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Dr. Thi Le
Research Associate

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0 Data Analytics
0 Derivatives
0 Financial Engineering
0 FinTech
0 Financial Modelling

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Short Biography

Dr Le is a Research Associate at Murdoch University. She served both industries and academia with ten years of teaching experiences in Finance and Accounting and working experiences in several industry projects. Her research interests include derivatives, financial forecasting, fintech, supply chain, and accounting framework. She has published many research papers in prominent international journals, conferences and received a number of industry grants.

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Project

Project Goal: To assist the Western Australian State government and businesses for recovery post-COVID-19 by designing and offering capacity building and upskilling of micro, small and medium businesses in recovery and resilience.

Starting Date:10 September 2020

Current Stage: Data collection

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Project

Project Goal: The assessment is designed to tease out underlying issues in the learning and applying of key concepts in relation to options trading.

Starting Date:04 November 2019

Current Stage: Terminated

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Project

Project Goal: This project researchs the management of scenarios where one or more risks assumed by a firm is likely to be, or has been, realised. Can the outcomes be categorised? If so can a framework be developed to support a decision to either suffer a financial loss or further parlay the risk, and when to make that decision?

Starting Date:13 May 2019

Current Stage: Completed

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Journal article
Published: 05 August 2021 in Sustainability
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The sharing economy has acquired a lot of media attention in recent years, and it has had a significant impact on the transport sector. This paper investigates the existing impact and potential of various forms of shared mobility, concentrating on the case study of Wanneroo, Western Australia. We adopted bibliometric analysis and visualization tools based on nearly 700 papers collected from the Scopus database to identify research clusters on shared mobility. Based on the clusters identified, we undertook a further content analysis to clarify the factors affecting the potential of different shared mobility modes. A specially designed questionnaire was applied for Wanneroo’s residents to explore their use of shared mobility, their future behaviour intentions, and their perspectives on the advantages and challenges of adoption. The empirical findings indicate that the majority of respondents who had used shared mobility options in the last 12 months belong to the low-mean-age group. The younger age group of participants also showed positive views on shared mobility and would consider using it in the future. Household size in terms of number of children did not make any impact on shared mobility options. Preference for shared mobility services is not related to income level. Bike sharing was less commonly used than the other forms of shared mobility.

ACS Style

Craig Standing; Ferry Jie; Thi Le; Susan Standing; Sharon Biermann. Analysis of the Use and Perception of Shared Mobility: A Case Study in Western Australia. Sustainability 2021, 13, 8766 .

AMA Style

Craig Standing, Ferry Jie, Thi Le, Susan Standing, Sharon Biermann. Analysis of the Use and Perception of Shared Mobility: A Case Study in Western Australia. Sustainability. 2021; 13 (16):8766.

Chicago/Turabian Style

Craig Standing; Ferry Jie; Thi Le; Susan Standing; Sharon Biermann. 2021. "Analysis of the Use and Perception of Shared Mobility: A Case Study in Western Australia." Sustainability 13, no. 16: 8766.

Journal article
Published: 17 April 2021 in Research in Transportation Business & Management
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The purpose of this paper is to examine the current impact and potential of the various forms of shared mobility, with a focus the shire of Wanneroo in Western Australia. Shared mobility options included in the study are car-pooling, ride-sourcing, car-sharing and bike-sharing. Residents of Wanneroo were asked about their use of shared mobility, their intended behaviour in the future, their views on the benefits, barriers to adoption, and their shared mobility use in travel to/from rail stations. Results show that a significant percentage of respondents had used shared mobility options, and the primary use of shared mobility was for social activities and secondly, work-related activities; a higher percentage of respondents said they were positive about shared mobility and would use it in the future. The findings indicate that gender is the most important driver to predict whether an individual will or will not use shared mobility. Employment status, annual income, attitude towards benefits of shared mobility, the capability to access shared mobility, and reasons for shared mobility have a positive correlation to the possibility of shared mobility use. Finally, the study reports that respondents are positive about the use of shared mobility options for travelling to and from the rail station.

ACS Style

Ferry Jie; Craig Standing; Sharon Biermann; Susan Standing; Thi Le. Factors affecting the adoption of shared mobility systems: Evidence from Australia. Research in Transportation Business & Management 2021, 100651 .

AMA Style

Ferry Jie, Craig Standing, Sharon Biermann, Susan Standing, Thi Le. Factors affecting the adoption of shared mobility systems: Evidence from Australia. Research in Transportation Business & Management. 2021; ():100651.

Chicago/Turabian Style

Ferry Jie; Craig Standing; Sharon Biermann; Susan Standing; Thi Le. 2021. "Factors affecting the adoption of shared mobility systems: Evidence from Australia." Research in Transportation Business & Management , no. : 100651.

Journal article
Published: 09 January 2021 in Journal of Open Innovation: Technology, Market, and Complexity
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This study introduces the intraday implied volatility (IV) for pricing the Australian dollar (AUD) options. The IV is estimated using the at-the-money one-month, two-month, and three-month maturity AUD options traded in the opening, midday, and closing period of a trading day. The Mincer-Zarnowitz regression test evaluates the predictive power of IV to forecast the foreign exchange volatility for the within-week, one-week, and one-month horizon. The mean absolute error, mean squared error, and root mean squared error measures are employed to assess the performance of IV in estimating the price of currency options for the within-week, one-week, and one-month horizon. This study reveals four critical findings. First, a three-month maturity IV does not contain vital information for pricing options. Second, IV incorporated information is not relevant to compute the value of options for a horizon of less than a week. Third, IV in the closing period of Monday or Tuesday subsumes most of the essential information to estimate options price. Fourth, the shorter (longer) maturity IV provides critical information to price options for the shorter (longer) horizon. The intraday IV is a new dimension of unobservable volatility in accurately pricing currency options for researchers and practitioners.

ACS Style

Thi Le; Ariful Hoque; Kamrul Hassan. An Open Innovation Intraday Implied Volatility for Pricing Australian Dollar Options. Journal of Open Innovation: Technology, Market, and Complexity 2021, 7, 23 .

AMA Style

Thi Le, Ariful Hoque, Kamrul Hassan. An Open Innovation Intraday Implied Volatility for Pricing Australian Dollar Options. Journal of Open Innovation: Technology, Market, and Complexity. 2021; 7 (1):23.

Chicago/Turabian Style

Thi Le; Ariful Hoque; Kamrul Hassan. 2021. "An Open Innovation Intraday Implied Volatility for Pricing Australian Dollar Options." Journal of Open Innovation: Technology, Market, and Complexity 7, no. 1: 23.

Journal article
Published: 04 December 2020 in Journal of Open Innovation: Technology, Market, and Complexity
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This research examines the performance of the Islamic stock portfolio (ISP) and conventional stock portfolio (CSP) for the five industrial sectors and market in Malaysia. The capital asset pricing model statistics indicate that the ISP provides a higher return with a lower systematic risk compared to the CSP in different sectors; however, the ISP and CSP perform equally in the market. The non-parametric stochastic dominance approach reveals that the ISP is better than the CSP for portfolio return without considering the riskiness for all sectors except properties; further, the ISP outperforms the CSP under the market condition. Economic significance analysis identifies that the expected financial loss of the ISP is lower than that of the CSP in all sectors other than properties; the anticipated financial loss of the ISP is significantly less than that of the CSP in the market situation. The overall findings imply that the risk-sharing ISP is superior to the risk-bearing CSP for better returns at the sector as well as the market level.

ACS Style

Ariful Hoque; Sharmeen Rakhi; Kamrul Hassan; Thi Le. The Performance of Stock Portfolios: Evidence from Analysing Malaysia Case, and Implication for Open Innovation. Journal of Open Innovation: Technology, Market, and Complexity 2020, 6, 178 .

AMA Style

Ariful Hoque, Sharmeen Rakhi, Kamrul Hassan, Thi Le. The Performance of Stock Portfolios: Evidence from Analysing Malaysia Case, and Implication for Open Innovation. Journal of Open Innovation: Technology, Market, and Complexity. 2020; 6 (4):178.

Chicago/Turabian Style

Ariful Hoque; Sharmeen Rakhi; Kamrul Hassan; Thi Le. 2020. "The Performance of Stock Portfolios: Evidence from Analysing Malaysia Case, and Implication for Open Innovation." Journal of Open Innovation: Technology, Market, and Complexity 6, no. 4: 178.

Journal article
Published: 23 September 2020 in Investment Management and Financial Innovations
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This study examines the predictive power of implied volatility smirk to forecast foreign exchange (FX) return. The volatility smirk contains critical information, especially when the market experiences negative news. The Australian dollar, Canadian dollar, Swiss franc, Euro, and British pound options traded in the opening, midday and closing periods of the trading day are selected to estimate the currency smirk. Research results reveal that the currency smirk outperforms in forecasting FX returns. In addition, the steeper slope in the middle of the trading day suggests that the predictive power of currency smirk in the midday period is higher compared to the opening and closing periods. However, currency smirks’ predictability lasts for a short period, as the FX market is highly adept at incorporating the vital information embedded in the currency smirk. These findings imply that the currency smirk is distinctive for forecasting very short-term FX fluctuations, and the day- or overnight FX traders can use its uniqueness to profit from quick price swings in the 24-hour global FX market.

ACS Style

Ariful Hoque; Thi Ngoc Quynh Le; Kamrul Hassan. Does currency smirk predict foreign exchange return? Investment Management and Financial Innovations 2020, 17, 219 -230.

AMA Style

Ariful Hoque, Thi Ngoc Quynh Le, Kamrul Hassan. Does currency smirk predict foreign exchange return? Investment Management and Financial Innovations. 2020; 17 (3):219-230.

Chicago/Turabian Style

Ariful Hoque; Thi Ngoc Quynh Le; Kamrul Hassan. 2020. "Does currency smirk predict foreign exchange return?" Investment Management and Financial Innovations 17, no. 3: 219-230.