Khoa Bui Thanh; Tran Trong Huynh - In: Cogent economics & finance 11 (2023) 1, pp. 1-15
Risk premium plays an important role in stock investing. Experiments have shown that value stocks typically have a … crises. This study aimed to build the uncertainty index and control it in the regression analysis model to solve the … stocks have a higher average return than growth stocks due to the higher overall risk. Furthermore, this study combined the …