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Dr Annette Nguyen

STAFF PROFILE

Position

Senior Lecturer

Faculty

Faculty of Business and Law

Department

Deakin Business School

Campus

Melbourne Burwood Campus

Qualifications

Graduate Certificate of Higher Education, Deakin University, 2013
Doctor of Philosophy, Monash University, 2010
Bachelor of Commerce, Monash University, 2006

Contact

Biography

Dr Annette Nguyen is a Senior Lecturer in the Department of Finance in Deakin Business School. Annette graduated from the University of Melbourne in 2004. She completed her Honours Degree and PhD from Monash University in 2010. Her research areas include informed trading in the option market, funds management and behavioural finance.

Read more on Annette's profile

Research interests

  • Asset Pricing
  • Capital Markets
  • Funds Management

Teaching interests

  • Investments
  • Corporate Finance

Units taught

  • MAF703 - Applied Corporate Finance
  • MAF101 - Fundamentals of Finance
  • MAF203 - Business Finance

Knowledge areas

  • Asset Pricing
  • Corporate Finance
  • Funds Management
  • Behavioural Finance

Projects

  • The role of option trading activity in splitting firms
  • The long run returns of splitting firms
  • Volatility timing or volatility reaction: Evidence from U.S. mutual funds

Publications

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2017

Informed trading around stock split announcements: evidence from the option market

P Gharghori, E Maberly, A Nguyen

(2017), Vol. 52, pp. 705-735, Journal of financial and quantitative analysis, Cambridge, Eng., C1

journal article
2015

Short-term impacts of the cricket match performances on national share markets - a case study of India and Australia

A Verstoep, H Singh, P Nguyen, S Bhattacharya

(2015), Vol. 18, pp. 263-274, Sport in society, London, Eng., C1

journal article
2014

Non-nested tests of a GDP-augmented Fama-French model versus a conditional Fama-French model in the Australian stock market

R Faff, P Gharghori, A Nguyen

(2014), Vol. 29, pp. 627-638, International review of economics and finance, Amsterdam, The Netherlands, C1

journal article
2012

Return-based style analysis in Australian funds

R Faff, P Gharghori, B Ip, A Nguyen

(2012), Vol. 16, pp. 1-34, Multinational finance journal, Camden, New Jersey, C1-1

journal article
2009

Are the Fama-French factors proxying news related to GDP growth? The Australian evidence.

A Nguyen, R Faff, P Gharghori

(2009), Vol. 33, pp. 141-158, Review of quantitative finance and accounting, Dordrecht, The Netherlands, C1-1

journal article
2007

An examination of conditional asset pricing models in the Australian equities market

A Nguyen, R Faff, P Gharghori

(2007), Vol. 3, pp. 307-312, Applied financial economics letters, London, England, C1-1

journal article

Funded Projects at Deakin

No Funded Projects at Deakin found

Supervisions

No completed student supervisions to report