Role
Thong joined Nottingham Trent University in December 2018 as a Lecturer in Accounting and Finance at Nottingham Business School. Since joining the University, he has been involved in teaching Finance, one of the subjects where NTU is ranked among the top UK universities. Together with his colleagues in the Department of Accounting and Finance, he has been working with both undergraduate and postgraduate students in a number of modules including Investment and Portfolio Management, Risk Management, and Research Methods. He has also been mentoring students as well as supervising them in their Research Projects and Consultancy Projects. During his PhD before joining NTU, he already had the opportunity to be an adjunct lecturer in charge of seminars for postgraduate students.
Thong’s PhD in Finance was funded by the University of Southampton, where he had previously obtained an MSc (Distinction) in International Financial Markets. Since his PhD, he has been publishing regularly in high-quality academic journals such as Quantitative Finance or the Journal of International Financial Markets, Institutions and Money. As a member of the Accounting and Finance Research Group in NBS at the moment, he is committed to doing and publishing excellent research, both independently and collaboratively. He is keen on working with other researchers (including PhD students) with similar interests such as cryptocurrencies, asset pricing, lead-lag effects, market linkages and transmission effects, among others.
Thong has presented his research at highly regarded international conferences such as INFINITI and Forecasting Financial Markets. He has also reviewed papers for reputable journals including Journal of Banking and Finance, Quantitative Finance, International Review of Financial Analysis, and more. On the other hand, he is interested in obtaining research funding and has won some internal funding. Last but not least, he has also had experience in trading financial markets.
Career overview
Before joining NTU, Thong did a PhD in Finance funded by the University of Southampton, where he had previously obtained an MSc (Distinction) in International Financial Markets. He has also had experience in trading financial markets.
Research areas
Since his PhD, Thong has been publishing regularly in high-quality academic journals such as Quantitative Finance or the Journal of International Financial Markets, Institutions and Money. Some of his research interests include:
- Price discovery and market efficiency
- Asset pricing, mispricing and arbitrage
- Lead-lag effects and forecasting
- Market linkages and transmission effects
- High-frequency financial markets
- Algorithmic trading and technical rules
- Investment and portfolio management
- Behavioural finance and financial crises
- Sport betting and gambling
External activity
Thong has presented his research at highly regarded international conferences such as INFINITI and Forecasting Financial Markets. Thong has also reviewed papers for reputable journals including Journal of Banking and Finance, Quantitative Finance and more.
Publications
Dao, T.M., McGroarty, F. and Urquhart, A., 2018. The Brexit vote and currency markets. Journal of International Financial Markets, Institutions and Money (in press).
Dao, T.M., McGroarty, F. and Urquhart, A., 2017. Ultra-high-frequency lead-lag relationship and information arrival. Quantitative Finance, 18, pp.725-735.
Dao, T.M., McGroarty, F. and Urquhart, A., 2016. A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates. Journal of Multinational Financial Management, 37, pp.158-167.