Personal profile
Education/Academic qualification
Business, PhD, Portfolio Liquidity, Massey University
1 Oct 2017 → 4 Oct 2021
Award Date: 28 May 2022
Business, Masters Degree, University of Stirling
1 Sept 2010 → 1 Aug 2011
Award Date: 1 Nov 2011
Business, Bachelors Degree, Different approaches to equity valuation, National Economics University
1 Sept 2006 → 1 Jul 2010
Award Date: 1 Jul 2010
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Dive into the research topics where Son Pham is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Oil price volatility and tail risk dynamics in the Indian stock market: Insights from the CAViaR and TVP-VAR Models
Pham, S., Srivastava, P. & Nguyen, T. T. T., Dec 2025, In: International Review of Finance. 25, 4, 25 p., e70044.Research output: Contribution to journal › Article › peer-review
Open AccessFile1 Downloads (Pure) -
Common Volatility in Clean Energy Stocks
Pham, L., Pham, S., Do, H., Bissoondoyal-Bheenick, E. & Brooks, R., Aug 2025, In: Energy Economics. 148, 23 p., 108592.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Link opens in a new tab Citations (Scopus)2 Downloads (Pure) -
Tail Risk Connectedness in the Australian National Electricity Markets: The Impact of Rare Events
Pham, S., Do, H. X., Nepal, R. & Jamasb, T., Jan 2025, In: Energy Economics. 141, 19 p., 108123.Research output: Contribution to journal › Article › peer-review
Open AccessFile2 Link opens in a new tab Citations (Scopus)3 Downloads (Pure) -
Predicting ETF liquidity
Pham, S., Marshall, B. R., Nguyen, N. H. & Visaltanachoti, N. (Corresponding Author), Aug 2024, In: Australian Journal of Management. 49, 3, p. 478-508 31 p.Research output: Contribution to journal › Article › peer-review
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Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs
Nguyen, T. T. T., Pham, S., Li, X.-M. & Do, H. X., Jul 2024, In: International Review of Economics & Finance. 94, 19 p., 103427.Research output: Contribution to journal › Article › peer-review
Open AccessFile8 Link opens in a new tab Citations (Scopus)9 Downloads (Pure)