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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
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Social media and stock price reaction to data breach announcements : evidence from US listed companies
Rosati, Pierangelo; Deeney, Peter; Cummins, Mark; … - In: Research in international business and finance 47 (2019), pp. 458-469
Persistent link: https://www.econbiz.de/10012135774
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Stock liquidity and corporate cash holdings
Nyborg, Kjell G.; Wang, Zexi - 2013
Persistent link: https://www.econbiz.de/10009784719
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Impact of Chinese ADRs : case study of MAPPAC method analysing China dual listing companies in the US equity market
Guo, Haochen - In: International journal of economics and business … 22 (2021) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10012597897
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The relationship between the Vietnam stock market and its major trading partners : TECM with bivariate asymmetric GARCH model
Chang, Hsu-Ling; Su, Chi-Wei - In: Applied economics letters 17 (2010) 13/15, pp. 1279-1283
Persistent link: https://www.econbiz.de/10008938309
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Volatility spillover from the United States and Japanese stock markets to the Vietnamese stock market : a frequency domain approach
Nghi, Le Dinh; Nguyen Minh Kieu - In: Panoeconomicus 68 (2021) 1, pp. 35-52
Persistent link: https://www.econbiz.de/10012657708
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Return spillover from the US and Japanese stock markets to the Vietnamese stock market : a frequency-domain approach
Nguyen Minh Kieu; Dinh Nghi Le - In: Emerging markets, finance and trade : EMFT 57 (2021) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10012423703
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...
Persistent link: https://www.econbiz.de/10011520321
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Why does idiosyncratic risk increase with market risk?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016
Persistent link: https://www.econbiz.de/10011528647
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Why has idiosyncratic risk been historically low in recent years?
Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2018
Persistent link: https://www.econbiz.de/10011800005