Home

Recent News

Great news! Nhut Hoang Nguyen has been appointed to be a Co-Editor of the Pacific Accounting Review. His official induction will be 1 Jan 2016. 

We are calling for papers for our third Vietnam International Conference in Finance (VICIF-2016), which will take place on 9-10 June 2016 in Furama Resort Dang, Vietnam. Follow this link for more information about the conference.

Vietnam Finance Association International (VFAI) and University of Economics and Law signed a Memorandum of Understanding in June 2015 to foster collaboration in research and scholarly activities.

Many congratulations to Anh L. Tran (VFAI's Vice President for Europe) on his several forthcoming publications in the Journal of Financial Economics, Journal of Accounting and Economics, and Management Science

Great news! Duc Khuong Nguyen (former President of VFAI and currently General Secretary) has recently been named among the Top 12 most prolific authors in economics and finance by RePEc.

Many congratulations to both Duong Ngoc Diep and Giang Nguyen on their Best Paper Awards at the Financial Management Association Annual Meetings 2014 in Nashville, the US.  

Publication report | For members only

Dear members,

Congratulations on your latest publications! Please inform us by completing this PUBLICATION REPORT FORM. Your entries will be automatically centralized and published on the web as soon as possible.

VFAI Executive Board

Membership | Membership requirements

Any person who has obtained or is pursuing a PhD in finance or related fields, has published paper(s) in peer reviewed journals in finance or related fields or presented at a prominent international finance conference (an incomplete list of the suggested conferences is posted on VFAI’s website), and is willing to pursue the objectives of the VFAI may apply for voting Regular Membership. Read more

Who's Online

We have 3 guests and no members online

Publications 2015

Hoang T., Wong W.K. & Zhen Z.Z. 2015. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. Economic Modelling50:200-211

Gallais-Hamonno G., Oosterlinck K. & Hoang T. 2015. Informational efficiency on clandestine and official gold markets. Economics Letters126: 28-30.

Aytac B., Hoang T.H.V. & Mandou C. 2015. Wine: To drink or invest in? A study of wine as an investment asset in French portfolios. Research in International Business and FinanceIn Press

Hoang T., Lean H.H. & Wong W.K. 2015. Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris Stock Exchange. International Review of Financial Analysis, 42: 98-108.

Abdulla, Y., Dang, V.A., and Khurshed, A., 2015. Debt Maturity and Initial Public Offerings. Review of Quantitative Finance and Accounting, forthcoming.

Cahan, R., Cahan, S., Lee, T., Nguyen, N.H. Media content, accounting quality, and liquidity volatility. European Accounting Review, forthcoming.

Cahan S., Chen, C., Li, C., Nguyen, N.H. Media management and corporate social responsibility. Journal of Banking and Finance, forthcoming.

Dang, V.A., Kim, M., and Shin, Y., 2015. In Search of Robust Methods for Dynamic Panel Data Models in Empirical Corporate Finance. Journal of Banking & Finance 53, 84-98 

Dang, V.A. and Garrett, I, 2015. On Corporate Capital Structure Adjustments. Finance Research Letters 14, 56-63.

Dunham, L. M., Simpson, T., 2015. An Analysis of the Impact of Securities Lending on the Performance of ETFs. Journal of Wealth Management17, 75-84

Fich, E.M., Harford, J., and Tran, A.L., 2015. Motivated monitors: the importance of institutional investors’ portfolio weights. Journal of Financial Economics, forthcoming. 

Ghaly, M., Dang, V.A., Stathopoulos, K., 2015. Employee Welfare and Cash Holdings. Journal of Corporate Finance, forthcoming.

Le, H.TT, Narayanan, R., and Vo, L.V, 2015, Has the Effect of Asset Securitization on Bank Risk Taking Behavior Changed?, Journal of Financial Services Research, forthcoming.

Marshall, B., Nguyen, N.H., and Visaltanachoti, N. Transaction costs in an illiquid order-driven market. Accounting and Finance, forthcoming.

Marshall, B., Nguyen, N.H., Visaltanachoti, N. Frontier market transaction costs and diversification. Journal of Financial Markets, forthcoming.

Phan, H.V., 2015. Inside Debt and Mergers and Acquisitions. Journal of Financial and Quantitative Analysis, forthcoming.

 

Publications 2014

Blau, B.M., Nguyen, N., Whitby, R.J., 2014. The Information Content of Option Ratios. Journal of Banking and Finance 43, 179-187.

Cao, Kien and Jeff Madura, 2014. Investment Banks as Intermediaries in Asset Sell-offs, Journal of Economics and Business, 74, 40-56.

Dang, V.A., Kim, M., Shin, Y., 2014. Asymmetric Adjustment toward Optimal Capital Structure: Evidence from a Crisis. International Review of Financial Analysis 33, 226-242.

Litt, B., Sharma, D., Simpson, T., Tanyi, P., 2014. Audit Partner Rotation and Financial Reporting Quality: Evidence from the U.S. Auditing: A Journal of Practice and Theory, 33, 59-86

Nguyen, N.Q., 2014. On the Compensation and Activity of Corporate Boards. Journal of Corporate Finance 29, 1-19.

Nguyen, Duong, Tribhuvan Puri, 2014. Information Asymmetry and Accounting Restatements, NYSE-AMEX and NASDAQ evidence, Review of Quantitative Finance and Accounting, 43, 211-244.

Nguyen, D. K., Hammoudeh, S., Mensi, W., and Reboredo, J.C. 2014. Dynamic Dependence of the Global Islamic Equity Index with Global Conventional Equity Market Indices and Risk Factors. Pacific-Basin Finance Journal, 30, 189-206

Nguyen, D. K., Gupta, R., Hammoudeh, S., and Modise, M. 2014. Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? Journal of International Financial Markets, Institutions and Money, 33, 367-378

Nguyen, D. K., Chkili, W., and Aloui, C. 2014. Instabilities in the Relationships and Hedging Strategies between Crude Oil and US Stock Markets: Do Long Memory and Asymmetry Matter? Journal of International Financial Markets, Institutions and Money, 33, 354-366

Nguyen, D. K., Hammoudeh, S., Reboredo, J.C., and Wen, X. 2014. Dependence of Stock and Commodity Futures Markets in China: Implications for Portfolio Investment. Emerging Markets Review, 21, 183-200

Nguyen, D. K., Arouri, M., Hammoudeh, S., and Jawadi, F. 2014. Financial Linkages between U.S. Sector Credit Default Swaps Markets. Journal of International Financial Markets, Institutions and Money, 33, 223-243

Nguyen, D. K., Mensi, W., Hammoudeh, S., and Reboredo, J.C. 2014. Do Global Factors Impact BRICS Stock Markets? A Quantile Regression Approach. Emerging Markets Review, 19, 1-19

Nguyen, D. K., Chkili W., and Hammoudeh, S. 2014. Volatility Forecasting and Risk Management for Commodity Markets in the Presence of Asymmetry and Long Memory. Energy Economics, 41, 1-18

Nguyen, D. K., Ajmi, A. N., Hammoudeh, S., and Sarafrazi, S. 2014. How Strong are the Causal Relationships between Islamic Stock Markets and Conventional Financial Systems? Evidence from Linear and Nonlinear Tests. Journal of International Financial Markets, Institutions and Money, 28, 213-227

 

 

Publications 2013

Aloui, R., Ben Aissa, M.S., Nguyen, D. Khuong, 2013. Conditional Dependence Structure between Oil Prices and Exchange Rates: A Copula-GARCH Approach. Journal of International Money and Finance 32(2), 719-738.

Arouri, M., Jawadi, F., Nguyen, D. Khuong, 2013. What Can We Tell about Monetary Policy Synchronization and Interdependence over the 2007-2009 Global Financial Crisis. Journal of Macroeconomics 36, 175-187. 

Cao, Kien and Jeff Madura, 2013. Role of Investment Banks in Acquisitions of Private Targets. Banking and Finance Review, 5, 1-22.

Chen, Y., Nguyen, N.H., 2013. Stock price and analyst earnings forecast around product recall announcements. International Journal of Economics and Finance 5 (6), 1–10.

Dang, V.A, 2013. An Empirical Analysis of Zero-leverage Firms: New Evidence from the UK. International Review of Financial Analysis 30, 189-202.

Fich, E.M., Tran, A.L., and Walkling, R.A., 2013. On the importance of golden parachutes. Journal of Financial and Quantitative Analysis 48, 1717–1753

Jawadi, F., Jawadi, N., Nguyen, D. Khuong, Obeid, H., 2013. Information Technology Sector and Equity Markets: An Empirical Investigation. Applied Financial Economics 23(9), 729-737. 

Marshall, B., Nguyen, N.H., Visaltanachoti, N., 2013. Liquidity measurement in frontier markets. Journal of International Financial Markets, Institutions & Money 27, 1–12.

Marshall, B., Nguyen, N.H., Visaltanachoti, N., 2013. ETF arbitrage:Intraday evidence. Journal of Banking and Finance 37, 3486–3498.

Marshall, B., Nguyen, N.H., Visaltanachoti, N., 2013. Liquidity commonality of commodities. Journal of Banking and Finance 37, 11-20.

Nguyen, Duong, Leyuan You, 2013. Higher order moment risk in efficient futures portfolios. Journal of Economics and Business 65, 33-54.

Nguyen, N.H., Truong, C., 2013. The information content of stock markets around the world, a cultural explanation. Journal of International Financial Markets, Institutions & Money 26, 1–29.

Nguyen, N.H., Lo, K.H., 2013. Asset returns and liquidity effects: Evidence from a developed but small market. Pacific-Basin Finance Journal 21 (1), 1175–1190.

Nguyen, N.H., Wang, D.Y., 2013. Stock dividends in China: Signaling or liquidity explanations? Accounting and Finance 53, 513–535.

Phan, V. Hieu, Hegde, S.P., 2013. Corporate Governance and Risk Taking: Evidence from Defined Benefit Plan Asset Allocation. Journal of Financial and Quantitative Analysis, forthcoming.