555,599)

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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
Department of Banking and Finance, Monash University - Department of Accounting and affiliation not provided to SSRN

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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