Giang Nguyen

Color portrait of Giang Nguyen

Assistant Professor of Finance

Office Address 344 Business Building
Phone Number 814-865-2185
Email Address gxn13@psu.edu

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Professor Giang Nguyen joined the Finance department at Smeal College of Business as an Assistant Professor of Finance in Fall 2015. She received her PhD in Economics from the University of North Carolina at Chapel Hill, her MBA with concentration in Finance & Investments from the George Washington University, and her Bachelor with Honors degree majoring in Accounting and Finance from Monash University and the University of Queensland in Australia. Previously, she was a Senior Analyst with NERA Economic Consulting, and a Management Consultant with PricewaterhouseCoopers Vietnam.

Expertise

Market Microstructure (Liquidity, Price Discovery, Market Efficiency, Fixed Income Markets)
Financial Econometrics (Liquidity and Volatility Modeling)

Education

Ph D, Economics, University of North Carolina at Chapel Hill, 2015

MBA, Finance and Investments, The George Washington University, 2006

Bachelor of Commerce with Honors, Accounting and Finance, Monash University and University of Queensland, 2001

Courses Taught

FIN 406 – Sec Anly &Prt Mgmt (3)
Advanced valuation theory; fundamentals of security analysis; portfolio construction and management.

Selected Publications

Nguyen G., Engle R. F., Fleming M. J., Ghysels E., "Liquidity and Volatility in the U.S. Treasury Market." Journal of Econometrics, 2019
(forthcoming).
Fleming M., Nguyen G., "Price and Size Discovery in Financial Markets: Evidence from the U.S. Treasury Securities Market." Review of Asset Pricing Studies, 2018
(forthcoming).
Fleming M., Mizrach B., Nguyen G., "The Microstructure of a U.S. Treasury ECN: The BrokerTec Platform." Journal of Financial Markets, vol. 40, 2018, pp. 2-22
(Lead Article by Editor's Choice).
Riley S. F., Nguyen G., Manturuk K., "House price dynamics, unemployment, and the mobility decisions of low-income homeowners." Journal of Housing and the Built Environment, vol. 30, no. 1, 2015, pp. 141–156.