Dr Son Pham
Lecturer
- About
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- Office Address
- School/Department
- Business School
Biography
Son joined University of Aberdeen in August 2023 as a Lecturer in Finance. Before joining University of Aberdeen, he has worked in the fund management industry in Vietnam as an investment analyst and portfolio manager. Son holds a PhD in Finance from Massey University (New Zealand), a MSc in Investment Analysis from University of Stirling (UK), and a Bachelor of Corporate Finance degree from National Economics University in Vietnam. Son is a CFA charter holder since 2016 and a member of the CFA Institute.
Qualifications
- Bachelor in Corporate Finance2010 - National Economics University (Vietnam)
- MSc in Investment Analysis2011 - University of Stirling (UK)
- Ph.D. in Finance2022 - Massey University, New Zealand
External Memberships
Member of CFA Institute
- Research
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Research Overview
- Market microstructure
- ETFs
- Energy finance
- Cryptocurrencies and commodities
- Volatility and return connectedness
Research Areas
Finance
- Teaching
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- Publications
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Page 1 of 1 Results 1 to 8 of 8
Liquidity spillover between ETFs and their constituents
International Review of Economics & Finance, vol. 88, pp. 723-747Contributions to Journals: ArticlesNatural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications
Energy Economics, vol. 120, 106632Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.eneco.2023.106632
Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?
Journal of Financial Stability, vol. 65, 101118Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.jfs.2023.101118
Predicting ETF liquidity
Australian Journal of ManagementContributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1177/03128962221143494
The nexus between oil and airline stock returns: Does time frequency matter?
Energy Economics, vol. 117, 106444Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.eneco.2022.106444
- [ONLINE] View publication in Scopus
Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China
Energy Economics, vol. 112, 106114Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.eneco.2022.106114
Effect of futures trading on the liquidity of underlying stocks: Evidence from Vietnam
Pacific-Basin Finance Journal, vol. 73, 101772Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.pacfin.2022.101772
The liquidity of active ETFs
The Global Finance Journal, vol. 49, 100572Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.gfj.2020.100572