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Journal article

CHEAH, J., DAO, T. and NGUYEN, T., 2023. Bank efficiency and governance: evidence from joint venture and foreign commercial banks in Vietnam. Applied Finance Letters. ISSN 2253-5799 (Forthcoming)

CHEAH, J.E.-T., DAO, T. and SU, H., 2023. Measuring cryptocurrency moment convergence using distance analysis. Annals of Operations Research. ISSN 0254-5330

MENKVELD, A.J., DREBER, A., HOLZMEISTER, F., HUBER, J., JOHANNESON, M., KIRCHLER, M., RAZEN, M., WEITZEL, U., ABAD, D., ABUDY, M., ADRIAN, T., AIT-SAHALIA, Y., AKMANSOY, O., ALCOCK, J., ALEXEEV, V., ALOOSH, A., AMATO, L., AMAYA, D., ANGEL, J.J., BACH, A., BAIDOO, E., BAKALLI, G., BARBON, A., BASHCHENKO, O., BINDRA, P.C., BJONNES, G.H., BLACK, J.R., BLACK, B.S., BOHORQUEZ, S., BONDARENKO, O., BOS, C.S., BOSCH-ROSA, C., BOURI, E., BROWNLEES, C.T., CALAMIA, A., CAO, V.N., CAPELLE-BLANCARD, G., CAPERA, L., CAPORIN, M., CARRION, A., CASKURLU, T., CHAKRABARTY, B., CHERNOV, M., CHEUNG, W.M.Y., CHINCARINI, L.B., CHORDIA, T., CHOW, S.C., CLAPHAM, B., COLLIARD, J.-E., COMERTON-FORDE, C., CURRAN, E., DAO, T., DARE, W., DAVIES, R.J., DE BLASIS, R., DE NARD, G., DECLERCK, F., DEEV, O., DEGRYSE, H., DEKU, S., DESAGRE, C., VAN DIJK, M.A., DIM, C., DIMPFL, T., DONG, Y.J., DRUMMOND, P., DUDDA, T.L., DUMITRESCU, A., DYAKOV, T., DYHRBERG, A.H., DZIELIŃSKI, M., EKSI, A., EL KALAK, I., TER ELLEN, S., EUGSTER, N., EVANS, M.D.D., FARRELL, M., FÉLEZ-VIÑAS, E., FERRARA, G., FERROUHI, E.M., FLORI, A., FLUHARTY-JAIDEE, J., FOLEY, S., FONG, K.Y.L., FOUCAULT, T., FRANUS, T., FRANZONI, F.A., FRIJNS, B., FRÖMMEL, M., FU, S.M., FÜLLBRUNN, S., GAN, B., GEHRIG, T., GERRITSEN, D., GIL-BAZO, J., GLOSTEN, L.R., GOMEZ, T., GORBENKO, A., GÜÇBILMEZ, U., GRAMMIG, J., GREGOIRE, V., HAGSTRÖMER, B., HAMBUCKERS, J., HAPNES, E., HARRIS, J.H., HARRIS, L., HARTMANN, S., HASSE, J.-B., HAUTSCH, N., HE, X.-Z., HEATH, D., HEDIGER, S., HENDERSHOTT, T.J., HIBBERT, A.M., HJALMARSSON, E., HOELSCHER, S., HOFFMANN, P., HOLDEN, C.W., HORENSTEIN, A.R., HUANG, W., HUANG, D., HURLIN, C., IVASHCHENKO, A., IYER, S.R., JAHANSHAHLOO, H., JALKH, N., JONES, C.M., JURKATIS, S., JYLHA, P., KAECK, A., KAISER, G., KARAM, A., KARMAZIENE, E., KASSNER, B., KAUSTIA, M., KAZAK, E., KEARNEY, F., VAN KERVEL, V., KHAN, S., KHOMYN, M., KLEIN, T., KLEIN, O., KLOS, A., KOETTER, M., KRAHNEN, J.P., KOLOKOLOV, A., KORAJCZYK, R.A., KOZHAN, R., KWAN, A., LAJAUNIE, Q., LAM, F.Y.E.C., LAMBERT, M., LANGLOIS, H., LAUSEN, J., LAUTER, T., LEIPPOLD, M., LEVIN, V., LI, Y., LI, (.H., LIEW, C.Y., LINDNER, T., LINTON, O.B., LIU, J., LIU, A., LLORENTE-ALVAREZ, J.-G., LOF, M., LOHR, A., LONGSTAFF, F.A., LOPEZ-LIRA, A., MANKAD, S., MANO, N., MARCHAL, A., MARTINEAU, C., MAZZOLA, F., MELOSO, D.C., MIHET, R., MOHAN, V., MOINAS, S., MOORE, D., MU, L., MURAVYEV, D., MURPHY, D., NESZVEDA, G., NEUMEIER, C., NIELSSON, U., NIMALENDRAN, M., NOLTE, S., NORDÉN, L.L., O'NEILL, P., OBAID, K., ØDEGAARD, B.A., ÖSTBERG, P., PAINTER, M., PALAN, S., PALIT, I., PARK, A., PASCUAL GASCÓ, R., PASQUARIELLO, P., PASTOR, L., PATEL, V., PATTON, A.J., PEARSON, N.D., PELIZZON, L., PELSTER, M., PÉRIGNON, C., PFIFFER, C., PHILIP, R., PLÍHAL, T., PRAKASH, P., PRESS, O.-A., PRODROMOU, T., PUTNINS, T.J., RAIZADA, G., RAKOWSKI, D.A., RANALDO, A., REGIS, L., REITZ, S., RENAULT, T., WANG, R., RENÒ, R., RIDDIOUGH, S., RINNE, K., RINTAMÄKI, P., RIORDAN, R., RITTMANNSBERGER, T., RODRÍGUEZ LONGARELA, I., RÖSCH, D., ROGNONE, L., ROSEMAN, B., ROSU, I., ROY, S., RUDOLF, N., RUSH, S., RZAYEV, K., RZEŹNIK, A., SANFORD, A., SANKARAN, H., SARKAR, A., SARNO, L., SCAILLET, O., SCHARNOWSKI, S., SCHENK-HOPPÉ, K.R., SCHERTLER, A., SCHNEIDER, M., SCHROEDER, F., SCHUERHOFF, N., SCHUSTER, P., SCHWARZ, M.A., SEASHOLES, M.S., SEEGER, N., SHACHAR, O., SHKILKO, A., SHUI, J., SIKIC, M., SIMION, G., SMALES, L.A., SÖDERLIND, P., SOJLI, E., SOKOLOV, K., SPOKEVICIUTE, L., STEFANOVA, D., SUBRAHMANYAM, M.G., NEUSÜSS, S., SZASZI, B., TALAVERA, O., TANG, Y., TAYLOR, N., THAM, W.W., THEISSEN, E., THIMME, J., TONKS, I., TRAN, H., TRAPIN, L., TROLLE, A.B., VALENTE, G., VAN NESS, R.A., VASQUEZ, A., VEROUSIS, T., VERWIJMEREN, P., VILHELMSSON, A., VILKOV, G., VLADIMIROV, V., VOGEL, S., VOIGT, S., WAGNER, W., WALTHER, T., WEISS, P., VAN DER WEL, M., WERNER, I.M., WESTERHOLM, P.J., WESTHEIDE, C., WIPPLINGER, E., WOLF, M., WOLFF, C.C.P., WOLK, L., WONG, W.-K., WRAMPELMEYER, J., XIA, S., XIU, D., XU, K., XU, C., YADAV, P.K., YAGÜE, J., YAN, C., YANG, A., YOO, W., YU, W., YU, S., YUESHEN, B.Z., YUFEROVA, D., ZAMOJSKI, M., ZAREEI, A., ZEISBERGER, S., ZHANG, S., ZHANG, X., ZHONG, Z., ZHOU, Z.I., ZHOU, C., ZHU, X., ZOICAN, M., ZWINKELS, R.C.J., CHEN, J., DUEVSKI, T., GAO, G., GEMAYEL, R., GILDER, D., KUHLE, P., PAGNOTTA, E., PELLI, M., SÖNKSEN, J., ZHANG, L., ILCZUK, K., BOGOEV, D., QIAN, Y., WIKA, H.C., YU, Y., ZHAO, L., MI, M., BAO, L., VADUVA, A., PROKOPCZUK, M., AVETIKIAN, A. and WU, Z.-X., 2023. Non-standard errors. The Journal of Finance. ISSN 0022-1082 (Forthcoming)

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2019. The Brexit vote and currency markets. Journal of International Financial Markets, Institutions and Money, 59, pp. 153-164. ISSN 1042-4431

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2018. Ultra-high-frequency lead–lag relationship and information arrival. Quantitative Finance, 18 (5), pp. 725-735. ISSN 1469-7688

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2016. A calendar effect: weekend overreaction (and subsequent reversal) in spot FX rates. Journal of Multinational Financial Management, 37-38, pp. 158-167. ISSN 1042-444X

Chapter in book

CHEAH, J., DAO, T. and ALSHAHMY, S., 2023. Advances in blockchain research and cryptocurrency behaviour. In: C. STRONG, ed., Advances in blockchain research and cryptocurrency behaviour. De Gruyter. (Forthcoming)

Conference contribution

CHEAH, J., ESSANAANI, Y. and DAO, T., 2023. A local Gaussian dependency approach to portfolio allocation during Covid-19 and the Ukraine war: the oil experience. In: 2023 International Conference on Sustainability, Environment, and Social Transition in Economics and Finance (SESTEF 2023), Novotel Southampton, 14-16 December 2023. (Forthcoming)

CHEAH, J., TAN, L. and DAO, T., 2021. Herding intensity and speed of adjustment in virtual currencies. In: International Federation of Operational Research Societies (IFORS), Seoul, Korea [virtual], 22-27 August 2021. (Forthcoming)

CHEAH, E.-T., TAN, L., MISHRA, T. and DAO, T., 2021. Speed of adjustment and a responsiveness index in Bitcoin markets. In: International Federation of Operational Research Societies (IFORS), Seoul, Korea [virtual], 22-27 August 2021. (Forthcoming)

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2016. Ultra-high-frequency lead–lag relationship and information arrival. In: 1st INFINITI Conference on International Finance ASIA-PACIFIC 2016, University of Economics, Ho Chi Minh City, Vietnam, 7-8 December 2016.

DAO, T.M., MCGROARTY, F. and URQUHART, A., 2016. Weekday effects in the lead-lag relationship. In: Forecasting Financial Markets: 23rd International Conference, Hannover, Germany, 25-27 May 2016.

Thesis

DAO, T., 2019. Studies on high frequency financial markets. PhD, University of Southampton.