Cuong Nguyen

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Does Idiosyncratic Risk matter in the Vietnamese Stock Market?

Xuất bản: 27 July, 2022

Cuong Nguyen, Wu Ji, Andros Gregoriou, Cuong Nguyen, Wu Ji, Andros Gregoriou

The paper examines the behaviour of idiosyncratic volatility in the Vietnamese stock market from 2007-2012. Using daily and monthly data, we find that idiosyncratic volatility cannot predict one-month ahead stock returns in the stock market. Also, there...

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