By Mr Bao Doan

Journal articles

Doan B; Jayasuriya D; Lee JB; Reeves JJ, 2026, 'Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms', Journal of Forecasting, http://dx.doi.org/10.1002/for.70206

Doan B; Vo DH, 2025, 'The Interconnection between Net Buying Pressures in Derivatives and Spot Markets', The British Accounting Review, pp. 101702, http://dx.doi.org/10.1016/j.bar.2025.101702

Doan B; Jayasuriya D; Lee JB; Reeves JJ, 2024, 'Cryptocurrency systematic risk dynamics', Economics Letters, 241, http://dx.doi.org/10.1016/j.econlet.2024.111788

Doan B; Reeves JJ; Sherris M, 2024, 'Portfolio management for insurers and pension funds and COVID-19: targeting volatility for equity, balanced, and target-date funds with leverage constraints', Annals of Actuarial Science, 18, pp. 78 - 101, http://dx.doi.org/10.1017/S1748499523000143

Vo DH; Doan B, 2023, 'Minimum tick size, market quality and costs of trade execution in Vietnam', PLOS ONE, 18, pp. e0285821, http://dx.doi.org/10.1371/journal.pone.0285821

Doan B; Vo DH; Pham H, 2023, 'The net economic benefits of power plants: International evidence', Energy Policy, 175, pp. 113478, http://dx.doi.org/10.1016/j.enpol.2023.113478

Doan B; Lee JB; Liu Q; Reeves JJ, 2022, 'Beta measurement with high frequency returns', Finance Research Letters, 47, http://dx.doi.org/10.1016/j.frl.2021.102632

Gao Y; Kim Y; Doan BG; Zhang Z; Zhang G; Nepal S; Ranasinghe DC; Kim H, 2022, 'Design and Evaluation of a Multi-Domain Trojan Detection Method on Deep Neural Networks', IEEE Transactions on Dependable and Secure Computing, 19, pp. 2349 - 2364, http://dx.doi.org/10.1109/TDSC.2021.3055844

Doan BG; Xue M; Ma S; Abbasnejad E; Ranasinghe DC, 2022, 'TnT Attacks! Universal Naturalistic Adversarial Patches Against Deep Neural Network Systems', IEEE Transactions on Information Forensics and Security, 17, pp. 3816 - 3830, http://dx.doi.org/10.1109/tifs.2022.3198857

Doan B; Pham H; Nguyen Thanh B, 2022, 'Price discovery in the cryptocurrency market: evidence from institutional activity', Journal of Industrial and Business Economics, 49, pp. 111 - 131, http://dx.doi.org/10.1007/s40812-021-00202-0

Lan C; Doan B, 2022, 'Stock price movements: Evidence from global equity markets', Journal of Empirical Finance, 69, pp. 123 - 143, http://dx.doi.org/10.1016/j.jempfin.2022.09.001

Vo DH; Doan B, 2021, 'Effects from containment and closure policies to market quality: Do they really matter in Vietnam during Covid-19?', PLOS ONE, 16, pp. e0248703, http://dx.doi.org/10.1371/journal.pone.0248703

Doan B; Vo DH, 2021, 'Is there any information content of traded stocks in an emerging market? Evidence from Vietnam', International Economics, 167, pp. 78 - 87, http://dx.doi.org/10.1016/j.inteco.2021.06.002

Doan B; Papageorgiou N; Reeves JJ; Sherris M; Doan B, 2018, 'Portfolio management with targeted constant market volatility', Insurance Mathematics and Economics, 83, pp. 134 - 147, http://dx.doi.org/10.1016/j.insmatheco.2018.09.010

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