The impact of monetary policy on bank performance and risk is driven by bank individual characteristics and the COVID-19 pandemic, and the joint effect of bank individual factors and the coronavirus has been under-researched so far. To fill this void, this research applies the dynamic two-step...

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...