Category Archives: Publications

A publication titled “Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications” on Energy Economics by Hung Do and co-authors in June 2023 Abstract The water-energy-food (WEF) nexus has quickly materialized as a critical factor that could threaten sustainable development goals. To contribute to the understanding of the WEF nexus fromContinue reading “Price risk transmissions in the water-energy-food nexus”

A publication titled “ESG and firm performance: The role of size and media channels” on Economic Modelling by Hung Do and co-authors in April 2023 Abstract Focusing on the environmental, social, and governance (ESG) factors is important as it affects the firm’s capability to raise capital and attract investors, and hence, firm performance. However, theContinue reading “ESG and firm performance”

A publication titled “The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness” on Energy Economics by Wei (Maggie) Hao and co-authors in March 2023 Abstract This paper investigates the green stock market reaction to climate policy events associated with the Paris Agreement and the U.S. presidentialContinue reading “Impact of climate policy on U.S. environmentally friendly firms”

A publication titled “Leadership in a pandemic: Do more able managers keep firms out of trouble?” on Journal of Behavioral and Experimental Finance by Harvey Nguyen, Mia Pham and co-authors in March 2023 Abstract The Coronavirus crisis has led to unprecedented economic shocks to the corporate world and challenged how corporate management contributes to business resilience amidContinue reading “Leadership in a pandemic”

A publication titled “Are sustainable investments interdependent? The international evidence” on Economic Modelling by Thi Thu Ha Nguyen and co-authors in February 2023 Abstract The rising concerns about climate change and environmental degradation have urged various stakeholder to focus on sustainable investments that are facing a drag from the Covid-19 pandemic. Since environmental and Covid-19Continue reading “Are sustainable investments interdependent?”

A publication titled “Escaping Air Pollution: Immigrants, Students, and Spillover Effects on Property Prices Abroad” on Review of Finance by Candie Chang and co-authors in November 2022 Abstract We construct a time series of news coverage about air pollution in China for the period 1977–2019. Our measure of abnormal news coverage (ANC) of China’s airContinue reading “Escaping Air Pollution: Immigrants, Students, and Spillover Effects on Property Prices Abroad”

A publication titled “Climate events and return comovement” on Journal of Financial Markets by Ben Marshall, Harvey Nguyen, Nuttawat Visaltanachoti and co-authors in November 2022 Abstract We show that individual stock returns comove more with market returns when there are climate disasters such as hurricanes and floods. Comovement increases in the month of and the month followingContinue reading “Climate events and return comovement”

A publication titled “Retail investor attention and corporate green innovation: Evidence from China” on Energy Economics by George Wu and co-authors in November 2022 Abstract This paper investigates whether retail investor attention promotes or inhibits corporate green innovation. Using Chinese nonfinancial public listed firms from 2011 to 2020, we find that retail investor attention significantlyContinue reading “Retail investor attention and corporate green innovation”

A publication titled “CSR and idiosyncratic risk: Evidence from ESG information disclosure” on Finance Research Letters by George Wu and co-authors in October 2022 Abstract Using the corporate social responsibility (CSR) report disclosure as an external shock on investors’ heterogeneous belief in China, we find that firms with environmental, social and governance (ESG) information disclosureContinue reading “CSR and idiosyncratic risk”

A publication titled “Green bonds and implied volatilities: Dynamic causality, spillovers, and implication for portfolio management” on Energy Economics by Hung Do and co-authors in August 2022 Abstract The long-term and sustainable development focuses of green bond together with its increasing popularity drives the need for a better understanding of its hedging effects against marketContinue reading “Green bonds and implied volatilities”