Harvey Nguyen
Personal Details
First Name: | Harvey |
Middle Name: | |
Last Name: | Nguyen |
Suffix: | |
RePEc Short-ID: | png262 |
| |
http://www.massey.ac.nz/massey/expertise/profile.cfm?stref=697450 | |
Affiliation
School of Economics and Finance
Business School
Massey University
Palmerston North, New Zealandhttp://economics-finance.massey.ac.nz/
RePEc:edi:samasnz (more details at EDIRC)
Research output
Jump to: ArticlesArticles
- Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "Country governance and international equity returns," Journal of Banking & Finance, Elsevier, vol. 122(C).
- Lan Thanh Nguyen & Hung T. Nguyen & Mia Hang Pham, 2021. "Bribe or die: gender differences in entrepreneurship in emerging markets," Applied Economics, Taylor & Francis Journals, vol. 53(19), pages 2170-2191, April.
- Nguyen, Hung T. & Truong, Cameron, 2018. "When are extreme daily returns not lottery? At earnings announcements!," Journal of Financial Markets, Elsevier, vol. 41(C), pages 92-116.
- Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018. "Politics and liquidity," Journal of Financial Markets, Elsevier, vol. 38(C), pages 1-13.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021.
"Country governance and international equity returns,"
Journal of Banking & Finance, Elsevier, vol. 122(C).
Cited by:
- Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024. "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 90(C).
- Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie, 2022. "Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns," Journal of Financial Markets, Elsevier, vol. 61(C).
- Jun Wen & Umar Farooq & Suhaib Anagreh & Mosab I. Tabash, 2022. "Quality of governance and corporate real investment: Assessing the impact of foreign aid," Bulletin of Economic Research, Wiley Blackwell, vol. 74(4), pages 1115-1134, October.
- Liu, Guangqiang & Liu, Boyang, 2023. "How digital technology improves the high-quality development of enterprises and capital markets: A liquidity perspective," Finance Research Letters, Elsevier, vol. 53(C).
- Lan Thanh Nguyen & Hung T. Nguyen & Mia Hang Pham, 2021.
"Bribe or die: gender differences in entrepreneurship in emerging markets,"
Applied Economics, Taylor & Francis Journals, vol. 53(19), pages 2170-2191, April.
Cited by:
- Olayinka Oyekola & Martha A. Omolo & Olapeju C. Ogunmokun, 2023. "Are majority-female-owned firms more susceptible to bribery solicitations?," Discussion Papers 2311, University of Exeter, Department of Economics.
- Tonoyan, Vartuhi & Boudreaux, Christopher J., 2023. "Gender diversity in firm ownership: Direct and indirect effects on firm-level innovation across 29 emerging economies," Research Policy, Elsevier, vol. 52(4).
- Khurana, Indu & Tamvada, Jagannadha Pawan & Audretsch, David B., 2023. "The weaker sex? A tale of means and tails," Journal of Business Venturing Insights, Elsevier, vol. 20(C).
- Kim, Sahrok & Praveen Parboteeah, K. & Cullen, John B. & Jeong, Nara, 2022. "Social institutions approach to women’s firm ownership and firm bribery activity: A study of small-sized firms in emerging markets," Journal of Business Research, Elsevier, vol. 144(C), pages 1333-1349.
- Nguyen, Hung T. & Truong, Cameron, 2018.
"When are extreme daily returns not lottery? At earnings announcements!,"
Journal of Financial Markets, Elsevier, vol. 41(C), pages 92-116.
Cited by:
- Zi-Mei Wang & Donald Lien, 2022. "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 545-600, August.
- Lu, Jing & Ho, Keng-Yu & Ho, Po-Hsin & Ko, Kuan-Cheng, 2023. "CEO overconfidence, lottery preference and the cross-section of stock returns," Finance Research Letters, Elsevier, vol. 54(C).
- Baars, Maren & Mohrschladt, Hannes, 2021. "An alternative behavioral explanation for the MAX effect," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 868-886.
- Lin, Mei-Chen, 2023. "Time-varying MAX preference: Evidence from revenue announcements," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
- Grobys, Klaus & Junttila, Juha, 2021. "Speculation and lottery-like demand in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
- Gao, Ya & Bradrania, Reza, 2024. "Property crime and lottery-related anomalies," Global Finance Journal, Elsevier, vol. 59(C).
- Nguyen, Hung T. & Pham, Mia Hang, 2021. "Air pollution and behavioral biases: Evidence from stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021. "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Andreas Oehler & Julian Schneider, 2023. "Social trading: do signal providers trigger gambling?," Review of Managerial Science, Springer, vol. 17(4), pages 1269-1331, May.
- Huang, Shuyang & Zeng, Ming, 2022. "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Zhu, Zhaobo & Harrison, DavidM. & Seiler, MichaelJ., 2020. "Preference for lottery features in real estate investment trusts," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 599-613.
- Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020. "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, vol. 57(C), pages 33-51.
- Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2018.
"Politics and liquidity,"
Journal of Financial Markets, Elsevier, vol. 38(C), pages 1-13.
Cited by:
- Adrian, Christofer & Garg, Mukesh & Viet Pham, Anh & Phang, Soon-Yeow & Truong, Cameron, 2022. "Policy and oversight of corporate political activities and the cost of equity capital," Journal of Contemporary Accounting and Economics, Elsevier, vol. 18(2).
- Kuntal K. Das & Mona Yaghoubi, 2022.
"Stock Liquidity and Firm-Level Political Risk,"
Working Papers in Economics
22/18, University of Canterbury, Department of Economics and Finance.
- Das, Kuntal K. & Yaghoubi, Mona, 2023. "Stock liquidity and firm-level political risk," Finance Research Letters, Elsevier, vol. 51(C).
- Pham, Mia Hang, 2020. "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, vol. 50(C).
- Białkowski, Jędrzej & Yaghoubi, Mona, 2021. "The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
- Nguyen, Hung T. & Pham, Mia Hang, 2021. "Air pollution and behavioral biases: Evidence from stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Thakerngkiat, Narongdech & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2023. "Does fear spur default risk?," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 879-899.
- Fiorillo, Paolo & Meles, Antonio & Pellegrino, Luigi Raffaele & Verdoliva, Vincenzo, 2023. "Geopolitical risk and stock liquidity," Finance Research Letters, Elsevier, vol. 54(C).
- Paritosh Chandra Sinha, 2021. "Attention to the Election-Economics-Politics (EEP) Nexus in the Indian Stock Markets," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 13(1), pages 7-32, June.
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Corrections
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