Minh Nguyen

Newcastle University Business School

Lecturer (Assistant Professor) in Finance

Newcastle upon Tyne, NE1 7RU

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

956

SSRN CITATIONS

6

CROSSREF CITATIONS

3

Scholarly Papers (7)

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
Universite de Toulouse 1 Capitole, Newcastle University Business School and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 171 (328,048)
Citation 2

Abstract:

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Illiquidity, Asset Pricing, Identification, Heteroskedasticity

2.

Option Market Liquidity and Stock Price Crash Risk

Number of pages: 58 Posted: 27 Jan 2023
Min Deng, Minh Nguyen and Bartosz Gebka
University of Newcastle - Newcastle University Business School, Newcastle University Business School and Newcastle University Business School
Downloads 198 (288,105)

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Price crash, option market, option liquidity JEL classification: G10, G11, G12

3.

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 198 (288,105)
Citation 6

Abstract:

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Bond markets, Liquidity, Information asymmetry

4.

Put-Call Disparity and Stock Returns: Cross-Section and Time-Series Effects

Number of pages: 40 Posted: 16 Oct 2017 Last Revised: 06 Feb 2021
Minh Nguyen and Yuanyu Yang
Newcastle University Business School and University of Newcastle - Business School
Downloads 177 (318,472)

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Financial Market Dislocation, Il-liquidity, Asset pricing, Return predictability

5.

Collateral Haircuts and Bond Yields in the European Government Bond Markets

Number of pages: 34 Posted: 30 Jul 2018 Last Revised: 20 Feb 2020
Minh Nguyen
Newcastle University Business School
Downloads 141 (385,296)

Abstract:

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

6.

Excess Cash and Equity Option Liquidity

Number of pages: 48 Posted: 12 Jan 2021 Last Revised: 31 May 2022
Minh Nguyen and Min Deng
Newcastle University Business School and University of Newcastle - Newcastle University Business School
Downloads 71 (612,091)

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Corporate cash holding, Equity option, Liquidity, Information asymmetry

7.

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