Profile

I am a Lecturer in Finance and the Degree Programme Director of the MSc in Finance at Newcastle University Business School. I previously taught finance at University of Sheffield and have worked in corporate banking. I was a British Chevening Scholar in 2004. I was the Treasurer (Vice President) for Vietnam Finance Association International. 

Qualifications:

• PhD in Finance (Henley Business School, Reading)
• MSc in International Finance (Leeds University)

My research interests include:

• Liquidity risk in equity, bond and option markets
• Impacts of high-frequency trading on market liquidity, volatility and asset prices
• Institutional investments and corporate governance

I am currently leading the following modules at Newcastle:

• NBS8333 Financial Derivatives (MSc)
• NBS8336 Portfolio Management (MSc)

• Articles

  • Deng M, Nguyen M. Excess cash and equity option liquidity. Journal of Financial Research 2024, 47(2), 401-433.
  • Deng M, Nguyen M, Gebka B. Option Market Liquidity and Stock Price Crash Risk. Journal of Futures Markets 2023. Submitted.
  • Nguyen M, Yang Y. Put-Call Disparity and Stock Returns: Cross-Section and Time Series Effects. Journal of Financial Research 2021. Submitted.
  • Nguyen M. Collateral Haircuts and Bond Yields in the European Government Bond Markets. International Review of Financial Analysis 2020, 69, 101467.
  • Nguyen M, Dufour A. Permanent trading impacts and bond yields. European Journal of Finance 2012, 18, 841-864.

• Working Papers

  • Moinas S, Nguyen M, Valente G. Funding Constraints and Market Liquidity in the European Treasury Bond Market. Hong Kong Institute for Monetary Research Working Paper 2018, 21, 1-61.
  • Liu X, Lo I, Nguyen M, Valente G. Computer-based Trading, Institutional Investors and Treasury Bond Returns. Hong Kong Institute for Monetary Research Working Paper 2018, 1-64.