Pham, Huy N.A.; Ramiah, Vikash; Moosa, Imad; Nguyen, … - In: Pacific Accounting Review 29 (2017) 2, pp. 152-170
Purpose The purpose of this paper is to test the effects of financial regulatory announcements on risk and return in the Vietnamese equity market. Design/methodology/approach The event study methodology is used for the return analysis, and asset pricing models are adjusted for the risk analysis....