behaviour, aiming at investigating the impact of bank equity on the risk and return of Vietnamese commercial banks during the … larger capital buffers tend to take less risk but are less profitable. In addition, the study also finds a non …-linear relationship revealing that bank risk mitigates the effect of bank equity on profitability. Most estimations show strong robustness …

Motivated by Huang et al.'s (2013) recent arguments, we empirically examine the risk-return tradeoff in a liberalized … emerging stock market, Vietnam during 2007 to 2014. We find that: i) neither realized idiosyncratic volatility nor conditional … for market volatility over the study time. Our results contribute that the idiosyncratic risk plays an unimportant role in …

This study aims at assessing the risk-return profile of stock portfolios by different levels of the foreign ownership … risk for stocks. In addition, our empirical analyses indicate that the portfolios with the foreign ownership ratio falling …