This paper used the K-plot and the Chi-plot to investigate the relationship between the Vietnamese stock market and other stock markets in Asia, Europe and the US. The two non-parametric methods are able to show whether or not dependence exists between the Vietnamese stock market and other stock...

The paper applies non-parametric methods of Chi-plots and Kendall (K)-plots and three different copula functions to empirically examine the tail dependence between the U.S. stock market and stock markets in Vietnam and China in order to test contagion effect after the U.S. subprime mortgage...

The paper's purpose is to investigate dynamics of the Vietnamese stock market with other stocks markets around the world since understanding the linkages is important for assessing investment and managing financial risk. To this end, we employed a structural Vector Autoregression (VAR) model to...

This study investigates the dynamic relationship between intellectual capital (IC) and firm performance (FP) through system generalized methods of moments, when previous studies produced divergent results based on static OLS or fixed-effects estimations. Based on 571 listed firms in Australia...

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 idiosyncratic volatility has been priced; ii) both the...

Smoking is a leading cause for diseases and death. Information on factors affecting the smoking status is useful for policies on smoking reduction, especially in developing countries. This paper examines to what extent individuals’ characteristics can affect the smoking status using a...