Author Archives: Hung Do

A publication titled “Speed of Adjustment in Digital Assets in a Decentralized Financial World” on Journal of Futures Markets by Hung Do and co-authors in February 2026 Abstract This paper investigates the stability and co-movement of cryptocurrency assets in Decentralized Finance (DeFi), with a focus on the Speed of Adjustment (SA), the rate at whichContinue reading “Digital Assets in a Decentralized Financial World”

A publication titled “Weathering the storm: How does firm oil price uncertainty exposure impact green innovation in times of geopolitical tensions” on Energy Economics by Jing Chi, Jing Liao and co-authors in January 2026 Abstract This study examines the impact of oil price uncertainty sensitivity on corporate green innovation, in times of geopolitical tensions. UsingContinue reading “Oil Price Uncertainty and Green Innovation”

A publication titled “Bank expansion and corporate biodiversity risk exposure: Evidence from China” on International Review of Financial Analysis by George Wu and co-authors in January 2026 Abstract This study examines how bank geographic expansion affects corporate biodiversity risk exposure. Using data from Chinese A-share listed firms from 2006 to 2022, we find that bankContinue reading “Bank expansion and corporate biodiversity risk exposure”

A publication titled “From Risk to Sustainable Opportunity: Does Climate Risk Perception Lead Firm ESG Performance?” on Journal of International Financial Management & Accounting by George Wu and co-authors in October 2025 Abstract Emerging climate risk perception (CRP) has drawn significant attention to its critical role in driving firms’ ESG performance. We construct CRP developmentContinue reading “Does Climate Risk Perception Lead Firm ESG Performance?”

A publication titled “ESG fund performance and fund manager trading strategy: Evidence from China” on Global Finance Journal by Liping Zou and co-authors in September 2025 Abstract This study investigates the performance of environmental, social, and governance (ESG) funds compared with their conventional counterparts in China’s financial market, using quarterly stockholding data from 2018 toContinue reading “ESG fund performance and fund manager trading strategy”

A publication titled “Care or fear? The link between D&O liability insurance and CSR engagement: Evidence from China” on Pacific Basin Finance Journal by George Wu and co-authors in September 2025 Abstract We examine the relationship between firms’ purchasing of Directors’ and Officers’ (D&O) liability insurance and corporate social responsibility (CSR) engagement in China from 2009 toContinue reading “D&O liability insurance and CSR engagement”

A publication titled “In the heat of the moment, secrets will out: Oil price uncertainty and firm green innovation disclosure” on International Review of Economics & Finance by Jing Chi, Jing Liao and co-authors in March 2025 Abstract This study investigates the relationship between oil price uncertainty and corporate green innovation disclosure behaviour. Drawing on a textualContinue reading “Oil price uncertainty and firm green innovation disclosure”

A publication titled “Common volatility in clean energy stocks” on Energy Economics by Hung Do and co-authors in August 2025 Abstract This study investigates common volatility (COVOL) within the clean energy sector, motivated by the sector’s growing importance and its susceptibility to external shocks. For this purpose, we use the COVOL measure developed by EngleContinue reading “Common Volatility in Clean Energy Stocks”