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volatility in 31 emerging markets. We find a negative relationship between LFO and volatility, even after controlling for …
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This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market … regressions with fixed effects, we find that foreign ownership decreases the volatility of stock returns. However, the stabilizing … impact of foreign ownership on stock return volatility becomes weaker in large firms since the coeffcient of the interaction …
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