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Vu Tran

Personal Details

First Name:Vu
Middle Name:
Last Name:Tran
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RePEc Short-ID:ptr358
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Affiliation

ICMA Centre for Financial Markets
Henley Business School
University of Reading

Reading, United Kingdom
https://www.icmacentre.ac.uk
RePEc:edi:isrdguk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Rui Fan & Oleksandr Talavera & Vu Tran, 2020. "Social media and price discovery: the case of cross-listed firms," Discussion Papers 20-05, Department of Economics, University of Birmingham.
  2. Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Social media bots and stock markets," Working Papers 2018-30, Swansea University, School of Management.
  3. Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2018. "Multiple credit ratings and market heterogeneity," Working Papers 2018-26, Swansea University, School of Management.
  4. Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Does connection with @realDonaldTrump affect stock prices?," Working Papers 2018-07, Swansea University, School of Management.

Articles

  1. Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2019. "Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets," The European Journal of Finance, Taylor & Francis Journals, vol. 25(13), pages 1211-1233, September.
  2. Rasha Alsakka & Owain ap Gwilym & Patrycja Klusak & Vu Tran, 2015. "Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 44(2), pages 275-308, July.
  3. Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain, 2014. "Sovereign rating actions and the implied volatility of stock index options," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 101-113.

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.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Social media bots and stock markets," Working Papers 2018-30, Swansea University, School of Management.

    Mentioned in:

    1. What moves markets more, Twitter or traditional news?
      by ? in EUROPP European Politics and Policy on 2018-12-08 07:29:35

Working papers

  1. Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Social media bots and stock markets," Working Papers 2018-30, Swansea University, School of Management.

    Cited by:

    1. Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023. "Information flows and the law of one price," International Review of Financial Analysis, Elsevier, vol. 85(C).
    2. Kai-Cheng Yang & Emilio Ferrara & Filippo Menczer, 2022. "Botometer 101: social bot practicum for computational social scientists," Journal of Computational Social Science, Springer, vol. 5(2), pages 1511-1528, November.
    3. Qing Liu & Hosung Son, 2024. "Methods for aggregating investor sentiment from social media," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-22, December.
    4. Menghan Zhang & Xue Qi & Ze Chen & Jun Liu, 2022. "Social Bots’ Involvement in the COVID-19 Vaccine Discussions on Twitter," IJERPH, MDPI, vol. 19(3), pages 1-14, January.
    5. Zhang, Yaozeng & Ma, Jing & Fang, Fanshu, 2024. "How social bots can influence public opinion more effectively: Right connection strategy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 633(C).
    6. Nguyen, Phuc Lam Thy & Alsakka, Rasha & Mantovan, Noemi, 2023. "Political preferences and stock markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
    7. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021. "Does It Matter Where You Search? Twitter versus Traditional News Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(7), pages 1757-1795, October.
    8. Liang, Qi & Sun, Wenjia & Li, Wenyu & Yu, Fengyan, 2021. "Media effects matter: Macroeconomic announcements in the gold futures market," Economic Modelling, Elsevier, vol. 96(C), pages 1-12.
    9. Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2018. "Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets," Working Paper series 18-42, Rimini Centre for Economic Analysis.
    10. Bennett, Donyetta & Mekelburg, Erik & Williams, T.H., 2023. "BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing," Research in International Business and Finance, Elsevier, vol. 65(C).
    11. Dosumu, Oluwatoyin Esther & Sakariyahu, Rilwan & Oyekola, Olayinka & Lawal, Rodiat, 2023. "Panic bank runs, global market contagion and the financial consequences of social media," Economics Letters, Elsevier, vol. 228(C).
    12. Rui Fan & Oleksandr Talavera & Vu Tran, 2023. "Social media and price discovery: The case of cross‐listed firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 151-167, February.
    13. Qing Liu & Hosung Son, 2024. "Data selection and collection for constructing investor sentiment from social media," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.

  2. Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Does connection with @realDonaldTrump affect stock prices?," Working Papers 2018-07, Swansea University, School of Management.

    Cited by:

    1. Kinyua, Johnson D. & Mutigwe, Charles & Cushing, Daniel J. & Poggi, Michael, 2021. "An analysis of the impact of President Trump’s tweets on the DJIA and S&P 500 using machine learning and sentiment analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).

Articles

  1. Vu Tran & Rasha Alsakka & Owain ap Gwilym, 2019. "Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets," The European Journal of Finance, Taylor & Francis Journals, vol. 25(13), pages 1211-1233, September.

    Cited by:

    1. Magdalena Adamczyk, 2020. "The impact of ratings and other information on the fluctuation of Polish stock indexes," Bank i Kredyt, Narodowy Bank Polski, vol. 51(3), pages 239-262.
    2. Sahibzada, Irfan Ullah, 2023. "To what extent do sovereign rating actions affect global equity market sectors?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 240-261.
    3. Al Guindy, Mohamed, 2021. "Cryptocurrency price volatility and investor attention," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 556-570.
    4. Zhao, Mengyang & Zhang, Lingxiao, 2023. "Foreign ownership, heterogeneous beliefs, and stock market volatility," Finance Research Letters, Elsevier, vol. 55(PA).
    5. Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum, 2022. "Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation," Journal of Banking & Finance, Elsevier, vol. 145(C).

  2. Rasha Alsakka & Owain ap Gwilym & Patrycja Klusak & Vu Tran, 2015. "Market Impact under a New Regulatory Regime: Credit Rating Agencies in Europe," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 44(2), pages 275-308, July.

    Cited by:

    1. Olivier Nataf & Lieven Moor & Rosanne Vanpée, 2018. "Was Regulation (EC) No 1060/2009 on Credit Rating Agencies effective?," Journal of Banking Regulation, Palgrave Macmillan, vol. 19(4), pages 299-316, November.
    2. Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum, 2022. "Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation," Journal of Banking & Finance, Elsevier, vol. 145(C).
    3. Yuriy Zabolotnyuk, 2018. "Wealth Effects of Bond Rating Announcements," Multinational Finance Journal, Multinational Finance Journal, vol. 22(3-4), pages 211-254, September.

  3. Tran, Vu & Alsakka, Rasha & ap Gwilym, Owain, 2014. "Sovereign rating actions and the implied volatility of stock index options," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 101-113.

    Cited by:

    1. Themistokles Lazarides & Evaggelos Drimpetas, 2016. "Defining the factors of Fitch rankings in the European banking sector," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 315-339, August.
    2. Vu, Huong & Alsakka, Rasha & Gwilym, Owain ap, 2015. "The credit signals that matter most for sovereign bond spreads with split rating," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 174-191.
    3. Sahibzada, Irfan Ullah & Rizwan, Muhammad Suhail & Qureshi, Anum, 2022. "Impact of sovereign credit ratings on systemic risk and the moderating role of regulatory reforms: An international investigation," Journal of Banking & Finance, Elsevier, vol. 145(C).
    4. Hill, Paula & Bissoondoyal-Bheenick, Emawtee & Faff, Robert, 2018. "New evidence on sovereign to corporate credit rating spill-overs," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 209-225.
    5. Fahad Bashir & Omar Masood & Abdullah Imran Sahi, 2017. "Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(4), pages 146-159, October.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (3) 2018-02-26 2018-04-02 2020-04-20
  2. NEP-FMK: Financial Markets (2) 2018-04-02 2020-04-20
  3. NEP-ICT: Information and Communication Technologies (2) 2018-04-02 2020-04-20
  4. NEP-MST: Market Microstructure (2) 2018-04-02 2020-04-20
  5. NEP-CFN: Corporate Finance (1) 2018-04-02
  6. NEP-POL: Positive Political Economics (1) 2018-02-26

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