Sang Phu Nguyen

Researcher Profile 5/10

Ho Chi Minh University of Banking · Finance and Banking

8 publications · 247 citations · h-index 4

Information

🏛️Affiliation: Ho Chi Minh University of Banking
🔬Field: Finance and Banking
✍️Profile incomplete — add information

An h-index of 4 places this researcher in Finance and Banking, within the top 25% of 832 profiles in this field in our directory.

Featured publications

Forecasting cryptocurrency returns and volume using search engines132 citations
Financial Innovation · 2019 · DOI

An assessment of contagion risks in the banking system using non-parametric and Copula approaches40 citations
Economic Analysis and Policy · 2019 · DOI

Contagion Risk Measured by Return Among Cryptocurrencies38 citations
Studies in computational intelligence · 2017 · DOI

Portfolio optimization from a Copulas-GJR-GARCH-EVT-CVAR model: Empirical evidence from ASEAN stock indexes29 citations
Quantitative Finance and Economics · 2019 · DOI

Higher co-moments and asset pricing on emerging stock markets by quantile regression approach3 citations
Business and Economic Horizons · 2018 · DOI

Higher co-moments and asset pricing on emerging stock markets by quantile regression approach3 citations
AgEcon Search (University of Minnesota, USA) · 2018 · DOI

Pricing Assets with Higher Co-moments and Value-at-Risk by Quantile Regression Approach: Evidence from Vietnam Stock Market2 citations
Studies in computational intelligence · 2017 · DOI

Forecasting Returns & Volume of Cryptocurrencies by Using Search Engines
· 2025 · DOI

About the field of Finance and Banking

832researchers 8,884publications 79,682citations 3.0average h-index

Common research topics in this field:

Corporate Finance and GovernanceAuditing, Earnings Management, GovernanceFinancial Markets and Investment StrategiesBanking stability, regulation, efficiencyIslamic Finance and Banking StudiesMicrofinance and Financial Inclusion

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