Minh Nguyen

Newcastle University Business School

Lecturer (Assistant Professor) in Finance

Newcastle upon Tyne, NE1 7RU

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

419

CITATIONS

7

Scholarly Papers (6)

1.

Permanent Trading Impacts and Bond Yields

Number of pages: 45 Posted: 29 Jun 2009 Last Revised: 02 Aug 2011
Alfonso Dufour and Minh Nguyen
ICMA Centre, Henley Business School, University of Reading and Newcastle University Business School
Downloads 167 (177,384)
Citation 1

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Bond markets, Liquidity, Information asymmetry

Funding Constraints and Market Illiquidity in the European Treasury Bond Market

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 48 Posted: 25 May 2016 Last Revised: 09 Aug 2018
Sophie Moinas, Minh Nguyen and Giorgio Valente
Toulouse School of Economics, Newcastle University Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 107 (252,821)
Citation 1

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Illiquidity, Asset Pricing, Identification, Heteroskedasticity

Funding Constraints and Market Illiquidity in the European Treasury Bond Market

HKIMR Working Paper No.21/2018
Number of pages: 61 Posted: 10 Oct 2018
Sophie Moinas, Minh Nguyen and Giorgio Valente
Toulouse School of Economics, Newcastle University Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 18 (549,482)
Citation 1

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Illiquidity, Asset Pricing, Identification, Heteroskedasticity

3.

Option Implied Liquidity and Stock Returns

Number of pages: 49 Posted: 16 Oct 2017 Last Revised: 11 May 2019
Minh Nguyen and Yuanyu Yang
Newcastle University Business School and University of Newcastle - Business School
Downloads 54 (372,900)

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Il-liquidity, Asset pricing, Return predictability

4.

Computer-Based Trading, Institutional Investors and Treasury Bond Returns

Number of pages: 64 Posted: 27 Aug 2018 Last Revised: 29 Aug 2018
Nottingham University Business School, Bank of Canada, Newcastle University Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 49 (389,218)

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Computer-based Trading, Asset Pricing, Institutional Investors, Asset Allocation

5.

Collateral Haircuts and Bond Yields

Number of pages: 35 Posted: 30 Jul 2018
Minh Nguyen
Newcastle University Business School
Downloads 24 (495,722)

Abstract:

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Liquidity, Funding Constraints, Asset Pricing, European Government Bond Markets, Central Bank Monetary Policies

6.

Time-Varying Price Discovery in the European Treasury Markets

Posted: 16 Jun 2008 Last Revised: 01 Nov 2013
Minh Nguyen and Alfonso Dufour
Newcastle University Business School and ICMA Centre, Henley Business School, University of Reading

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Price Discovery, Trading Intensity, Duration, Bond Markets