Minh Nguyen

Newcastle University Business School

Lecturer (Assistant Professor) in Finance

Newcastle upon Tyne, NE1 7RU

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

558

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (7)

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 172 (213,288)
Citation 6

Abstract:

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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 124 (278,735)
Citation 1

Abstract:

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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 35 (549,819)
Citation 2

Abstract:

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Illiquidity, Asset Pricing, Identification, Heteroskedasticity

3.

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 81 (367,495)

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

4.

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 74 (386,926)

Abstract:

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

5.

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 67 (408,376)

Abstract:

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

6.

Excess Cash and Equity Option Liquidity

Number of pages: 47 Posted: 12 Jan 2021 Last Revised: 09 Jun 2021
Minh Nguyen and Min Deng
Newcastle University Business School and University of Newcastle - Newcastle University Business School
Downloads 5 (741,504)

Abstract:

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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