Duong Nguyen

British Telecommunications Plc (2009)

Duong Nguyen, Simon Thompson, Cefn Hoile

Abstract. Internet user forums have been proven to be effective not just as a community meeting place but also as a supporting tool for various business products. Traditional forums are designed with...

Towards a Measurement of the Inclusive W->ev Cross Section in pp Collisions at sqrt(s) = 14 TeV (2008)

Nguyen, Duong, Collaboration, For The CMS

We present the methods for an early measurement of the inclusive W->ev production cross section in pp collisions at sqrt(s)= 14 TeV. The methods are studied assuming 10 inverse picobarn integrated...

for large-scale (2007)

Duong Nguyen, Binh Ta, Suiping Zhou

A two-phase approach to interactivity enhancement

Liquidity and asset pricing: A comparison between three-factor and three-moment capital asset pricing models (2006)

Nguyen, Duong

Liquidity is an important attribute of an asset that investors would like to take into consideration when making investment decisions. However, the previous empirical evidence whether liquidity is a...

Delivering Services by Building and Running Virtual Organisations (2005)

Duong Nguyen, Simon Thompson, Jigar Patel, Nicholas R Jennings, Mike Luck, ...

In our view, customers in the future are likely to obtain their services from coalitions of service providers. These coalitions can be described as virtual organisations (VOs); they are group of...

Thermal Vegetation Canopy Model Studies. (2002)

Smith,James A., Ranson,K. Jon, Nguyen,Duong, Link,Lewis E.

This is the final report in a series. Overall objectives of this project are concerned with developing comprehensive optical and thermal signature data bases, the development and evaluation of...

LIQUIDITY AND ASSET PRICING UNDER THE THREE-MOMENT CAPM PARADIGM

Duong Nguyen, Suchismita Mishra, Arun Prakash, Dilip K. Ghosh

We examine whether the use of the three-moment capital asset pricing model can account for liquidity risk. We also make a comparative analysis of a four-factor model based on Fama-French and...

Higher-Order Systematic Comoments and Asset Pricing: New Evidence

Duong Nguyen, Tribhuvan N. Puri

We provide evidence supporting Rubinstein's (1973) model that if returns are not normal, measuring risk requires more than just measuring covariance. Higher-order systematic comoments should be...

Systematic liquidity, characteristic liquidity and asset pricing

Duong Nguyen, Tribhuvan Puri

In this article we examine whether the traditional characteristic liquidity premium can be explained by market liquidity risk. We find that after adjusting for Pastor and Stambaugh market liquidity...