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Loan Thi Vu, Dong Ngoc Pham, Hang Thu Kieu and Thuy Thi Thanh Pham
News on the stock market contains positive or negative sentiments depending on whether the information provided is favorable or unfavorable to the stock market. This study aims to discover news sentiments and classify news according to its sentiments wit...
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Loc Dong Truong, Giang Ngan Cao, H. Swint Friday and Nhien Tuyet Doan
The purpose of the study is to investigate the overreaction hypothesis in relation to the Ho Chi Minh Stock Exchange (HOSE). The data used in this study consist of a monthly price series of 392 stocks traded on the HOSE, covering the period starting on 5...
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Pág. 1 - 33
Modeling and forecasting volatility have gained much interest among researchers as the use of volatility became widespread in financial data analysis. Several studies have been carried out to model stock market volatility in various countries. This paper...
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Thu Trang Ta and Thanh Nga Doan
This study investigated four factors affecting internal audit effectiveness in Vietnam, namely, independence of internal audit, the competence of internal auditors, management support for internal audit, and quality of internal audit work. Quantitative a...
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Loc Dong Truong,H. Swint Friday
Pág. 28 - 34
This analysis investigates the influence of the timing of the Lunar New Year on the January effect for the Vietnam stock market. The data selected for this study is a weekly series of the market index (VN-Index) over the period from January 7th, 2009 thr...
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Anh Huu Nguyen, Thu Minh Thi Vu and Quynh Truc Thi Doan
This research is conducted to investigate the impact of corporate governance on stock price synchronicity in the context of the Vietnamese market. The paper tests four hypotheses proposing the effect of four crucial components of corporate governance inc...
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Kien Cao, Thuy Nguyen, Hong Nguyen and Hien Bui
Stock repurchases have become a preferred method of distributing cash to stockholders. However, given the high level of information asymmetry and weak corporate governance as well as poor investor protection in Vietnam, many Vietnamese firms use stock re...
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Phan Khoa Cuong,Tran Thi Bich Ngoc,Bui Thanh Cong,Vo Thi Quynh Chau DOI: 10.26459/hueuni-jed.v128i5C.5083
Pág. 5?16
Abstract: This paper investigates the existence of noise trader risk in Vietnam?s stock market and its effect on the daily returns of stock prices. The methodologies contain the estimation of GARCH (1,1) model to filter the residuals using the moving ave...
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Viet Quoc Pham,Dinh Trung Nguyen
Pág. 216 - 224
This paper studies the effects of the managerial overconfidence on the corporate capital structure in the Vietnamese stock market for the period 2010 - 2016 by estimating generalized least squares (GLS) on a sample of 329 non-financial firms listed on th...
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