Giang Nguyen

Pennsylvania State University - Smeal College of Business

Assistant Professor of Finance

University Park, PA 16802

United States

http://directory.smeal.psu.edu/gxn13

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 24,029

SSRN RANKINGS

Top 24,029

in Total Papers Downloads

2,554

SSRN CITATIONS
Rank 16,640

SSRN RANKINGS

Top 16,640

in Total Papers Citations

38

CROSSREF CITATIONS

29

Scholarly Papers (9)

1.

The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform

Journal of Financial Markets, Vol. 40, No. September, 2018
Number of pages: 54 Posted: 31 Jul 2009 Last Revised: 02 Mar 2021
Michael J. Fleming, Bruce Mizrach and Giang Nguyen
Federal Reserve Bank of New York, Rutgers University, Department of Economics and Pennsylvania State University - Smeal College of Business
Downloads 559 (60,671)
Citation 33

Abstract:

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microstructure, Treasury market, bid-ask spread, price impact, information

2.

Opioid Crisis Effects On Municipal Finance

Number of pages: 83 Posted: 12 Sep 2019 Last Revised: 16 Apr 2021
Pennsylvania State University - Department of Finance, University of Georgia, Pennsylvania State University - Smeal College of Business and University of Nevada, Las Vegas
Downloads 540 (63,465)
Citation 7

Abstract:

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Access to Finance, Municipal Bonds, Opioid Epidemic, Public Finance, Prescription Drug Monitoring Program

3.

Liquidity and Volatility in the U.S. Treasury Market

Journal of Econometrics, 217(2), 207-229. , FRB of New York Staff Report No. 590, UNC Kenan-Flagler Research Paper No. 2013-20, Kenan Institute of Private Enterprise Research Paper
Number of pages: 55 Posted: 02 Jan 2013 Last Revised: 01 Jul 2021
Pennsylvania State University - Smeal College of Business, New York University (NYU) - Department of Finance, Federal Reserve Bank of New York and University of North Carolina Kenan-Flagler Business School
Downloads 467 (75,836)
Citation 25

Abstract:

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liquidity, Treasury market, limit order book, financial crisis, volatility, announcement

4.

Investor Attention and Municipal Bond Returns

Number of pages: 58 Posted: 20 Sep 2017 Last Revised: 12 Jun 2020
Pennsylvania State University - Department of Finance, University of Georgia and Pennsylvania State University - Smeal College of Business
Downloads 304 (123,866)

Abstract:

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Market segmentation, market efficiency, municipal bonds, bond return indices, bond insurance, investor attention

5.

Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange

Journal of Risk and Financial Management, 12(4), 164-189
Number of pages: 50 Posted: 19 Oct 2018 Last Revised: 02 Mar 2021
Eric Ghysels and Giang Nguyen
University of North Carolina Kenan-Flagler Business School and Pennsylvania State University - Smeal College of Business
Downloads 256 (147,499)
Citation 2

Abstract:

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Bitcoin, cryptocurrency, price discovery, liquidity, price impact, limit order book market, adverse selection, learning

6.

The Price of Safety: The Evolution of Municipal Bond Insurance Value

Number of pages: 60 Posted: 19 Oct 2018 Last Revised: 15 May 2020
Pennsylvania State University - Department of Finance, University of Georgia and Pennsylvania State University - Smeal College of Business
Downloads 171 (214,381)
Citation 2

Abstract:

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municipal markets; financial guaranty; over-insurance; yield inversion; conflicts of interest

7.

Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market

Review of Asset Pricing Studies, 9(2), 256-295.
Number of pages: 56 Posted: 11 Aug 2013 Last Revised: 02 Mar 2021
Michael J. Fleming and Giang Nguyen
Federal Reserve Bank of New York and Pennsylvania State University - Smeal College of Business
Downloads 151 (237,924)
Citation 6

Abstract:

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dark pool, liquidity, price impact, information share, fixed income market

8.

Minimum Price Increment, Competition for Liquidity Provision, and Price Discovery

FRB of New York Staff Report No. 886 (2019)
Number of pages: 51 Posted: 23 Apr 2019 Last Revised: 02 Mar 2021
Federal Reserve Bank of New York, Pennsylvania State University - Smeal College of Business and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 73 (389,729)
Citation 1

Abstract:

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tick size reduction, bid-ask spread, market liquidity, price efficiency, Treasury securities

9.

Liquidity or Volatility? Disentangling the Sources of Spillovers in Euro Area Sovereign Bond Markets

Number of pages: 56 Posted: 19 Oct 2018
Giang Nguyen
Pennsylvania State University - Smeal College of Business
Downloads 33 (547,544)
Citation 2

Abstract:

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Liquidity, Volatility, Spillovers, Sovereign Bond Markets, European Sovereign Debt Crisis