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Market reaction to delisting announcements in frontier markets : evidence from the Vietnam stock market
Loc Dong Truong; Friday, H. S.; Tran My Ngo - In: Risks : open access journal 11 (2023) 11, pp. 1-14
This paper aims to measure the effects of delisting on stock returns for the Vietnam stock market. This study employs a … study methodology, the empirical findings confirm that the delisting has negative effects on stock returns in the Vietnam … returns by using delisting information in the Vietnam stock market. …
Persistent link: https://www.econbiz.de/10014436629
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Delisted stocks and momentum : evidence from a new Australian dataset
Huynh, Thanh D.; Smith, Daniel R. - In: Australian journal of management 42 (2017) 1, pp. 140-160
Persistent link: https://www.econbiz.de/10011774112
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The impact of COVID-19 on stock market returns in Vietnam
Đao Van Hùng; Thi Minh Hue Nguyen; Thuy Duong Vu - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15
in Vietnam has a negative impact on stock returns of listed companies in the market. The impacts were more severe for the …
Persistent link: https://www.econbiz.de/10012628531
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Impact of the capital structure tools on the performance indicators in the listed companies in Tehran stock exchange
Zangiabadi, Mostafa; Rahimzade, Amin; Taboli, Mahdie - In: Journal of investment and management : JIM 4 (2015) 5, pp. 204-209
Persistent link: https://www.econbiz.de/10011391771
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An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets During Financial Crisis
Vo, Xuan Vinh - 2011
This paper investigates the relationship between liquidity and stock returns in the Vietnam stock market during …
Persistent link: https://www.econbiz.de/10013128995
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Stock market reactions to the comprehensive and progressive agreement for Trans-Pacific Partnership’s approval : evidence from Vietnam
Son Tung Ha; Pham, Thi Hong Hanh; Thi Nguyet Anh Nguyen - In: Journal of economic integration : jei 36 (2021) 3, pp. 462-490
Persistent link: https://www.econbiz.de/10013163667
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Evidence of GARCH Effect in Stock Returns : Vietnam Stock Market 2000-2003
Vuong, Quan Hoang - 2009
statistical methods, a topic still not received much attention from the economic researchers in Vietnam. (Downloadable paper in …
Persistent link: https://www.econbiz.de/10013155255
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Seasonal Anomalies in Vietnamese Stock Markets : New Evidence
Opas, Teepakorn - 2021
has used VN 500, S&P VN Nifty, VN Nifty Junior, VN mid cap and VN small cap indices of National Stock Exchange of Vietnam …
Persistent link: https://www.econbiz.de/10013212336
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Stock market returns and liquidity during the COVID-19 outbreak : evidence from the financial services sector in Vietnam
Cuong Thanh Nguyen; Phan Thanh Hai; Huyen Khanh Nguyen - In: Asian journal of economics and banking : AJEB 5 (2021) 3, pp. 324-342
measures on the stock returns and liquidity of Vietnam-listed companies in the financial services sector. Design … listed in Vietnam’s two biggest stock exchanges (HNX and HOSE) within the period from January 30th, 2020 to May 15th, 2021 … the stock returns and liquidity of Vietnam-listed companies in the financial services industry. …
Persistent link: https://www.econbiz.de/10012695222
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The effects of policies changes on return and volatility in Vietnamese stock market
Hoang, Thi-Du - In: International journal of finance & banking studies : JJFBS 6 (2017) 1, pp. 69-84
Persistent link: https://www.econbiz.de/10011643731