Zobrazeno 1 - 10
of 28
pro vyhledávání: '"Lai T. Hoang"'
Autor:
Lai T. Hoang, Joey Yang
Publikováno v:
Australian Journal of Management. 48:3-37
This article examines institutions’ investment strategies towards environmental and social (E&S) stocks in the first quarter of 2020, coinciding with the COVID-19 pandemic outbreak. Backed with both institutional- and firm-level analyses, we find t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e0cbaf19b2fe6d82d83a311e86402cab
https://doi.org/10.1177/03128962221078943
https://doi.org/10.1177/03128962221078943
Publikováno v:
Pacific-Basin Finance Journal. 79:101946
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d7d3161adebcfcd70435b1d7ad3f5e41
https://doi.org/10.1016/j.pacfin.2023.101946
https://doi.org/10.1016/j.pacfin.2023.101946
Publikováno v:
Journal of Financial Markets. 64:100802
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::371130491e434af93129a1b7d7f2fc03
https://doi.org/10.1016/j.finmar.2022.100802
https://doi.org/10.1016/j.finmar.2022.100802
Publikováno v:
The Journal of Asian Finance, Economics and Business. 7:125-134
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::af4ee0678639b3a7318253c62bb8f062
https://doi.org/10.13106/jafeb.2020.vol7.no9.125
https://doi.org/10.13106/jafeb.2020.vol7.no9.125
Autor:
Lai T. Hoang, Dirk G. Baur
Publikováno v:
Journal of Futures Markets. 40:1584-1602
This paper studies a large number of bitcoin (BTC) options traded on the options exchange Deribit. We use the trades to calculate implied volatility (IV) and analyze if volatility forecasts can be improved using such information. IV is less accurate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4b814ac79c882e83430c09aa0e4ca31c
https://doi.org/10.1002/fut.22144
https://doi.org/10.1002/fut.22144
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f3216dedc27a1b021ec4ce1fd234417d
https://doi.org/10.2139/ssrn.4059541
https://doi.org/10.2139/ssrn.4059541
Autor:
Dirk G. Baur, Lai T. Hoang
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f7c168de89ab1bef6da62df870f591e1
https://doi.org/10.2139/ssrn.4001429
https://doi.org/10.2139/ssrn.4001429
Autor:
Lai T. Hoang, Dirk G. Baur
Publikováno v:
Journal of Banking & Finance. 144:106622
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::389910ac0857555a4d480cc3ba9e30ac
https://doi.org/10.1016/j.jbankfin.2022.106622
https://doi.org/10.1016/j.jbankfin.2022.106622
Autor:
Trang Thu Phan, Lai T. Hoang
Publikováno v:
Economic Papers: A journal of applied economics and policy. 38:193-207
In this paper, we examine whether liquidity is priced in the Vietnamese stock market. We show that stock liquidity is an important factor which should be taken into consideration in pricing stock returns. Explaining power of asset pricing models is i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c5fee8aa4ec2e6df40a53edb0eb2e690
https://doi.org/10.1111/1759-3441.12249
https://doi.org/10.1111/1759-3441.12249
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::53461f81f3edb835b443ae2e07edcf7f
https://doi.org/10.2139/ssrn.3925888
https://doi.org/10.2139/ssrn.3925888