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The prospect theory and the idiosyncratic risk-return linkage : a quantile regression approach for Vietnam's stock market

Ho Hoang Gia Bao; Tran Thi Hai Ly; Dinh Thi Thu Hong - In: Managerial finance 50 (2024) 8, pp. 1533-1553

Persistent link: https://www.econbiz.de/10015049442

Corporate valuation spurred by information transparency in an emerging economy

Nguyen Tran Thai Ha; Wong, Wing Keung; Phan Gia Quyen; … - In: Annals of financial economics 16 (2021) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10013185428

Abnormal returns and idiosyncratic volatility puzzle : an empirical investigation in Vietnam stock market

Vo Xuan Vinh; Van Phong Vo; Thanh Phuc Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-25

This paper aims to examine the relation between idiosyncratic volatility (IVOL) and stock returns with full-sample and conditional alpha sub-samples in Vietnam stock market covering the period from January 2008 to December 2018. We test the IVOL effect on stock returns employing Fama-Macbeth...

Persistent link: https://www.econbiz.de/10012219258