Huu Nhan Duong

Monash University - Department of Banking and Finance

Melbourne

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 Banking and Finance

SCHOLARLY PAPERS

51

DOWNLOADS
Rank 10,243

SSRN RANKINGS

Top 10,243

in Total Papers Downloads

8,140

SSRN CITATIONS
Rank 11,022

SSRN RANKINGS

Top 11,022

in Total Papers Citations

128

CROSSREF CITATIONS

7

Scholarly Papers (51)

Actions:
Email selected abstracts
1.

Powerful CEOs and Stock Price Crash Risk

FIRN Research Paper No. 2791707, Journal of Corporate Finance, Forthcoming
Number of pages: 74 Posted: 20 Jun 2016 Last Revised: 26 Jan 2020
Md Al Mamun, Balasingham Balachandran and Huu Nhan Duong
La Trobe University - Department of Economics and Finance, La Trobe Business School, La Trobe University and Monash University - Department of Banking and Finance
Downloads 1,084 (35,524)
Citation 26

Abstract:

Loading...

CEO power, CEO option delta, CEO overconfidence, CEO general skills, stock price crash risk, corporate governance.

2.

Navigating through Economic Policy Uncertainty: The Role of Corporate Cash Holdings

Journal of Corporate Finance, Forthcoming
Number of pages: 76 Posted: 30 Jan 2017 Last Revised: 30 Mar 2020
Huu Nhan Duong, Justin Hung Nguyen, My Nguyen and S. Ghon Rhee
Monash University - Department of Banking and Finance, Massey University - Massey Business School, RMIT- School of Economics, Finance and Marketing and University of Hawaii at Manoa - Shidler College of Business
Downloads 439 (115,128)
Citation 12

Abstract:

Loading...

Policy uncertainty; cash holdings; financial constraints; corporate innovation; investment.

3.

Do Firms Benefit from Carbon Risk Management? Evidence from the Credit Default Swaps Market

Number of pages: 67 Posted: 10 Jan 2022 Last Revised: 25 Oct 2023
Huu Nhan Duong, Petko S. Kalev, Madhu Kalimipalli and Saurabh Trivedi
Monash University - Department of Banking and Finance, RoZetta Institute, Lazaridis School of Business and Economics, Wilfrid Laurier University and Macquarie University
Downloads 372 (139,210)
Citation 2

Abstract:

Loading...

Carbon risk management; Credit risk; Credit default swap spread; Environmental, social, and governance; The Paris climate agreement; US state climate adaptation plans

4.

Foreign Competition and Tax Avoidance

Number of pages: 57 Posted: 30 Apr 2020 Last Revised: 02 Mar 2021
Nader Atawnah, Balasingham Balachandran, Huu Nhan Duong, Jeffrey Pittman and Edward Podolski
Edith Cowan University - School of Business & Law, La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance, Memorial University and Deakin University
Downloads 360 (144,314)
Citation 2

Abstract:

Loading...

Foreign Competition; Tax Avoidance

5.

The Impact of Economic Policy Uncertainty on Stock Liquidity: Cross-sectional Effects and Economic Channels

Number of pages: 59 Posted: 20 Dec 2017 Last Revised: 25 Nov 2020
Huu Nhan Duong, Chandra Krishnamurti, Justin Hung Nguyen, My Nguyen and S. Ghon Rhee
Monash University - Department of Banking and Finance, University of Southern Queensland, Massey University - Massey Business School, RMIT- School of Economics, Finance and Marketing and University of Hawaii at Manoa - Shidler College of Business
Downloads 343 (152,519)
Citation 2

Abstract:

Loading...

Policy Uncertainty, Stock Liquidity, Information Asymmetry, Cash-flow Risk, Funding Liquidity

6.

Does hedge fund activism improve investment efficiency?

Downloads 238 (221,202)

Does hedge fund activism improve investment efficiency?

Number of pages: 42 Posted: 21 Nov 2019 Last Revised: 15 May 2023
Saikat S. Deb, Huu Nhan Duong, Amanjot Singh and Harminder Singh
Deakin Business School, Deakin University, Monash University - Department of Banking and Finance, King's University College at Western University and Deakin University - School of Accounting, Economics and Finance
Downloads 238 (220,376)

Abstract:

Loading...

Investment efficiency, hedge fund activism, overinvestment, underinvestment

Does hedge fund activism improve investment efficiency?

Review of Accounting Studies, 2023
Posted: 15 May 2023
Saikat S. Deb, Huu Nhan Duong, Amanjot Singh and Harminder Singh
Deakin Business School, Deakin University, Monash University - Department of Banking and Finance, King's University College at Western University and Deakin University - School of Accounting, Economics and Finance

Abstract:

Loading...

Investment efficiency; Hedge fund activism; Overinvestment; Underinvestment

7.

Does Option Trading Affect Audit Pricing?

Number of pages: 71 Posted: 31 Oct 2018 Last Revised: 09 Sep 2022
Muhammad Jahangir Ali, Balasingham Balachandran, Huu Nhan Duong, Premkanth Puwanenthiren and Michael Theobald
La Trobe University, Department of Accounting, Data Analytics, Economics and Finance, La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance, Westminster University and University of Birmingham - Department of Accounting and Finance
Downloads 234 (224,915)

Abstract:

Loading...

Audit Fees; Option Trading; Information Asymmetry; Agency Costs, Governance; Earnings Quality

8.

Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements

Downloads 233 (225,884)

Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements

Number of pages: 43 Posted: 23 Jun 2016
Priyantha Mudalige, Petko S. Kalev, Kartick Gupta and Huu Nhan Duong
Curtin University- School of Economics, Finance and property, RoZetta Institute, University of South Australia and Monash University - Department of Banking and Finance
Downloads 84 (510,207)

Abstract:

Loading...

Institutional and Individual Investors; Competing and Announcing Firms; Returns; Net Order Flow; Earnings Announcements; Informed Trading

Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements

Number of pages: 43 Posted: 22 Jan 2016 Last Revised: 01 May 2016
Priyantha Mudalige, Petko S. Kalev, Kartick Gupta and Huu Nhan Duong
Curtin University- School of Economics, Finance and property, RoZetta Institute, University of South Australia and Monash University - Department of Banking and Finance
Downloads 81 (521,739)

Abstract:

Loading...

Institutional and Individual Investors; Competing and Announcing Firms; Returns; Net Order Flow; Earnings Announcements; Informed Trading

Individual and Institutional Informed Trading in Competing Firms Around Earnings Announcements

8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 44 Posted: 19 Jan 2017
Priyantha Mudalige, Petko S. Kalev, Kartick Gupta and Huu Nhan Duong
Curtin University- School of Economics, Finance and property, RoZetta Institute, University of South Australia and Monash University - Department of Banking and Finance
Downloads 68 (577,837)

Abstract:

Loading...

Institutional and Individual Investors; Competing and Announcing Firms; Returns; Net Order Flow; Earnings Announcements; Informed Trading

9.

Does Threat of Takeover Affect Default Risk?

Balachandran, B., Duong, H. N., van Zijl, T., & Zudana, A. E. (2022). Does the threat of takeover affect default risk? Journal of Business Finance & Accounting, 1–40. https://doi.org/10.1111/jbfa.12668
Number of pages: 67 Posted: 12 Mar 2019 Last Revised: 12 Dec 2022
Balasingham Balachandran, Huu Nhan Duong, Tony van Zijl and Arfian Zudana
La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance, Victoria University of Wellington - Te Herenga Waka - Faculty of Commerce and Administration and affiliation not provided to SSRN
Downloads 230 (228,762)

Abstract:

Loading...

Takeover Market, Default Risk, Information Asymmetry, Corporate Governance, Earnings Quality

10.

Short Selling, Divergence of Opinion and Volatility in the Corporate Bond Market

Journal of Economic Dynamics & Control (2023) 147, 104592, 31st Australasian Finance and Banking Conference 2018
Number of pages: 42 Posted: 18 Aug 2018 Last Revised: 21 Feb 2023
Huu Nhan Duong, Petko S. Kalev and Xiao Tian
Monash University - Department of Banking and Finance, RoZetta Institute and Swinburne University of Technology - Department of Accounting, Economics, and Finance
Downloads 219 (239,537)

Abstract:

Loading...

Short Selling; Corporate Bond Market; Difference of Opinion; Volatility

11.

Measuring Immediate Price Impact Using Nonparametric Models

Number of pages: 61 Posted: 25 Jan 2015
Manh Cuong Pham, Manh Cuong Pham, Huu Nhan Duong and Paul Lajbcygier
Lancaster University - Department of Accounting and FinanceMonash University - Department of Econometrics & Business Statistics, Monash University - Department of Banking and Finance and Monash University - Department of Banking & Finance
Downloads 209 (250,213)

Abstract:

Loading...

Market Impact, Indexing, High Frequency Trading, Nonparametric, Generalized Additive Models

12.

Social Capital and the Pricing of Initial Public Offerings

Downloads 204 (255,790)

Social Capital and the Pricing of Initial Public Offerings

Number of pages: 55 Posted: 05 Oct 2021
Yangyang Chen, Huu Nhan Duong, Abhinav Goyal and Madhu Veeraraghavan
City University of Hong Kong (CityU) - Department of Accountancy, Monash University - Department of Banking and Finance, University of Birmingham and T.A. PAI Management Institute, Finance Area
Downloads 148 (338,131)

Abstract:

Loading...

Social capital, IPO underpricing, informal contracting mechanisms

Social Capital and the Pricing of Initial Public Offerings

Number of pages: 59 Posted: 29 Aug 2022
Yangyang Chen, Huu Nhan Duong, Abhinav Goyal and Dr. Madhu Veeraraghavan
City University of Hong Kong (CityU) - Department of Accountancy, Monash University - Department of Banking and Finance, University of Birmingham and T A Pai Management Institute
Downloads 56 (639,381)

Abstract:

Loading...

Social capital, IPO underpricing, earnings management, informal contracting mechanisms

13.

Pension Deficits and the Design of Private Debt Contracts

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 59 Posted: 29 Mar 2018
Balasingham Balachandran, Huu Nhan Duong and Van Hoang Vu
La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 204 (255,790)
Citation 3

Abstract:

Loading...

14.

Does the Readability of Target Firm’ Annual Reports Matter to Bidders?

Number of pages: 54 Posted: 21 Dec 2020 Last Revised: 10 Jan 2022
Balasingham Balachandran, Huu Nhan Duong, Robert W. Faff, Kristina Minnick and Syed Shams
La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance, University of Queensland, Bentley University and University of Southern Queensland
Downloads 201 (259,199)

Abstract:

Loading...

10-K Filing Readability, Acquisition Performance, Mergers and Acquisitions, Information Asymmetry

15.

Does Takeover Activity Affect Stock Price Crash Risk? Evidence from International M&A Laws

Journal of Corporate Finance, Forthcoming
Number of pages: 63 Posted: 26 Jan 2018 Last Revised: 21 Aug 2020
Balasingham Balachandran, Huu Nhan Duong, Hoang Luong and Lily Nguyen
La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance, The University of Queensland - UQ Business School and The University of Queensland - UQ Business School
Downloads 195 (267,614)
Citation 13

Abstract:

Loading...

International M&A laws; Crash risk; Bad news hoarding; Financial reporting opacity; Overinvestment

16.

Democracy and the Pricing of Initial Public Offerings around the World

Journal of Financial Economics (JFE), Forthcoming
Number of pages: 52 Posted: 08 Jul 2021 Last Revised: 12 Jul 2021
Huu Nhan Duong, Abhinav Goyal, Vasileios Kallinterakis and Madhu Veeraraghavan
Monash University - Department of Banking and Finance, University of Birmingham, University of Liverpool - Management School (ULMS) and T.A. PAI Management Institute, Finance Area
Downloads 194 (267,614)
Citation 13

Abstract:

Loading...

Democracy, IPO underpricing, Information asymmetry, Corporate governance

17.

Are Corporate General Counsels in Top Management Effective Monitors? Evidence from Stock Price Crash Risk

European Accounting Review (Forthcoming)
Number of pages: 50 Posted: 31 Oct 2018 Last Revised: 08 May 2020
Md Al Mamun, Balasingham Balachandran, Huu Nhan Duong and Ferdinand A Gul
La Trobe University - Department of Economics and Finance, La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance and Deakin University
Downloads 176 (291,667)
Citation 2

Abstract:

Loading...

Corporate general counsel, Discretionary accruals, Opaque financial reports, Stock price crash risk

18.

Trading Volume, Realized Volatility and Jumps on the Australian Stock Market

Journal of International Financial Markets Institutions and Money, Forthcoming
Number of pages: 33 Posted: 10 May 2014
Hassan Shahzad, Huu Nhan Duong, Petko S. Kalev and Harminder Singh
Monash University, Monash University - Department of Banking and Finance, RoZetta Institute and Deakin University - School of Accounting, Economics and Finance
Downloads 163 (311,445)
Citation 4

Abstract:

Loading...

Volatility, Information flow, Jump

19.

The Information Content of Special Orders

Downloads 162 (313,098)

The Information Content of Special Orders

Pacific-Basin Finance Journal, Forthcoming, FIRN Research Paper No. 2786185
Number of pages: 37 Posted: 05 Jun 2016
Huu Nhan Duong, Paul Lajbcygier and Van Hoang Vu
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 126 (383,831)

Abstract:

Loading...

Fill-and-Kill orders, All-or-Nothing orders, Institutional Investors, Price Impact, High Frequency Trading

The Information Content of Special Orders

Asian Finance Association (AsianFA) 2016 Conference
Number of pages: 34 Posted: 01 Feb 2016
Huu Nhan Duong, Paul Lajbcygier and Van Hoang Vu
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 36 (771,681)

Abstract:

Loading...

Fill-and-Kill orders, All-or-Nothing orders, Institutional Investors, Price Impact, High Frequency Trading

20.

Does Exposure to Foreign Competition Affect Stock Liquidity? Evidence from Industry-Level Import Data

Journal of Financial Markets, Forthcoming
Number of pages: 70 Posted: 12 Jan 2017 Last Revised: 14 Dec 2017
Nader Atawnah, Balasingham Balachandran, Huu Nhan Duong and Edward Podolski
Edith Cowan University - School of Business & Law, La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance and Deakin University
Downloads 153 (328,568)
Citation 7

Abstract:

Loading...

Stock Liquidity, Foreign Competition, Import Tariff

21.

The Bright Side of Foreign Competition: Import Penetration and Default Risk

Critical Finance Review, Forthcoming
Number of pages: 55 Posted: 04 Mar 2020 Last Revised: 30 Jan 2023
Nader Atawnah, Ghasan Baghdadi, Huu Nhan Duong and Edward Podolski
Edith Cowan University - School of Business & Law, La Trobe University - La Trobe Business School - Department of Finance, Monash University - Department of Banking and Finance and Deakin University
Downloads 149 (335,781)

Abstract:

Loading...

Expected default risk; Foreign competition; Corporate Governance

22.

A Comparison of the Forecasting Ability of Immediate Price Impact Models

Number of pages: 37 Posted: 28 Oct 2014 Last Revised: 22 Sep 2015
Manh Cuong Pham, Manh Cuong Pham, Huu Nhan Duong and Paul Lajbcygier
Lancaster University - Department of Accounting and FinanceMonash University - Department of Econometrics & Business Statistics, Monash University - Department of Banking and Finance and Monash University - Department of Banking & Finance
Downloads 149 (335,781)

Abstract:

Loading...

Market Impact, Trading Costs, Out-of-sample forecasting

23.

Dividend Initiations, Information Content and Informed Trading in the Options Market

2016 Financial Markets and Corporate Governance
Number of pages: 48 Posted: 12 Oct 2015 Last Revised: 18 Jan 2016
Balasingham Balachandran, Huu Nhan Duong, Michael Theobald and Yun (Tracy) Zhou
La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance, University of Birmingham - Department of Accounting and Finance and Dept. of Economics and Finance, La Trobe University
Downloads 146 (341,359)

Abstract:

Loading...

Dividend initiations, options trading, O/S, call/put options, volatility surface, abnormal earnings, stock liquidity

24.

Informed Trading in Option Markets around Accelerated Share Repurchase Announcements

27th Australasian Finance and Banking Conference 2014 Paper, 8th Conference on Financial Markets and Corporate Governance (FMCG) 2017
Number of pages: 46 Posted: 22 Aug 2014 Last Revised: 31 Jan 2017
Ladshiya Atisoothanan, Balasingham Balachandran, Huu Nhan Duong and Michael Theobald
La Trobe University - Faculty of Business, Economics and Law, La Trobe Business School, La Trobe University, Monash University - Department of Banking and Finance and University of Birmingham - Department of Accounting and Finance
Downloads 146 (341,359)

Abstract:

Loading...

Accelerated share repurchase, options trading, option to shares ratio, option volume, option liquidity, pseudo analysis, implied volatility skew and spread, volatility surface.

25.

Market Manipulation Rules and IPO Underpricing

Journal of Corporate Finance, Forthcoming
Number of pages: 54 Posted: 11 Sep 2020 Last Revised: 20 Dec 2020
Huu Nhan Duong, Abhinav Goyal, Vasileios Kallinterakis and Madhu Veeraraghavan
Monash University - Department of Banking and Finance, University of Birmingham, University of Liverpool - Management School (ULMS) and T.A. PAI Management Institute, Finance Area
Downloads 143 (347,008)
Citation 5

Abstract:

Loading...

Exchange trading rules; market manipulation; IPO pricing; information asymmetry

26.

Corporate Noncompliance: Do Corporate Violations Affect Bank Loan Contracting?

Number of pages: 68 Posted: 18 Sep 2022 Last Revised: 28 Aug 2023
Huu Nhan Duong, Mariem Khalifa, Ali Sheikhbahaei and Mohammed Aminu Sualihu
Monash University - Department of Banking and Finance, Hong Kong Polytechnic University - School of Accounting and Finance, Monash University and Zayed University
Downloads 140 (354,829)

Abstract:

Loading...

corporate violations, bank loans, financing costs, noncompliance

27.

Dynamic Volume-Return Relation, Information Asymmetry, and Trade Size: An Analysis of Australian Market

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 36 Posted: 01 Dec 2010 Last Revised: 05 Sep 2014
Yang Sun, Huu Nhan Duong and Harminder Singh
School of Accounting, Economics and Finance, Deakin University, Monash University - Department of Banking and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 126 (382,486)
Citation 1

Abstract:

Loading...

size, Information Asymmetry, Volume, Return

28.

Individual and Institutional Trading Volume Around Firm-Specific Announcements

Number of pages: 36 Posted: 22 Jan 2016
Priyantha Mudalige, Petko S. Kalev and Huu Nhan Duong
Curtin University- School of Economics, Finance and property, RoZetta Institute and Monash University - Department of Banking and Finance
Downloads 114 (411,799)
Citation 1

Abstract:

Loading...

Institutional investors, Individual investors, Trading volume, Abnormal volume, Firm-specific announcements, Scheduled announcements, Unscheduled announcements

29.

Golden Handcuffs and Corporate Innovation: Evidence from Defined Benefit Pension Plans

Review of Corporate Finance Studies, Forthcoming
Number of pages: 59 Posted: 08 Jul 2021 Last Revised: 02 Aug 2021
Huu Nhan Duong, Bin Qiu and S. Ghon Rhee
Monash University - Department of Banking and Finance, Depauw University - Department of Economics and Management and University of Hawaii at Manoa - Shidler College of Business
Downloads 105 (436,996)

Abstract:

Loading...

Corporate innovation, defined benefit pension plan, employee compensation, human capital

30.

High-frequency Trading around Reserve Bank of Australia (RBA) Announcements

2019 Financial Markets & Corporate Governance Conference
Number of pages: 33 Posted: 23 Jan 2019 Last Revised: 18 Apr 2019
Vinh Duc Anh Hua, Huu Nhan Duong and Paul Lajbcygier
Deakin University - Department of Finance, Monash University - Department of Banking and Finance and Monash University - Department of Banking & Finance
Downloads 103 (442,989)

Abstract:

Loading...

High Frequency Trading, RBA, ASX, Price Impact, Limit Order Book

31.

Information Content of the Limit Order Book for Crude Oil Futures Price Volatility

Energy Economics, Forthcoming, 29th Australasian Finance and Banking Conference 2016
Number of pages: 49 Posted: 19 Aug 2016 Last Revised: 30 Apr 2019
Xiao Tian, Huu Nhan Duong and Petko S. Kalev
Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 93 (474,254)

Abstract:

Loading...

Crude oil futures; Energy market information releases; Futures price volatility; Time-weighted limit order book slope

32.

Stock liquidity and default risk around the world

Journal of Financial Markets, Forthcoming
Number of pages: 50 Posted: 15 Jan 2017 Last Revised: 21 Aug 2020
Sivathaasan Nadarajah, Huu Nhan Duong, Searat Ali, Searat Ali, Benjamin Liu and Allen Huang
Griffith University, Monash University - Department of Banking and Finance, University of WollongongUniversity of Wollongong - School of Accounting, Economics & Finance, Griffith University - Department of Accounting, Finance and Economics and Griffith University - Department of Accounting, Finance and Economics
Downloads 89 (487,451)

Abstract:

Loading...

Stock liquidity; Default risk; Investor protection; Information environment; Regulatory settings; Governance monitoring

33.

Identifying and Characterising Opening Auction Manipulation

Number of pages: 50 Posted: 14 Oct 2022
Huu Nhan Duong, Sean Foley, Petko S. Kalev and Kinsoon Lim
Monash University - Department of Banking and Finance, Macquarie University, RoZetta Institute and Macquarie University
Downloads 81 (516,219)

Abstract:

Loading...

Pre-opening phase, Futures expiry, Opening price, Market manipulation, Index, Market quality

34.

Information Asymmetry, Trade Size, and the Dynamic Volume-Return Relation: Evidence from the Australian Securities Exchange

Financial Review, Forthcoming
Number of pages: 38 Posted: 29 May 2014
Yang Sun, Huu Nhan Duong and Harminder Singh
School of Accounting, Economics and Finance, Deakin University, Monash University - Department of Banking and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 80 (520,022)

Abstract:

Loading...

Trade-size, Information Asymmetry, Volume-Return Relation

35.

Collateral Shocks and M&A Decisions

Journal of Corporate Finance, Forthcoming
Number of pages: 69 Posted: 31 May 2023
Md Imran Hossain, Huu Nhan Duong, Md Al Mamun and Paul Docherty
University of Dhaka - Department of Finance, Monash University - Department of Banking and Finance, La Trobe University - Department of Economics and Finance and Rest Super
Downloads 78 (527,803)
Citation 1

Abstract:

Loading...

Collateral, Collateral Shocks, Real Estate, Borrowing Capacity, Mergers and Acquisitions.

36.

Dissimilarity Matters: Evidence from Private Debt Contracts

Number of pages: 49 Posted: 16 Aug 2023
Huu Nhan Duong, Amanjot Singh and Harminder Singh
Monash University - Department of Banking and Finance, King's University College at Western University and Deakin University - School of Accounting, Economics and Finance
Downloads 77 (531,789)

Abstract:

Loading...

Annual reports; dissimilarity; cost of debt; loan spread; covenants; private debt

37.

Bank Risk in Uncertain Times: Do Credit Rationing and Revenue Diversification Matter?

Forthcoming in Journal of Business Finance and Accounting, 2022
Number of pages: 53 Posted: 18 Sep 2022
Ashton de Silva, Huu Nhan Duong, My Nguyen and Yen Nguyen
RMIT University - School of Economics, Finance and Marketing, Monash University - Department of Banking and Finance, RMIT- School of Economics, Finance and Marketing and St. Francis Xavier University
Downloads 74 (544,020)

Abstract:

Loading...

economic policy uncertainty, bank risk, credit rationing, revenue diversification

38.

Anonymity and the Information Content of the Limit Order Book

Journal of International Financial Markets, Institutions and Money, Vol. 30, 2014
Number of pages: 36 Posted: 29 May 2014
Huu Nhan Duong and Petko S. Kalev
Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 72 (552,328)

Abstract:

Loading...

39.

Pre-trade Transparency and the Information Content of the Limit Order Book

Market Microstructure and Nonlinear Dynamics - Keeping Financial Crisis in Context, edited by Gilles Dufrénot, Fredj Jawadi and Wael Louhichi (Eds), Springer-Verlag, 2014, 2012 Financial Markets & Corporate Governance Conference, 24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 31 Posted: 26 Aug 2011 Last Revised: 08 Feb 2015
Huu Nhan Duong, Petko S. Kalev and Yang Sun
Monash University - Department of Banking and Finance, RoZetta Institute and University of South Australia
Downloads 70 (560,836)

Abstract:

Loading...

Limit Order Book, Pre-trade Transparency, Information Content, Interest Rate Futures

40.

Anti-Collusion Leniency Legislations and IPO Activity: Worldwide Evidence

Number of pages: 58 Posted: 08 Jun 2023
Huu Nhan Duong, Abhinav Goyal and Leon Zolotoy
Monash University - Department of Banking and Finance, University of Birmingham and University of Melbourne - Melbourne Business School
Downloads 68 (569,590)

Abstract:

Loading...

Leniency legislations; IPO activity; Product market competition

41.

Investors’ Rights Protection and Firm Liquidity: Evidences from Hong Kong

22nd Australasian Finance and Banking Conference 2009
Posted: 24 Aug 2009
Xiaofeng Shi, Michael J. Dempsey, Huu Nhan Duong and Petko S. Kalev
Monash University - Department of Accounting, Ton Duc Thang University (TDTU), Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 67 (574,090)

Abstract:

Loading...

Corporate Governance, Investors’ rights protection, liquidity

42.

Liquidity Provision and Informed Trading by Individual Investors

Pacific-Basin Finance Journal, Forthcoming, 2014 Financial Markets & Corporate Governance Conference
Number of pages: 45 Posted: 31 Jan 2014 Last Revised: 07 Feb 2015
Xiao Tian, Binh Huu Do, Huu Nhan Duong and Petko S. Kalev
Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University, Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 66 (578,674)
Citation 1

Abstract:

Loading...

Individual investors, Future stock returns, Algorithmic trading, Liquidity provision, Informed trading

43.

Information Content of Directors’ Trading Around Acquisition

Pacific Basin Finance Journal, Forthcoming, 2015 Financial Markets & Corporate Governance Conference
Number of pages: 45 Posted: 31 Jan 2015 Last Revised: 22 Apr 2016
Syed Shams, Huu Nhan Duong and Harminder Singh
University of Southern Queensland, Monash University - Department of Banking and Finance and Deakin University - School of Accounting, Economics and Finance
Downloads 65 (583,186)
Citation 1

Abstract:

Loading...

Directors’ trading, abnormal returns, information content, operating performance

44.

The Effect of Anonymity on Price Efficiency: Evidence from the Removal of Broker Identities

Pacific-Basin Finance Journal, Forthcoming
Number of pages: 33 Posted: 13 Jul 2018
Huu Nhan Duong, Paul Lajbcygier, Jerry Lu and Van Hoang Vu
Monash University - Department of Banking and Finance, Monash University - Department of Banking & Finance, Monash University and Royal Melbourne Institute of Technolog (RMIT University) - School of Economics, Finance and Marketing
Downloads 60 (606,933)
Citation 1

Abstract:

Loading...

Broker Identities, Price Discovery, Anonymity

45.

Anonymity and Order Submissions

Pacific-Basin Finance Journal, Vol. 25, 2013
Number of pages: 37 Posted: 07 Aug 2009 Last Revised: 07 Feb 2015
Huu Nhan Duong and Petko S. Kalev
Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 60 (606,933)

Abstract:

Loading...

Anonymity; Institutional investors; Individual investors; Order submissions

46.

Does Anonymity Protect Retail Investors from Fast Traders?

Number of pages: 59 Posted: 29 Nov 2021
Qiao Sun, Huu Nhan Duong and Paul Lajbcygier
Monash University, Monash University - Department of Banking and Finance and Monash University
Downloads 52 (649,371)

Abstract:

Loading...

G11, G12, G14

47.

Does Bid-Ask Spread Affect Trading in Exchange Operated Dark Pool: Evidence from a Natural Experiment

Number of pages: 36 Posted: 28 Jun 2021 Last Revised: 02 Aug 2022
Xiao Tian, Huu Nhan Duong and Petko S. Kalev
Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 46 (684,289)
Citation 2

Abstract:

Loading...

Darking trading, Exchange operated dark pool, Tick size change, Bid-ask spread, Japanese market

48.

Financial Statement Dissimilarity Matters: Evidence from Private Debt Contracts

Number of pages: 49 Posted: 05 Dec 2023
Huu Nhan Duong, Amanjot Singh and Harminder Singh
Monash University - Department of Banking and Finance, King's University College at Western University and Deakin University - School of Accounting, Economics and Finance
Downloads 8 (1,007,708)

Abstract:

Loading...

Annual reports; dissimilarity; cost of debt; loan spread; covenants; private debt

49.

Order Aggressiveness of Institutional and Individual Investors

Pacific-Basin Finance Journal, Vol. 17, No. 5, 2009
Posted: 07 Feb 2015
Huu Nhan Duong, Petko S. Kalev and Chandrasekar Krishnamurti
Monash University - Department of Banking and Finance, RoZetta Institute and Monash University

Abstract:

Loading...

Limit order book, Institutional and individual investors, Order aggressiveness

50.

A Test of the Samuelson Hypothesis Using Realized Range

Journal of Futures Markets, Vol 28, issue 7, 2008
Posted: 29 May 2014
Petko S. Kalev and Huu Nhan Duong
RoZetta Institute and Monash University - Department of Banking and Finance

Abstract:

Loading...

51.

The Samuelson Hypothesis in Futures Markets: An Analysis Using Intraday Data

Journal of Banking and Finance, Vol. 32, No. 4, 2008
Posted: 29 May 2014
Huu Nhan Duong and Petko S. Kalev
Monash University - Department of Banking and Finance and RoZetta Institute

Abstract:

Loading...

Other Papers (2)

Total Downloads: 308
Actions:
Email selected abstracts
1.

Do Firms Benefit from Carbon Risk Management? Evidence from the Credit Default Swaps Market

Number of pages: 70 Posted: 03 May 2022
Huu Nhan Duong, Petko S. Kalev, Madhu Kalimipalli and Saurabh Trivedi
Monash University - Department of Banking and Finance, RoZetta Institute, Lazaridis School of Business and Economics, Wilfrid Laurier University and affiliation not provided to SSRN
Downloads 235

Abstract:

Loading...

Carbon risk management; Credit risk; Credit default swap spread; Environmental, social, and governance; The Paris climate agreement; US state climate adaptation plans.

2.

Does the bid–ask spread affect trading in exchange operated dark pools? Evidence from a natural experiment

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 47 Posted: 03 Nov 2020 Last Revised: 18 Feb 2023
Huu Nhan Duong, Petko S. Kalev and Xiao Tian
Monash University - Department of Banking and Finance, RoZetta Institute and Swinburne University of Technology - Department of Accounting, Economics, and Finance
Downloads 73 (519,067)

Abstract:

Loading...

Dark trading; exchange operated dark pool; tick size change; bid–ask spread; Japanese market