| Non-standard errors AJ Menkveld, A Dreber, F Holzmeister, J Huber, M Johannesson, ... | 48 | 2021 |
| The Brexit vote and currency markets TM Dao, F McGroarty, A Urquhart Journal of International Financial Markets, Institutions and Money 59, 153-164, 2019 | 35 | 2019 |
| Ultra-high-frequency lead–lag relationship and information arrival TM Dao, F McGroarty, A Urquhart Quantitative Finance 18 (5), 725-735, 2018 | 16 | 2018 |
| A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates TM Dao, F McGroarty, A Urquhart Journal of Multinational Financial Management 37, 158-167, 2016 | 10 | 2016 |
| Bank efficiency and governance: evidence from joint venture and foreign commercial banks in Vietnam T Nguyen, T Dao, J Cheah Applied Finance Letters 12 (2), 41-56, 2023 | 1 | 2023 |
| Advances in blockchain research and cryptocurrency behaviour J Cheah, T Dao, S Alshahmy De Gruyter, 2023 | | 2023 |
| Measuring cryptocurrency moment convergence using distance analysis JET Cheah, T Dao, H Su Annals of Operations Research, 1-45, 2023 | | 2023 |
| A local Gaussian dependency approach to portfolio allocation during Covid-19 and the Ukraine war: the oil experience J Cheah, Y Essanaani, T Dao | | 2023 |
| Speed of adjustment and a responsiveness index in Bitcoin markets ET Cheah, L Tan, T Mishra, T Dao | | 2021 |
| Herding intensity and speed of adjustment in virtual currencies J Cheah, L Tan, T Dao | | 2021 |
| Studies on high frequency financial markets TM Dao University of Southampton, 2019 | | 2019 |
| Ultra-High-Frequency Pairs Trading in Gold ETFs T Dao, F McGroarty, A Urquhart Available at SSRN 2981717, 2017 | | 2017 |
| Journal of Multinational Financial Management TM Dao, F McGroarty, A Urquhart | | 2016 |
| Weekday effects in the lead-lag relationship TM Dao, F McGroarty, A Urquhart | | 2016 |
