Giang Nguyen

Department	Finance
Position	Faculty
PSU profile	https://directory.smeal.psu.edu/gxn13
OpenAlex	A5090556826
Works (OpenAlex)	36
Citations	494
h-index	10
Match confidence	high-v3

Top works

• Opioid Crisis Effects On Municipal Finance (2019) - Review of Financial Studies - cites: 99
• The microstructure of a U.S. Treasury ECN: The BrokerTec platform (2017) - Journal of Financial Markets - cites: 81
• The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform (2009) - SSRN Electronic Journal - cites: 54
• Investor attention and municipal bond returns (2022) - Journal of Financial Markets - cites: 48
• Liquidity and Volatility in the U.S. Treasury Market (2013) - SSRN Electronic Journal - cites: 44
• The Price of Safety: The Evolution of Municipal Bond Insurance Value (2023) - Management Science - cites: 34
• Liquidity and volatility in the U.S. Treasury market (2020) - Journal of Econometrics - cites: 32
• Price Discovery of a Speculative Asset: Evidence from a Bitcoin Exchange (2018) - Journal of risk and financial management - cites: 19
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2018) - The Review of Asset Pricing Studies - cites: 18
• Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market (2013) - SSRN Electronic Journal - cites: 13
• 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: 10
• Tick Size Change and Market Quality in the U.S. Treasury Market (2019) - SSRN Electronic Journal - cites: 6
• 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: 6
• Beyond Risk-Based Portfolios: Balancing Performance and Risk Contributions in Asset Allocation (2016) - SSRN Electronic Journal - cites: 5
• The Price of Safety: The Evolution of Insurance Value in Municipal Markets (2018) - SSRN Electronic Journal - cites: 4
• Smart Beta Equity Investing Through Calm and Storm (2015) - Elsevier eBooks - cites: 4
• Markup or Markdown: National Underwriters' Exit and the Changing Landscape of Municipal Finance (2024) - SSRN Electronic Journal - cites: 3
• What Did They Know and When Did They Know It? Investor Attention and Municipal Bond Returns (2017) - SSRN Electronic Journal - cites: 3
• Properties of the Margrabe Best-of-Two Strategy to Tactical Asset Allocation (2017) - International Review of Financial Analysis - cites: 2
• The Low-Risk Anomaly Revisited on High-Frequency Data (2015) - Elsevier eBooks - cites: 2
• Liquidity and volatility in the U.S. Treasury market (0) - RePEc: Research Papers in Economics - cites: 2
• Do Anti-ESG Policies Hurt Local Governments? Evidence from the Municipal Bond Market (2025) - SSRN Electronic Journal - cites: 1
• Signal Fragmentation in Cryptocurrency Markets: Theory and Empirical Evidence (2023) - SSRN Electronic Journal - cites: 1
• Electronic Bond Intermediation: Evidence from Corporate Bond ATSs (2021) - SSRN Electronic Journal - cites: 1

Topics

Smeal co-authors

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