Harry Y. Wright Chair in Finance
Department of Finance and Economics
Office: Business Center 419
Professor Nguyen is a associate professor of finance in the Merrick School of Business. Dr. Nguyen was born in Vietnam and came to the U.S in 2001. After receiving his Ph.D. from the University of Central Florida in 2007, he began teaching at UB. His teaching interests include Corporate finance, International finance and Investments. His research focuses on Market anomalies, market momentum, stock split and institutional investors’ behavior. He also likes playing chess and swimming.
Refereed Journal Articles
Ford, D. A., Nguyen, H. H., & Nguyen, T. V. (2012). Analyst Coverage and Market Reaction around Stock Split Announcements. Applied Financial Economics. 135-145.
Nguyen, H. H., Chen, H., & Singal, V. (2011). The Information Content of Stock Splits. Journal of Banking and Finance. 2454-2467.
Nguyen, T. V., Nguyen, H. H., & Tang, W. (2011). The Liquidity Implications of Listing Changes within NASDAQ Markets. Journal of Economics and Finance.
Morse, J. N., Nguyen, H. H., & Yu, C. (2011). The Effect of Option Listing on Momentum Returns and Reversals. Global Business and Finance Review. Spring 2011. 16-30.
Nguyen, H. H., Chen, H., & Morse, J. N. (2009). Changes in the Liquidity of Closed-End Country Funds after the Introduction of World Equity Benchmarks. Quarterly Review of Economics and Finance. 49(3), 1081-94.
Nguyen, H. H., & Morse, J. N. Southern Finance Association, "Day-of-the-week Trading Patterns of Individual and Institutional Investors," Southern Finance Association, San Juan, Puerto Rico. (2013).
Nguyen, H. H. Present at Campbell & Company, Inc., "Information content of stock split and momentum strategy," Campbell & Company, Inc., Campbell & Company, Inc., Baltimore, MD.. (2012).
Morse, J. N., & Nguyen, H. H. Southwest Finance Association Annual Meeting, "Day-of-the-week Trading Patterns of Individual and Institutional Investors," Southwest Finance Association, Albuquerque, NM. (2012).
Nguyen, H. H. Southern Finance Association Meeting - 2011, "The Information Content of Stock Splits: Do Earnings Announcements Matter?," Southern Finance Association, Florida. (2011).
Morse, J. N., Nguyen, H. H., & Yu, C. Southwestern Finance Association Annual Meeting, "The Effect of Option Listing on Return Momentum and Reversal," Southwestern Finance Association, Houston, Texas. (2011).
Morse, J. N., Nguyen, H. H., & Yu, C. IQPC Third Volatility Summit, "Momentum and Optionality," IQPC,a leading conference organizing firm, NY,NY. (2009).
Nguyen, Hoang H., "The Chase Manhattan Bank Research Award" Sponsored by The University of Baltimore, $3000. (2011).
"Day-of-the week trading patterns of individual and institutional investors" (Writing Results)
I presented this at Southwestern Fin Association, and Hoang and I know we need to improve it. Will soon submit to a 2 journal.Will apply for 2014 Summer Research Grant to finish it up.
"Day-of-the-week effect in stock split price reactions" (On-Going)
A seasonality in the way prices respond to stock split announcements
"Presence of Listed Equity Options and Price Momentum Using the DB Ivy Database" (Writing Results)
Published in 2011