Hung Do

Hung Do

Massey University

H-index: 15

Oceania-New Zealand

About Hung Do

Hung Do, With an exceptional h-index of 15 and a recent h-index of 15 (since 2020), a distinguished researcher at Massey University, specializes in the field of Empirical Finance, Credit risk, Energy Economics, Time Series Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Asymmetric trading responses to credit rating announcements from issuer‐versus investor‐paid rating agencies

Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?

Aerospace competition, investor attention, and stock return comovement

ESG and firm performance: The role of size and media channels

Asset allocation of Australian superannuation funds: a markov regime switching approach

Political similarities in credit ratings

The decomposition of tourism demand and tourism receipts

Mortgage Borrower Income and Credit Risk

Hung Do Information

University

Position

School of Economics and Finance -

Citations(all)

727

Citations(since 2020)

668

Cited By

179

hIndex(all)

15

hIndex(since 2020)

15

i10Index(all)

22

i10Index(since 2020)

20

Email

University Profile Page

Massey University

Google Scholar

View Google Scholar Profile

Hung Do Skills & Research Interests

Empirical Finance

Credit risk

Energy Economics

Time Series Econometrics

Top articles of Hung Do

Title

Journal

Author(s)

Publication Date

Asymmetric trading responses to credit rating announcements from issuer‐versus investor‐paid rating agencies

Journal of Business Finance & Accounting

Quan MP Nguyen

Hung Xuan Do

Alexander Molchanov

Lily Nguyen

Nhut H Nguyen

2024

Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?

Journal of Financial Stability

Son Duy Pham

Thao Thac Thanh Nguyen

Hung Xuan Do

Xuan Vinh Vo

2023/4/1

Aerospace competition, investor attention, and stock return comovement

Journal of Economic Behavior & Organization

Hung X Do

Nhut H Nguyen

Quan MP Nguyen

Cameron Truong

2023/11/1

ESG and firm performance: The role of size and media channels

Economic Modelling

Emawtee Bissoondoyal-Bheenick

Robert Brooks

Hung Xuan Do

2023/4/1

Asset allocation of Australian superannuation funds: a markov regime switching approach

Annals of Operations Research

Emawtee Bissoondoyal-Bheenick

Robert Brooks

Hung Do

2023/11

Political similarities in credit ratings

International Review of Financial Analysis

Quan MP Nguyen

Hung Xuan Do

Alexander Molchanov

Lily Nguyen

Nhut H Nguyen

2023/3/1

The decomposition of tourism demand and tourism receipts

Tourism Economics

Faruk Balli

Hung Do

Hina Uqaili

2023/9/19

Mortgage Borrower Income and Credit Risk

Available at SSRN 4331268

Harald Harry Scheule

Hung Xuan Do

2023

Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications

Energy Economics

Trung H Le

Linh Pham

Hung X Do

2023/8/1

The nexus between oil and airline stock returns: Does time frequency matter?

Energy Economics

Mehrad Asadi

Son D Pham

Thao TT Nguyen

Hung Xuan Do

Robert Brooks

2023/1/1

Natural gas and the utility sector nexus in the US: Quantile connectedness and portfolio implications

Energy Economics

Son Duy Pham

Thao Thac Thanh Nguyen

Hung Xuan Do

2023/4/1

Effect of stock basket trading on the liquidity of underlying stocks: Evidence from a market with short-sale constraints

Available at SSRN 4028402

Son Duy Pham

Thao TT Nguyen

Hung Xuan Do

2022

Multinationals and stock return comovement

Global Finance Journal

Hung X Do

Nhut H Nguyen

Quan MP Nguyen

2022/5/1

What drives cross-market correlations during the United States QE?

International Review of Financial Analysis

Pick Schen Yip

Robert Brooks

Hung Xuan Do

Xuan Vinh Vo

2022/10/1

Politically Motivated Credit Ratings

Available at SSRN 4188482

Quan MP Nguyen

Hung Xuan Do

Alexander Molchanov

Lily Nguyen

Nhut H Nguyen

2022

Does oil impact gold during COVID-19 and three other recent crises?

Energy economics

Tauhidul Islam Tanin

Ashutosh Sarker

Robert Brooks

Hung Xuan Do

2022/4/1

Financial leverage and stock return comovement

Journal of Financial Markets

Hung X Do

Nhut H Nguyen

Quan MP Nguyen

2022/9

Volatility Connectedness Across Oil-Dependent Currencies: A Multivariate Har with Measurement Errors Approach

Available at SSRN 4279113

Thao TT Nguyen

Hung Xuan Do

Xiaoming Li

2022

LGBT policy, investor trading behavior, and return comovement

Journal of Economic Behavior & Organization

Hung X Do

Lily Nguyen

Nhut H Nguyen

Quan MP Nguyen

2022/4/1

Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: evidence from China

Energy Economics

Son Duy Pham

Thao Thac Thanh Nguyen

Hung Xuan Do

2022/8/1

See List of Professors in Hung Do University(Massey University)

Co-Authors

H-index: 48
Robert Brooks

Robert Brooks

Monash University

H-index: 39
Ahmet Sensoy

Ahmet Sensoy

Bilkent Üniversitesi

H-index: 36
Rabindra Nepal

Rabindra Nepal

University of Wollongong

H-index: 19
Nhut (Nick) Hoang Nguyen

Nhut (Nick) Hoang Nguyen

Auckland University of Technology

H-index: 18
Harald (Harry) Scheule

Harald (Harry) Scheule

University of Technology

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