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Thong M. Dao
Thong M. Dao
Lecturer in Accounting and Finance, Nottingham Trent University
Dirección de correo verificada de ntu.ac.uk
Título
Citado por
Citado por
Año
Nonstandard errors
AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ...
The Journal of Finance, 2023
502023
The Brexit vote and currency markets
TM Dao, F McGroarty, A Urquhart
Journal of International Financial Markets, Institutions and Money 59, 153-164, 2019
352019
Ultra-high-frequency lead–lag relationship and information arrival
TM Dao, F McGroarty, A Urquhart
Quantitative Finance 18 (5), 725-735, 2018
162018
A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates
TM Dao, F McGroarty, A Urquhart
Journal of Multinational Financial Management 37, 158-167, 2016
112016
Bank efficiency and governance: evidence from joint venture and foreign commercial banks in Vietnam
T Nguyen, T Dao, J Cheah
Applied Finance Letters 12 (2), 41-56, 2023
12023
Advances in blockchain research and cryptocurrency behaviour
J Cheah, T Dao, S Alshahmy
De Gruyter, 2023
2023
Measuring cryptocurrency moment convergence using distance analysis
JET Cheah, T Dao, H Su
Annals of Operations Research, 1-45, 2023
2023
A local Gaussian dependency approach to portfolio allocation during Covid-19 and the Ukraine war: the oil experience
J Cheah, Y Essanaani, T Dao
2023
Speed of adjustment and a responsiveness index in Bitcoin markets
ET Cheah, L Tan, T Mishra, T Dao
2021
Herding intensity and speed of adjustment in virtual currencies
J Cheah, L Tan, T Dao
2021
Studies on high frequency financial markets
TM Dao
University of Southampton, 2019
2019
Ultra-High-Frequency Pairs Trading in Gold ETFs
T Dao, F McGroarty, A Urquhart
Available at SSRN 2981717, 2017
2017
Journal of Multinational Financial Management
TM Dao, F McGroarty, A Urquhart
2016
Weekday effects in the lead-lag relationship
TM Dao, F McGroarty, A Urquhart
2016
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Artículos 1–14