Khoa Dang Duong; Man Minh Tran; Diep Van Nguyen; Hoa … - In: Cogent economics & finance 10 (2022) 1, pp. 1-17
This study examines the impacts of investor sentiment and liquidity on the idiosyncratic volatility (IVOL) anomaly returns in Vietnam before and during the COVID-19. We construct an internet search-based measure of sentiment (FEARS) from the Google Trends Search Volume Index of Vietnam’s...
