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Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets

Mensi, Walid; Ur Rehman, Mobeen; Maitra, Debasish; … - In: The quarterly review of economics and finance : journal … 91 (2023), pp. 139-157

Persistent link: https://www.econbiz.de/10014461547

Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ur Rehman, Mobeen; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012491782

Investigation of stock return volatility using Shannon entropy : evidence from ASEAN stock markets

Xuan Vinh Vo; Tran Thi Tuan Anh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 12 (2022) 4, pp. 479-490

Persistent link: https://www.econbiz.de/10013350691

Good and bad high-frequency volatility spillovers among developed and emerging stock markets

Mensi, Walid; Nekhili, Ramzi; Xuan Vinh Vo; Kang, Sang Hoon - In: International journal of emerging markets 18 (2023) 9, pp. 2107-2132

Persistent link: https://www.econbiz.de/10014449774

Abnormal returns and idiosyncratic volatility puzzle : an empirical investigation in Vietnam stock market

Xuan Vinh Vo; Van Phong Vo; Thanh Phuc Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-25

This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and conditional alpha sub-samples in Vietnam stock market covering the period from January 2008 to December 2018. We test the IVOL effect on stock returns employing Fama-Macbeth...

Persistent link: https://www.econbiz.de/10012219258

Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Mensi, Walid; Hammoudeh, Shawkat; Xuan Vinh Vo; Kang, … - In: Journal of international financial markets, … 75 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012820834

Quantile dependence and portfolio management between oil, gold, silver, and MENA stock markets

Mensi, Walid; Mishra, Tapas; Ko, Hee-Un; Xuan Vinh Vo; … - In: Research in international business and finance 70 (2024) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10015053318

Impacts of the US monetary policy on the Vietnamese stock market

Xuan Vinh Vo; Nguyen Phuc Canh - In: Afro-Asian Journal of Finance and Accounting : AAJFA 6 (2016) 2, pp. 119-134

Persistent link: https://www.econbiz.de/10011719682

Liquidity, liquidity risk and stock returns : evidence from Vietnam

Xuan Vinh Vo; Bui Hong Thu - In: International journal of monetary economics and finance 9 (2016) 1, pp. 67-89

Persistent link: https://www.econbiz.de/10011548324

Foreign ownership and stock return volatility : evidence from Vietnam

Xuan Vinh Vo - In: Journal of multinational financial management 30 (2015), pp. 101-109

Persistent link: https://www.econbiz.de/10011539540