Newcastle University Business School

Staff Profile

Dr Minh Nguyen

Lecturer in Finance

Background

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. 

Qualifications:

  • PhD in Finance (Henley Business School, Reading)
  • MSc in International Finance (Leeds University)

Research

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 

Teaching

I am currently leading the following modules at Newcastle:

  • NBS8333 Financial Derivatives (MSc)
  • NBS8336 Portfolio Management (MSc)

Publications

  • Liu X, Lo I, Nguyen M, Valente G. Computer-based Trading, Institutional Investors and Treasury Bond Returns. Hong Kong Institute for Monetary Research Working Paper 2018, 1-64.
  • Nguyen M, Yang Y. Option Implied Liquidity and Stock Returns. Financial Review 2019. Submitted.
  • Moinas S, Nguyen M, Valente G. Funding Constraints and Market Liquidity in the European Treasury Bond Market. Hong Kong Institute for Monetary Research Working Paper 2018, 21, 1-61.
  • Nguyen M, Dufour A. Time-varying Price Discovery in the European Treasury Markets. 2015. In Preparation.
  • Nguyen M. Collateral Haircuts and Bond Yields in the European Government Bond Markets. European Journal of Finance 2019. Submitted.
  • Nguyen M, Dufour A. Permanent trading impacts and bond yields. European Journal of Finance 2012, 18, 841-864. In Press.