Financial distress is a vexing managerial challenge for businesses worldwide, especially during a turbulent period like the COVID-19 pandemic. Motivated by an increasing number of closed businesses in Vietnam during the recent COVID-19 pandemic, this study is conducted to provide a comprehensive...

The effects of the Covid-19 pandemic on firms' performance have been extensively investigated. However, the abnormal returns and volatilities across industries during different waves of the pandemic using an event study have largely been neglected in the existing literature, particularly for...

While market volatility and volatility connectedness across different financial markets have been examined, the spillover effects across sectors have been under-examined. As such, this study aims to examine market volatility and the volatility patterns for 24 Vietnamese sectors. Our study uses...