Publications

Hoang, L. T. and Baur, D. G. (2021). Loaded for bear: Bitcoin private wallets, exchange reserves and prices. Journal of Banking & Finance

Hoang, L. T. and Yang, J. W. (2022). Sustainable Institutional Investment in the COVID-19 Pandemic. Australian Journal of Management (forthcoming)

Baur, D. G., Hoang, L. T., and Hossain, M. Z. (2022). Is bitcoin a hedge? How extreme volatility can destroy the hedge property. Finance Research Letters, 102655

Hoang, L. T. and Baur, D. G. (2021). How stable are stablecoins? The European Journal of Finance.

Baur, D. G. and Hoang L. T. (2021). The bitcoin gold correlation puzzle. Journal of Behavioral and Experimental Finance, 32:100561.

Baur, D. G. and Hoang, L. T. (2021). A crypto safe haven against bitcoin. Finance Research Letters, 38:101431.

Hoang, L. T. and Baur, D. G. (2021). Spillovers and asset allocation. Journal of Risk and Financial Management, 14(8).

Hoang, L. T. and Baur, D. G. (2020). Forecasting bitcoin volatility: Evidence from the options market. Journal of Futures Markets, 40(10):1584–1602.

Nguyen, C., Hoang, L., Shim, J., and Truong, P. (2020). Internet search intensity, liquidity and returns in emerging markets. Research in International Business and Finance, 52:101166.

Hoang, L. T., Phan, T. T., and Ta, L. N. (2020). Nominal price anomaly in emerging markets: Risk or mispricing? The Journal of Asian Finance, Economics and Business, 7(9):125–134.

Hoang, L. T. and Phan, T. T. (2019). Is liquidity priced in the Vietnamese stock market? Economic Papers: A journal of applied economics and policy, 38(3):193–207.

Hoang, L. T., Nguyen, C. C., and Hu, B. (2017). Ownership structure and firm performance improvement: Does it matter in the Vietnamese stock market? Economic Papers: A journal of applied economics and policy, 36(4):416–428.