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top of pageNgoc-Khanh Tran Email: nktran7@gmail.com Virginia Tech'sPamplin College Research Interests: Asset Pricing, International Finance (Previous researchin Physics: here) Teachings: International Finance (Undergrads), Fixed-Income Securities (MSFs, MBAs), Asset Pricing (PhDs) Revise-and-Resubmit Papers:​​
  • "Recovery and Consistency,"with Shixiang Xia (R&R, 3rd round, Review of Financial Studies, May 2024)
​Publications:
  • "Nontraded Sector Growth Risks and Economic Sizes in International Asset Pricing," with Thuy To (2024, Management Science)​​​
  • "Market Timing and Predictability in FX Markets," with Thomas Maurer and Thuy To (2023, Review of Finance)
  • "Pricing Implications of Covariances and Spreads in Currency Markets," with Thomas Maurer and Thuy To (2022, Review of Asset Pricing Studies)
  • "Entangled Risks in Incomplete FX Markets,"with Thomas Maurer (2021, Journal of Financial Economics)​​​
  • "The Functional Stochastic Discount Factor," (2019, Quarterly Journal of Finance)
  • "Pricing Risks across Currency Denominations,"with Thomas Maurer and Thuy To (2019, Management Science) (previous/original version)
  • "Rare Disasters and Risk Sharing with Heterogeneous Beliefs,"with Hui Chen and Scott Joslin, (2012, Review of Financial Studies)
  • "Affine Disagreement and Asset Pricing," with Hui Chen and Scott Joslin, (2010, American Economic Review: Papers and Proceeding)
Working Papers:
  • "Incomplete Asset Market View of the Exchange Rate Determination,"with Thomas Maurer
  • ​"Loss Sequencing in Banking Network: Threatened Banks as Strategic Dominoes,"with Thao Vuong and Richard Zeckhauser
  • "The Hirshleifer Effect in a Dynamic Setting,"with Thomas Maurer
  • "Cheap TIPS or Expensive Inflation Swaps? Mispricings in Real Asset Markets,"with Thuy To
  • "Public Information and Risk Sharing in a Pure-Exchange Economy,"with Thomas Maurer​
  • "The Behavior of Savings and Asset Prices when Preferences and Beliefs are Heterogeneous," with Richard Zeckhauser​
  • "Principally Priced Risk Factors,"with Kingway Lin, Ming Yuan and Guofu Zhou
  • "Sharpe Ratio Shrinkage,"with Shixiang Xia and Andrea Vedolin
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