Research Services Division

Deakin Research

Research Output for Huu Nhan Duong

Note: The 2012, 2013, 2014 publications have not been audited.

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Publications

2014 External

Shahzad, Hassan*, Duong, Huu Nhan*, Kalev, Petko S.* and Singh, Harminder (2014) Trading volume, realized volatility and jumps in the Australian stock market, Journal of international financial markets, institutions & money, vol. 31, no. 1, pp. 414-430, Elsevier, Amsterdam, The Netherlands [C1]
ERA journal ID: 36027 – Scopus EID: 2-s2.0-84901789417
DRO entry for this publication

Sun, Yang*, Duong, Huu Nhan* and Singh, Harminder (2014) Information asymmetry, trade size, and the dynamic volume-return relation: evidence from the Australian securities exchange, Financial review, vol. 49, no. 3, pp. 539-564, Wiley-Blackwell, Hoboken, N. J. [C1]
ERA journal ID: 41204 – Scopus EID: Not tagged
DRO entry for this publication

2011 School of Accounting, Economics and Finance

Kalev, Petko S.* and Duong, Huu Nhan (2011) Firm-specific news arrival and the volatility of intraday stock index and futures returns, in Mitra, Gautam and Mitra, Leela (eds), The handbook of news analytics in finance, pp. 271-288, John Wiley, Chichester, England [B1]
DRO entry for this publication

2009 School of Accounting, Economics and Finance

Duong, Huu Nhan, Kalev, Petko* and Krishnamurti, Chandrasekhar* (2009) Order aggressiveness of institutional and individual investors, Pacific-Basin finance journal, vol. 17, no. 5, pp. 533-546, Elsevier B.V., Amsterdam, The Netherlands [C1]
ERA journal ID: 32913 – Scopus EID: 2-s2.0-70049108097
Citation counts: Scopus - 8, Thomson - 6
DRO entry for this publication

2008 School of Accounting, Economics and Finance

Duong, Huu Nhan and Kalev, Petko S.* (2008) The Samuelson hypothesis in futures markets : an analysis using intraday data, Journal of banking and finance, vol. 32, no. 4, pp. 489-500, Elservier Ltd., Amsterdam, Netherlands [C1.1]
ERA journal ID: 19530 – Scopus EID: 2-s2.0-41149091322
Citation counts: Scopus - 14, Thomson - 9
DRO entry for this publication

Kalev, Petko S.* and Duong, Huu Nhan (2008) A test of the Samuelson hypothesis using realized range, Journal of futures markets, vol. 28, no. 7, pp. 680-696, John Wiley & Sons, Malden, Mass. [C1.1]
ERA journal ID: 19575 – Scopus EID: 2-s2.0-44349111191
Citation counts: Scopus - 7, Thomson - 5
DRO entry for this publication

Grants and Consultancies

All years

Research Income - Industry and Other Funding - Australian

Duong, H and Kalev, P*. Market resiliency [V.1]

  • 2009: $5,455

Higher Degree by Research Completions supervised by Huu Nhan Duong

No completions found or audited.

Legend:
* Not a member of Deakin University at time of output.

DRO to publications collection last synchronised: Saturday 30th August 2014 10:04pm

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23rd July 2011