Binh Huu Do

Monash University

Dr

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

4

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1,670

SSRN CITATIONS
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Top 47,364

in Total Papers Citations

15

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Are Pairs Trading Profits Robust to Trading Costs?

Number of pages: 37 Posted: 11 Nov 2010 Last Revised: 02 Oct 2012
Binh Huu Do and Robert W. Faff
Monash University and University of Queensland
Downloads 1,575 (22,684)
Citation 9

Abstract:

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pairs trading, law of one price, trading costs, short-term reversal, contrarian strategies

2.

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
Swinburne University of Technology - Department of Accounting, Economics, and Finance, Monash University, Monash University - Department of Banking and Finance and RoZetta Institute
Downloads 95 (516,611)
Citation 1

Abstract:

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

3.

Co-Existence of Short-Term Reversals and Momentum in the Australian Equity Market

Australian Journal of Management, Vol. 41, No. 1, 2016
Posted: 29 Jan 2016
Daniel Chai and Binh Huu Do
Monash University and Monash University

Abstract:

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industry momentum, liquidity, momentum, short-term reversals

4.

Does Simple Pairs Trading Still Work?

Financial Analysts Journal, Vol. 66, No. 4, pp. 83-95, 2010
Posted: 11 Aug 2010
Binh Huu Do and Robert W. Faff
Monash University and University of Queensland

Abstract:

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Portfolio Management, Equity Portfolio Management Strategies, Behavioral Finance, Limits to Arbitrage, Noise-Trader Risk, Quantitative Methods, Correlation Analysis and Regression, Time-Series Analysis