Giang Nguyen
Associate Professor of Finance
Giang Nguyen is an Associate Professor of Finance at the Smeal College of Business. She obtained her Ph.D. in Economics from the University of North Carolina at Chapel Hill. Prior to her academic career, she held professional positions at NERA Economic Consulting and PricewaterhouseCoopers.
Expertise
Market Microstructure (Liquidity, Price Discovery, Market Efficiency, Fixed Income Markets) Financial Econometrics (Liquidity and Volatility Modeling)
Education
Ph D in Economics, The University of North Carolina, Department of Economics, College of Arts and Science, Chapel Hill, North Carolina, 2015-01-01 MBA in Finance and Investments, George Washington University, School of Business, Washington, DC, 2006-01-01 Bachelor of Commerce with Honors in Accounting and Finance, Monash University and University of Queensland, Australia, 2001-11-01
Courses Taught
FIN 406 – Sec Anly &Prt Mgmt
Advanced valuation theory; fundamentals of security analysis; portfolio construction and management.
Selected Publications
Fleming M., Nguyen G., Rosenberg J. "How do Treasury dealers manage their positions?" Journal of Financial Economics, vol. 158, 2024-08-01
Cornaggia K., Hund J., Nguyen G. "The Price of Safety: The Evolution of Municipal Bond Insurance Value" Management Science, vol. 70, 2024-04-01
Fleming M., Nguyen G., Ruela F. "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury market" Management Science, vol. 70, 2024-01-01
Cornaggia K., Hund J., Nguyen G. "Investor Attention and Municipal Bond Returns" Journal of Financial Markets, vol. 60, 2022-09-01
Cornaggia K., Hund J., Nguyen G., Ye Z. "Opioid Crisis Effects On Municipal Finance" Review of Financial Studies, vol. 35, 2021-06-22
Nguyen G., Engle R. F., Fleming M. J., Ghysels E. "Liquidity and Volatility in the U.S. Treasury Market" Journal of Econometrics, vol. 217, 2020-08-01
Fleming M., Nguyen G. "Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market" Review of Asset Pricing Studies, vol. 9, 2019-12-01
Ghysels E., Nguyen G. "Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange" Journal of Risk and Financial Management, vol. 12, 2019-10-01
Fleming M., Mizrach B., Nguyen G. "The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform" Journal of Financial Markets, vol. 40, 2018-09-01
Riley S. F., Nguyen G., Manturuk K. "House price dynamics, unemployment, and the mobility decisions of low-income homeowners" Journal of Housing and the Built Environment, vol. 30, 2015-01-01