Working Papers

Working Paper

1. Baur, D. G. and Hoang, L. T. (2022). The Anatomy of Cryptocurrency Connectedness.

2. Hoang, L. T., Wee, M., and Yang, J. W. (2021). Strategic trading by insiders in reaction to institutions: A rat-race effect.

3. Hoang, L. T. (2021). Multi-market trading and overnight price discovery: Evidence from American Depository Receipts.

4. Hoang, L. T. and Baur, D. G. (2021). Dissecting nancial connectedness in spillovers and correlations.

5. Baur, D. G., Hoang, L. T., and Casavecchia, L. (2021). The gold exposure of institutional investors.

6. Hoang, L. T., Wee, M., Yang, J. W., and Yu, J. (2019). Institutional trading around firms' negative ESG incidents.

Work in Progres

1. The investment behaviour of China-connected mutual funds in the pandemic: information advantage through operational link (with Eric Tan and Joey Yang)

2. Insider investment horizon: Evidence from Australia (with Zakir Hossain, Jamie Tong and Joey Yang)