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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

The impact of funding liquidity on risk-taking behaviour of Vietnamese banks : approaching by Z-score measure

Nguyen Tran Thai Ha; Phan Gia Quyen - In: International journal of economics and financial issues … 8 (2018) 3, pp. 29-35

Persistent link: https://www.econbiz.de/10011978918

Unveiling the nexus of consumer price index, economic policy uncertainty, geopolitical risks, and gold prices on Indonesian sustainable stock market performance

Darsono, Susilo Nur Aji Cokro; Muttaqin, Ecky Imamul; … - In: International journal of economics and financial issues … 14 (2024) 6, pp. 128-135

Persistent link: https://www.econbiz.de/10015085398

The economic policy uncertainty and its effect on sustainable investment : a panel ARDL approach

Darsono, Susilo Nur Aji Cokro; Wong, Wing Keung; Nguyen … - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-17

This study examines the effect of economic policy uncertainty (EPU) on sustainable investment returns by using panel data of stock market returns and the EPU index from twelve countries for the period from April 2015 to December 2020. In addition, precious metal prices, energy prices, and...

Persistent link: https://www.econbiz.de/10013273616

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