Similar Search Results

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

Is mandatory sustainability disclosure associated with default risk? : evidence from emerging markets

Do, Trung K.; Xuan Vinh Vo - In: Finance research letters 55 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014472967

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

International financial integration: an empirical investigation into Asian equity markets pre- and post-1997 Asian financial crisis

Xuan Vinh Vo; Daly, Kevin James - In: Asia Pacific financial markets in comparative …, (pp. 75-100). 2005

Persistent link: https://www.econbiz.de/10003282296

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

Liquidity and return relationships in an emerging market

Batten, Jonathan A.; Xuan Vinh Vo - In: Emerging markets finance & trade : a journal of the … 50 (2014) 1, pp. 5-21

Persistent link: https://www.econbiz.de/10010402615

Asymmetric volatility connectedness among main international stock markets : a high frequency analysis

Mensi, Walid; Maitra, Debasish; Xuan Vinh Vo; Kang, … - In: Borsa Istanbul Review 21 (2021) 3, pp. 291-306

This paper examines the direction and extent of the asymmetric volatility connectedness among international equity markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized volatility and identify the magnitude of the volatility...

Persistent link: https://www.econbiz.de/10012816916

Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds

Nguyen Thi Thu Ha; Naeem, Muhammad Abubakr; Balli, Faruk; … - In: Finance research letters 40 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012819828

Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors

Hanif, Waqas; Mensi, Walid; Xuan Vinh Vo - In: Finance research letters 40 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012819863