Research/Scholarly/Creative Works

Journal Articles

• Bialkowski J., Dang H. and Wei X. (2021) High policy uncertainty and low implied market volatility – an academic puzzle? (forthcoming). Journal of Financial Economics http://dx.doi.org/10.1016/j.jfineco.2021.05.011.

• Dang H. and Partington G. (2020) Sovereign Ratings and National Culture. Pacific-Basin Finance Journal 60 http://dx.doi.org/10.1016/j.pacfin.2020.101296.

• Dang HD. (2019) KiwiSaver fund performance and asset allocation policy. Pacific Accounting Review 31(2): 232-257. http://dx.doi.org/10.1108/PAR-06-2018-0044.

• Dang HD. (2019) Rating migrations of US financial institutions: Are different outcomes equivalent? Journal of Risk 22(2): 1-36. http://dx.doi.org/10.21314/JOR.2019.421.

• Dang HD. (2018) National Culture and Corporate Rating Migrations.. Risks 6(4) 130: 27. http://dx.doi.org/10.3390/risks6040130.

• Dang H. and Jolly M. (2017) Red flags for IPO downfalls in New Zealand. Managerial Finance 43(9).

• Białkowski J., Dang HD. and Wei X. (2016) Does the Tail Wag the Dog? Evidence from Fund Flow to VIX ETFs and ETNs. The Journal of Derivatives 24(2): 31-47. http://dx.doi.org/10.3905/jod.2016.24.2.031.

• Dang H. (2014) A competing risks dynamic hazard approach to investigate the insolvency outcomes of property-casualty insurers. The Geneva Papers on Risk and Insurance - Issues and Practice 39(1): 42-76. http://dx.doi.org/10.1057/gpp.2013.13.

• Dang H. and Partington G. (2014) Rating migrations: The effects of rating history and time. ABACUS: A Journal of Accounting, Finance and Business Studies 50(2): 174-202. http://dx.doi.org/10.1111/abac.12027.

Chapters

• Dang HD. and Jolly M. (2019) IPOs in New Zealand: An Analysis of Benchmark-Adjusted Performance. In Cumming D (Ed.), Oxford Handbook of IPOs: 592-620.Oxford University Press. http://dx.doi.org/10.1093/oxfordhb/9780190614577.013.23.

• Dang H. (2015) Rating dynamics of fallen angels and their speculative grade-rated peers: Static vs. dynamic approach. In Lee CF; Lee JC (Ed.), Handbook of Financial Econometrics and Statistics: 1945-1982. New York: Springer.

Student Supervision

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Completed
• PhD - Wei X: Essays on the Application of Derivatives: Evidence from the United States (2019)
• Masters - Dao M: The performance of IPOs in New Zealand (2016)
• Masters - Jolly M: Valuation, Pricing, and Short Term Performance of Initial Public Offerings in New Zealand (2017)
• Honours - Harris D: Issuer heterogeneity and time heterogeneity in Asia-Pacific coporrate rating dynamics (2011)
• Honours - Prisk N: The Impairment Resolution for Property Casualty Insurers (2012)
• Summer Student - Arifin NU: Project: The Effect of TARP Funding on Bank Lending (2018)
• Summer Student - Mercer-Beumelburg H: Project: Bank Disclosure During the GFC (2019)
• Summer Student - Suppan M: Project: KiwiSaver fund performance and asset allocation (2017)
• Summer Student - Wei H: Project: The determinants of Distress Scenarios for US Financial Institutions (2013)

Editorial Work

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• Journal of Applied Accounting Research (ISSN: 0967-5426) Associate Editor ( 2020 - 2021)
• Journal of International Finance and Economics (ISSN: 1555-6336) Editorial Board Member ( 2019 - 2021)

Review and Refereeing

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Journal reviewing / refereeing
• Accounting Education ( 2021 )
• Applied Economics ( 2018 )
• Bulletin of Economic Research ( 2019 )
• Journal of Corporate Finance ( 2019 )
• Pacific Accounting Review ( 2018 )
Conference reviewing / refereeing
• Financial Management Association Annual Meeting, Denver, 20 - 23 October 2021 ( 2021 )
• Financial Management Association Annual Meeting, New Orleans, 23-26 October ( 2019 )
• Financial Management Association Annual Meeting, Virtual, 19-23 October ( 2020 )
• Financial Management Association Asia/ Pacific Conference, Ho Chi Minh City, 10-12 July ( 2019 )
• INFINITI Conference on International Finance, Glasgow, 9-11 June ( 2019 )
• Scientific Committee, 57th Meeting of the EURO Working Group for Commodities and Financial Modelling, University of Coimbra, Portugal, 12-14 May ( 2016 )