Giang Nguyen

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/gxn13
OpenAlex	A5090556826
Works (OpenAlex)	35
Citations	466
h-index	10
Match confidence	high

Top works

• Opioid Crisis Effects on Municipal Finance (2021) - Review of Financial Studies - cites: 91
• The microstructure of a U.S. Treasury ECN: The BrokerTec platform (2017) - Journal of Financial Markets - cites: 87
• Investor attention and municipal bond returns (2022) - Journal of Financial Markets - cites: 53
• Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models (2012) - SSRN Electronic Journal - cites: 47
• The Price of Safety: The Evolution of Municipal Bond Insurance Value (2023) - Management Science - cites: 37
• Liquidity and volatility in the U.S. Treasury market (2020) - Journal of Econometrics - cites: 36
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2018) - The Review of Asset Pricing Studies - cites: 20
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2019) - Journal of risk and financial management - cites: 18
• Order Flow Segmentation and the Role of Dark Trading in the Price Discovery of U.S. Treasury Securities (2013) - SSRN Electronic Journal - cites: 15
• Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market (2023) - Management Science - cites: 10
• Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation (2018) - Quantitative Finance - cites: 9
• Opioid Crisis Effects On Municipal Finance (2019) - SSRN Electronic Journal - cites: 6
• Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation (2016) - SSRN Electronic Journal - cites: 5
• Tick Size Change and Market Quality in the U.S. Treasury Market (2019) - SSRN Electronic Journal - cites: 5
• The Price of Safety: The Evolution of Insurance Value in Municipal Markets (2018) - SSRN Electronic Journal - cites: 4
• Markup or Markdown: National Underwriters' Exit and the Changing Landscape of Municipal Finance (2024) - SSRN Electronic Journal - cites: 3
• Liquidity, volatility, and flights to safety in the U.S. treasury market: evidence from a new class of dynamic order book models (2012) - Econstor (Econstor) - cites: 3
• Smart Beta Equity Investing Through Calm and Storm (2015) - Elsevier eBooks - cites: 3
• What Did They Know and When Did They Know It? Investor Attention and Municipal Bond Returns (2017) - SSRN Electronic Journal - cites: 3
• The Low-Risk Anomaly Revisited on High-Frequency Data (2015) - Elsevier eBooks - cites: 2
• Liquidity and volatility in the U.S. treasury market (2018) - RePEc: Research Papers in Economics - cites: 2
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2018) - SSRN Electronic Journal - cites: 1
• Tick size change and market quality in the U.S. treasury market (2019) - Econstor (Econstor) - cites: 1
• Do Anti-ESG Policies Hurt Local Governments? Evidence from the Municipal Bond Market (2025) - SSRN Electronic Journal - cites: 1
• An Anatomy of Cryptocurrency Sentiment (2023) - SSRN Electronic Journal - cites: 1

Topics

Smeal co-authors

• Kimberly Cornaggia - 3 co-author work(s)
• Mehmet Ihsan Canayaz - 1 co-author work(s)