Projects per year
Personal profile
Biography
Dr Binh Do is a Senior Lecturer in Finance with the Department of Banking and Finance. Dr Do joined Monash University in 2007. Prior to that, he worked for ANZ and Unilever for five years. Dr Do has published in leading international journals including Journal of Banking and Finance, Financial Analysts Journal, Journal of Futures Markets and Journal of Financial Research. He lectures in derivatives units and received Dean's Commendation for Outstanding Teaching in 2011.
Research area keywords
- Short selling
- Statistical arbitrage
- Derivatives
- Media and asset pricing
Collaborations and top research areas from the last five years
Projects
- 3 Finished
-
Fundamental risk and statistical arbitrage in equity markets
Accounting & Finance Association of Australia and New Zealand
1/07/14 → 30/06/15
Project: Research
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Understanding the Economic Nature of the Effect of Media Coverage on the Cross-section of Stock Returns.
Do, B. & Veeraraghavan, M.
Accounting & Finance Association of Australia and New Zealand
15/06/10 → 30/11/11
Project: Research
-
Is equity pairs trading profitable?
Do, B. & Faff, R.
Accounting & Finance Association of Australia and New Zealand
1/08/08 → 30/11/09
Project: Research
Research output
- 10 Article
-
Pairs trading and idiosyncratic cash flow risk
Do, B. & Faff, R., Jun 2021, In: Accounting & Finance. 61, 2, p. 3171-3206 36 p.Research output: Contribution to journal › Article › Research › peer-review
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Assessing the information content of short-selling metrics using daily disclosures
Comerton-Forde, C., Do, B. H., Gray, P. & Manton, T., 1 Mar 2016, In: Journal of Banking and Finance. 64, p. 188-204 17 p.Research output: Contribution to journal › Article › Research › peer-review
14 Citations (Scopus) -
Co-existence of short-term reversals and momentum in the Australian equity market
Chai, D. & Do, B., 1 Feb 2016, In: Australian Journal of Management. 41, 1, p. 55-76 22 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus) -
The profitability of volatility spread trading on ASX equity options
Do, B. H., Foster, A. & Gray, P., 1 Feb 2016, In: Journal of Futures Markets. 36, 2, p. 107-126 20 p.Research output: Contribution to journal › Article › Research › peer-review
4 Citations (Scopus) -
Liquidity provision and informed trading by individual investors
Tian, X., Do, B. H., Duong, H. N. & Kalev, P. S., 2015, In: Pacific Basin Finance Journal. 35, p. 143 - 162 20 p.Research output: Contribution to journal › Article › Research › peer-review
16 Citations (Scopus)