Browsing Nord Open Research Archive by Author "Tran, Vu Le"
Now showing items 1-6 of 6
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Efficiency in the markets of crypto-currencies
Tran, Vu Le; Leirvik, Thomas (Peer reviewed; Journal article, 2019)We show that the level of market-efficiency in the five largest cryptocurrencies is highly time-varying. Specifically, before 2017, cryptocurrency-markets are mostly inefficient. This corroborates recent results on the ... -
ESG news spillovers across the value chain
Tran, Vu Le; Coqueret, Guillaume (Peer reviewed; Journal article, 2023) -
Expected returns : An empirical asset pricing study
Tran, Vu Le (PhD in Business;no. 82, Doctoral thesis, 2020) -
Sentiment and covariance characteristics
Tran, Vu Le (Peer reviewed; Journal article, 2023) -
A simple but powerful measure of market efficiency
Tran, Vu Le; Leirvik, Thomas (Peer reviewed; Journal article, 2019)We construct a simple measure to quantify the level of market efficiency. We apply this measure to investigate the level of market efficiency and analyze its variation over time. The main contribution of the new measure ... -
Stock markets during COVID-19
Tran, Vu Le; Westgaard, Sjur; Lavrutich, Maria (Peer reviewed; Journal article, 2022)