Dr Minh Nguyen
Lecturer in Finance
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Minh is a Lecturer in Finance at The University of Sheffield Management School. He previously taught finance at Bradford, Reading and Leeds. Before becoming a finance academic, he spent a couple of years in the industry as a business consultant and a corporate banker. Minh obtained a PhD in Finance at the ICMA Centre, Henley Business School in Reading, UK. Also see: SSRN Author Page: http://ssrn.com/author=726578
Research Interests
Minh´s research interests include financial market microstructure, high-frequency finance, volatility analysis, liquidity risk and fixed-income markets. He invites doctoral research projects in these areas. Minh´s research currently focuses on the following issues:
- Market liquidity and information asymmetry in the bond markets
- The linkages between the repurchase (repo) markets and the cash markets
- The information content of the limit order book
Teaching
Minh currently teaches on the International Finance MSc and Perspectives in Finance BSc programmes.
Publications
Nguyen, M and Dufour, A, (2011) 'Permanent Trading Impacts and Bond Yields', European Journal of Finance, Forthcoming
Nguyen, M and Dufour, A, (2011) 'Assessing the Information Content of the Limit-Order Book in the Treasury Markets', Working Paper
Nguyen, M and Dufour, A, (2009) 'Time-varying Price Discovery in the European Treasury markets', Working Paper