2023

Fan, R., Talavera, O. and Tran, V. (2023) Social media and price discovery: the case of cross-listed firms. Journal of Financial Research, 46 (1). pp. 151-167. ISSN 0270-2592 doi: https://doi.org/10.1111/jfir.12310

Fan, R., Talavera, O. and Tran, V. (2023) Information flows and the law of one price. International Review of Financial Analysis, 85. 102466. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2022.102466

2020

Fan, R., Talavera, O. and Tran, V. (2020) Social media, political uncertainty, and the stock market. Review of Quantitative Finance and Accounting, 55. pp. 1137-1153. ISSN 1573-7179 doi: https://doi.org/10.1007/s11156-020-00870-4

Fan, R., Talavera, O. and Tran, V. (2020) Social media bots and stock markets. European Financial Management, 26 (3). pp. 753-777. ISSN 1468-036X doi: https://doi.org/10.1111/eufm.12245

2019

Tran, V., Alsakka, R. and ap Gwilym, O. (2019) Investors’ heterogeneous beliefs and the impact of sovereign credit ratings in foreign exchange and equity markets. European Journal of Finance, 25 (13). pp. 1211-1233. ISSN 1466-4364 doi: https://doi.org/10.1080/1351847X.2019.1586743

2015

Alsakka, R., ap Gwilym, O., Klusak, P. and Tran, V. (2015) Market impact under a new regulatory regime: Credit rating agencies in Europe. Economic Notes, 44 (2). pp. 275-308. ISSN 1468-0300 doi: https://doi.org/10.1111/ecno.12039

2014

Tran, V., Alsakka, R. and ap Gwilym, O. (2014) Sovereign rating actions and the implied volatility of stock index options. International Review of Financial Analysis, 34. pp. 101-113. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2014.05.010