Dr Minh Nguyen
Lecturer in Finance
- Email: email@example.com
- Telephone: +44 (0) 191 208 1676
- Address: Office 7.24, 5 Barrack Road,
Newcastle University Business School
Newcastle upon Tyne, NE1 4SE
I am a Lecturer in Finance at Newcastle University Business School. I previously taught finance at University of Sheffield and have worked in corporate banking. I was a British Chevening Scholar in 2004. Currently, I am the Treasurer (Vice President) for Vietnam Finance Association International.
- PhD in Finance (Henley Business School, Reading)
- MSc in International Finance (Leeds University)
My research interests include:
- Liquidity risk in equity, bond and option markets
- Impacts of high-frequency trading on market liquidity, volatility and asset prices
- Linkages between margin requirements, repo trading and market liquidity
- Funding liquidity
I am currently leading the following modules at Newcastle:
- NBS8333 Financial Derivatives (MSc)
- NBS8336 Portfolio Management (MSc)
- Nguyen M, Liu X, Lo I, Valente G. Computer-based Trading, Institutional Investors and Treasury Bond Returns. 2015. In Preparation.
- Nguyen M, Yang Y. Implied Funding Liquidity and the Cross Section of Stock Returns. 2017. Submitted.
- Nguyen M, Valente G, Moinas S. Funding Constraints and Market Liquidity in the European Treasury Bond Market. 2016. Submitted.
- Nguyen M, Dufour A. Time-varying Price Discovery in the European Treasury Markets. 2015. In Preparation.
- Nguyen M. Collateral haircuts and bond yields. 2018. In Preparation.
- Nguyen M, Dufour A. Permanent trading impacts and bond yields. European Journal of Finance 2012, 18, 841-864. In Press.