Tung Lam Dang
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Articles
- Dang, Tung Lam & Luong, Hoang & Nguyen, Lily & Nguyen, My, 2024.
"Political uncertainty and commonality in liquidity,"
Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
Cited by:
- Pawan Jain & Mohamed Mekhaimer & Ronald W. Spahr & Mark A. Sunderman, 2024. "Freedom of choice impact on country-specific liquidity commonality," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 265-309, July.
- Dang, Tung Lam & Vo, Thi Thuy Anh & Vo, Xuan Vinh & Thi My Nguyen, Linh, 2023.
"Does foreign institutional ownership matter for stock price synchronicity? International evidence,"
Journal of Multinational Financial Management, Elsevier, vol. 67(C).
Cited by:
- Yu-Fen Chen & Cheng-Few Lee & Fu-Lai Lin, 2023. "The influences of information demand and supply on stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1151-1176, October.
- Barka, Zeineb & Benkraiem, Ramzi & Hamza, Taher & Lakhal, Faten & Vigne, Samuel, 2023. "Institutional investor horizon and stock price synchronicity: Do product market competition and analyst coverage matter?," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Wang, Kai & Zhao, Jingjing & Zhou, Jun, 2024. "Online sales and stock price synchronicity: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Feng, Ying & Wang, Hong & Sha, Yezhou, 2023. "Delamination of information disclosure and stock price synchronicity — Evidence from China’s NEEQ market," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 614-623.
- Vo, Thi Thuy Anh & Dang, Tung Lam & Dang, Man & Hoang, Viet Anh, 2021.
"Institutional ownership and commonality in liquidity,"
Research in International Business and Finance, Elsevier, vol. 57(C).
Cited by:
- Hou, Canran & Liu, Huan, 2023. "Institutional cross-ownership and stock price crash risk," Research in International Business and Finance, Elsevier, vol. 65(C).
- Liu, Ziqiang & Gao, Xin & Xu, Hao & Xu, Weidong, 2024. "Climate change exposure and stock liquidity commonality: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
- Li, Yong & Han, Minghui & Faff, Robert & Zhang, Hao, 2022. "Foreign ownership and stock liquidity uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
- Tung L. Dang & Thi H. H. Huynh & Manh T. Nguyen, 2021.
"Media attention and firm value: International evidence,"
International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 865-894, September.
Cited by:
- Yu, Chengyong & Song, Anyue & Yu, Fangzhou, 2024. "Media attention and corporate risk-taking: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1459-1482.
- Lindsay Baran & Silu Cheng, 2024. "Director awards and board effectiveness," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 41-73, March.
- Tung Lam Dang & Man Dang & Phuong Dung Le & Hoa Nhan Nguyen & Quang Minh Nhi Nguyen & Darren Henry, 2021.
"Does earnings management matter for firm leverage? An international analysis,"
Asia-Pacific Journal of Accounting & Economics, Taylor & Francis Journals, vol. 28(4), pages 482-506, July.
Cited by:
- Sarah Anobil Okyere & Vera Fiador & Emmanuel Sarpong‐Kumankoma, 2021. "Earnings management, capital structure, and the role of corporate governance: Evidence from sub‐Saharan Africa," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 42(6), pages 1525-1538, September.
- Cynthia P. Cudia & Aeson L. Dela Cruz & Madeleine B. Estabillo, 2021. "Effect of Firm Characteristics and Corporate Governance Practices on Earnings Management: Evidence from Publicly Listed Property Sector Firms in the Philippines," Vision, , vol. 25(1), pages 77-87, March.
- Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long, 2020.
"Media coverage and stock price synchronicity,"
International Review of Financial Analysis, Elsevier, vol. 67(C).
Cited by:
- Wu, Chunying & Xiong, Xiong & Gao, Ya & Zhang, Jin, 2022. "Does social media coverage deter firms from withholding bad news? Evidence from stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Aman, Hiroyuki & Moriyasu, Hiroshi, 2022. "Effect of corporate disclosure and press media on market liquidity: Evidence from Japan," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Zhou, Jingting & Li, Wanli & Yan, Ziqiao & Lyu, Huaili, 2021. "Controlling shareholder share pledging and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Wunhong Su & Chun Guo & Xiaobao Song, 2022. "Media coverage, Environment Protection Law and environmental research and development: evidence from the Chinese-listed firms," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(5), pages 6953-6983, May.
- R. L. N. Murthy & Hardeep Singh Mundi, 2023. "Stock Return Synchronicity and Profitability: Evidence from India," Paradigm, , vol. 27(1), pages 47-59, June.
- Zhai, Huayun & Lu, Meiting & Shan, Yaowen & Liu, Qingzhuo & Zhao, Ying, 2021. "Key audit matters and stock price synchronicity: Evidence from a quasi-natural experiment in China," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Can Huang & Yuqiang Cao & Meiting Lu & Yaowen Shan & Yizhou Zhang, 2023. "Messages in online stock forums and stock price synchronicity: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(3), pages 3011-3041, September.
- Wu, Chunying & Xiong, Xiong & Gao, Ya, 2022. "The role of different information sources in information spread: Evidence from three media channels in China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 327-341.
- Zhang, Hongwei & Hong, Huojun & Guo, Yaoqi & Yang, Cai, 2022. "Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 267-285.
- Khalfaoui, Rabeh & Mefteh-Wali, Salma & Dogan, Buhari & Ghosh, Sudeshna, 2023. "Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Zheng, Shuxia & Zhang, Xiaoming & Wang, Hu, 2023. "Green credit policy and the stock price synchronicity of heavily polluting enterprises," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 251-264.
- Dai, Yunhao & Chao, Yang & Wang, Li, 2021. "The brain gain of CFOs in China: The case of analyst forecasts," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Gaganis, Chrysovalantis & Leledakis, George & Pasiouras, Fotios & Pyrgiotakis, Emmanouil, 2021. "National culture of secrecy and stock price synchronicity: Cross-country evidence," MPRA Paper 105432, University Library of Munich, Germany.
- Dang, Tung Lam & Nguyen, Thi Minh Hue, 2020.
"Liquidity risk and stock performance during the financial crisis,"
Research in International Business and Finance, Elsevier, vol. 52(C).
Cited by:
- Wang, Fengrong & Mbanyele, William & Muchenje, Linda, 2022. "Economic policy uncertainty and stock liquidity: The mitigating effect of information disclosure," Research in International Business and Finance, Elsevier, vol. 59(C).
- Jian, Zhihong & Li, Xupei, 2021. "Skewness-based market integration: A systemic risk measure across international equity markets," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Romlah Jaffar & Nor Asyiqin Abu & Mohamat Sabri Hassan & Mohd Mohid Rahmat, 2023. "Value Relevance of Board Attributes: The Mediating Role of Key Audit Matter," IJFS, MDPI, vol. 11(1), pages 1-21, February.
- Pan, Beier, 2023. "The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants," Economic Modelling, Elsevier, vol. 124(C).
- Chen, Xi & Wang, Junbo & Wang, Yanchu & Zhong, Xiaoling, 2023. "Extreme illiquidity and stock returns: Evidence from Thailand market," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
- Kumeka Terver Theophilus & Falayi Olabusuyi Rufus & Adedokun Adeniyi Jimmy, 2021. "Does Stock Market Respond to Disease Pandemic? A Case of COVID-19 in Nigeria," Acta Universitatis Sapientiae, Economics and Business, Sciendo, vol. 9(1), pages 86-101, September.
- Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
- Nguyen, Dat Thanh & Phan, Dinh Hoang Bach & Anglingkusumo, Reza & Sasongko, Aryo, 2021. "US government shutdowns and Indonesian stock market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Mariano González-Sánchez & Eva M. Ibáñez Jiménez & Ana I. Segovia San Juan, 2021. "Market and Liquidity Risks Using Transaction-by-Transaction Information," Mathematics, MDPI, vol. 9(14), pages 1-14, July.
- Joumana Younis & Hussin Hejase & Mohamad Ali Abdallah & Salim M.I. Haddad & Ale Hejase, 2021. "E-learning in the Lebanese Higher Education Institutions: An Assessment of Factors Leading to Students’ Satisfaction," Post-Print hal-04579382, HAL.
- Duran, Hasan Engin & Ferreira-Lopes, Alexandra, 2022. "The Revival Of The Feldstein-Horioka Puzzle And Moderation Of Capital Flows After The Global Financial Crisis (2008/09)," Research in International Business and Finance, Elsevier, vol. 60(C).
- Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
- Jakub Kubiczek & Marcin Tuszkiewicz, 2022. "Intraday Patterns of Liquidity on the Warsaw Stock Exchange before and after the Outbreak of the COVID-19 Pandemic," IJFS, MDPI, vol. 10(1), pages 1-16, February.
- Manh Toan Nguyen & Tung Lam Dang & Thi Hong Hanh Huynh, 2020.
"Trade Liberalization and Income Distribution in Vietnam: Dynamic CGE Approach,"
Asian Economic Journal, East Asian Economic Association, vol. 34(4), pages 404-429, December.
Cited by:
- Khan, Muhammad Aamir & Walmsley, Terrie & Mukhopadhyay, Kakali, 2021. "Trade liberalization and income inequality: The case for Pakistan," Journal of Asian Economics, Elsevier, vol. 74(C).
- Weijiang Liu & Min Liu & Yangyang Li & Tingting Liu, 2024. "How to promote China's green economic development? The combination effects of consumption tax and carbon tax policies," Energy & Environment, , vol. 35(3), pages 1374-1395, May.
- Tung Lam Dang & Robert Faff & Hoang Luong & Lily Nguyen, 2019.
"Individualistic cultures and crash risk,"
European Financial Management, European Financial Management Association, vol. 25(3), pages 622-654, June.
Cited by:
- Balachandran, Balasingham & Duong, Huu Nhan & Luong, Hoang & Nguyen, Lily, 2020. "Does takeover activity affect stock price crash risk? Evidence from international M&A laws," Journal of Corporate Finance, Elsevier, vol. 64(C).
- Feng He & Yaqian Feng & Lingbing Feng, 2023. "Social media information dissemination and corporate bad news hoarding," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1503-1532, April.
- Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022.
"Who buys Bitcoin? The cultural determinants of Bitcoin activity,"
International Review of Financial Analysis, Elsevier, vol. 84(C).
- Sean Foley & Bart Frijns & Alexandre Garel & Tai-Yong Roh, 2022. "Who buys Bitcoin? The cultural determinants of Bitcoin activity," Post-Print hal-03844008, HAL.
- Gaganis, Chrysovalantis & Leledakis, George N. & Pasiouras, Fotios & Pyrgiotakis, Emmanouil G., 2024. "Social Capital and Stock Price Crash Risk: Cross-Country Evidence," MPRA Paper 122896, University Library of Munich, Germany.
- Zhe An & Zhe Cao & Zhian Chen & Donghui Li, 2020. "Does individualistic culture impact operational risk?," European Financial Management, European Financial Management Association, vol. 26(3), pages 808-838, June.
- Hong, Jiawei & Yu, Xiaojian & Xiao, Weilin & Zhang, Xili, 2022. "The dispersion of beta estimates and the investors’ heterogeneous Beliefs:Evidence from the stock market in China," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 540-550.
- Bitar, Mohammad & Tarazi, Amine, 2022.
"Individualism, formal institutional environments, and bank capital decisions,"
Journal of Corporate Finance, Elsevier, vol. 76(C).
- Mohammad Bitar & Amine Tarazi, 2020. "Individualism, formal institutional environment and bank capital decisions," Working Papers hal-02964610, HAL.
- Mohammad Bitar & Amine Tarazi, 2022. "Individualism, formal institutional environments, and bank capital decisions," Post-Print hal-04681694, HAL.
- Chen, Jing & Zhao, Deqiang & Liu, Xinghe & Xu, Cheng & Liu, Luyao, 2022. "Home Sweet Home: Do Local CEOs Curb Stock Price Crash Risk?," Finance Research Letters, Elsevier, vol. 50(C).
- Kim, Jeong-Bon & Liao, Shushu & Liu, Yangke, 2021. "Married CEOs and Stock Price Crash Risk," QBS Working Paper Series 2021/09, Queen's University Belfast, Queen's Business School.
- Fu, Xi & Zhang, Zhifang, 2019. "CFO cultural background and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 74-93.
- Gu, Xiaolong & Xin, Yu & Xu, Liping, 2019. "Expected stock price crash risk and bank loan pricing: Evidence from China's listed firms," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
- Frijns, Bart & Hubers, Frank & Kim, Donghoon & Roh, Tai-Yong & Xu, Yahua, 2022. "National culture and corporate risk-taking around the world," Global Finance Journal, Elsevier, vol. 52(C).
- Yilmaz Yildiz & Mehmet Baha Karan, 2020. "Environmental policies, national culture, and stock price crash risk: Evidence from renewable energy firms," Business Strategy and the Environment, Wiley Blackwell, vol. 29(6), pages 2374-2391, September.
- Hoang, Huy Viet & Nguyen, Cuong & Nguyen, Duc Khuong, 2022. "Corporate immunity, national culture and stock returns: Startups amid the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 79(C).
- Brandon N. Cline & Claudia R. Williamson, 2020. "Trust, regulation, and contracting institutions," European Financial Management, European Financial Management Association, vol. 26(4), pages 859-895, September.
- Ziqin Yu & Xiang Xiao, 2022. "Innovation information disclosure and stock price crash risk‐based supervision and insurance effect path analysis," Australian Economic Papers, Wiley Blackwell, vol. 61(3), pages 534-590, September.
- Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
- Hendijani Zadeh, Mohammad, 2023. "Regional social capital and stock price crash risk: Evidence from the US," Finance Research Letters, Elsevier, vol. 51(C).
- Ho, Kung-Cheng & Yao, Chia-ling & Zhao, Chenfang & Pan, Zikui, 2022. "Modern health pandemic crises and stock price crash risk," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 448-463.
- Fu, Yishu & Liu, Chunbo & Qin, Zhenjiang, 2021. "Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
- Peng Wan & Mengjiao Xu & Yu Yang & Xiangyu Chen, 2024. "CSR decoupling and stock price crash risk: Evidence from China," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-12, December.
- Dang, Tung Lam & Dang, Viet Anh & Moshirian, Fariborz & Nguyen, Lily & Zhang, Bohui, 2019.
"News media coverage and corporate leverage adjustments,"
Journal of Banking & Finance, Elsevier, vol. 109(C).
Cited by:
- Jin, Xuejun & Chen, Cheng & Yang, Xiaolan, 2024. "The effect of international media news on the global stock market," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 50-69.
- Bai, Min & Ho, Ly & Lu, Yue & Qin, Yafeng, 2023. "Labor protection and dynamic leverage adjustments in the OECD countries," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 502-527.
- Liang, Ting & Zhang, Yue-Jun & Qiang, Wei, 2022. "Does technological innovation benefit energy firms’ environmental performance? The moderating effect of government subsidies and media coverage," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
- Gao, Xin & Xu, Weidong & Li, Donghui, 2022. "Media coverage and corporate risk-taking: International evidence," Journal of Multinational Financial Management, Elsevier, vol. 65(C).
- Lin, Yuchuan & Xing, Xinpeng, 2024. "Supply chain spillover effect of media attention to customers from the perspective of real earnings management," Finance Research Letters, Elsevier, vol. 63(C).
- Wu, Kai & Liu, Jiming, 2022. "Purifying political ecology: How anti-corruption campaign affects capital structure decisions?," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
- Xu, Tianli & Xu, Longbing & Zhu, Siyuan, 2023. "Common ownership and executive pay-for-performance sensitivity: Evidence from China," Research in International Business and Finance, Elsevier, vol. 65(C).
- Wunhong Su & Chun Guo & Xiaobao Song, 2022. "Media coverage, Environment Protection Law and environmental research and development: evidence from the Chinese-listed firms," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 24(5), pages 6953-6983, May.
- Tongxia Li & Chun Lu, 2023. "Local social environment and the speed of leverage adjustment," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 1919-1952, June.
- Mariem Khalifa & Ali Sheikhbahaei & Mohammed Aminu Sualihu, 2024. "The power of the business media: Evidence from firm‐level productivity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 51(1-2), pages 5-44, January.
- Li, Chao & Keeley, Alexander Ryota & Takeda, Shutaro & Seki, Daikichi & Managi, Shunsuke, 2024. "ESG Tendencies from News - Investigated by AI Trained by Human Intelligence," MPRA Paper 122757, University Library of Munich, Germany.
- Liu, Yi & Wu, Kai & Ruan, Sirui & Kassar, Maher, 2024. "Supplier concentration and the speed of capital structure adjustment," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
- Li, Mingming & Chiang, Yao-Min & Liu, Haiming, 2023. "Employment protection and leverage adjustment speed: Evidence from China," Research in International Business and Finance, Elsevier, vol. 64(C).
- Peng Huang & Yue Lu & Robert Faff, 2021. "Social trust and the speed of corporate leverage adjustment: evidence from around the globe," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3261-3303, June.
- Huang, Can & Huang, Hung-Yi & Ho, Kung-Cheng, 2024. "Media coverage and stock liquidity: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 665-682.
- Ho, Ly & Bai, Min & Lu, Yue & Qin, Yafeng, 2021. "The effect of corporate sustainability performance on leverage adjustments," The British Accounting Review, Elsevier, vol. 53(5).
- Rong Xu & Yongze Cui & Qi Ban & Yang Xie & Xiaoyun Fan, 2024. "Can Mandatory Disclosure of CSR Information Drive the Transformation of Firms towards High-Quality Development?," Sustainability, MDPI, vol. 16(10), pages 1-21, May.
- Miao, Senlin & Wen, Fenghua & Zhang, Yun, 2022. "Industry tournament incentives and the speed of leverage adjustments: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Trung K. Do & Henry Hongren Huang & Te-Chien Lo, 2023. "Does corporate social responsibility affect leverage adjustments?," Review of Quantitative Finance and Accounting, Springer, vol. 60(4), pages 1569-1604, May.
- Lan Thi Mai Nguyen & Trang Khanh Tran & Cameron Truong, 2024. "Family ownership and speed of adjustment towards targeted capital structures: A study of ASEAN firms," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 445-474, March.
- An, Zhe & Chen, Chen & Li, Donghui & Yin, Chao, 2021. "Foreign institutional ownership and the speed of leverage adjustment: International evidence," Journal of Corporate Finance, Elsevier, vol. 68(C).
- Tung Lam Dang & Hai Ly Ho & Chi Dzung Lam & Thanh Thao Tran & Xuan Vinh Vo, 2019.
"Stock liquidity and capital structure: International evidence,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1587804-158, January.
Cited by:
- Thi Hien Nguyen, 2020. "Impact of Bank Capital Adequacy on Bank Profitability under Basel II Accord: Evidence from Vietnam," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 45(1), pages 31-46, March.
- He, Xiqiong & Gu, Xiang & Liu, Hao, 2023. "Stock liquidity and controlling shareholders' encroachment of private interests: Evidence from China," Finance Research Letters, Elsevier, vol. 56(C).
- Thi Phuong Vy Le and Xuan Vinh Vo, 2020. "Financing Decision and Labor Cost: Evidence from South Asian Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 45(1), pages 185-201, March.
- Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2019.
"Liquidity shocks and institutional investors,"
The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 184-209.
Cited by:
- Chen, Fuzhong & Hsu, Chien-Lung & Lin, Arthur J. & Li, Haifeng, 2020. "Holding risky financial assets and subjective wellbeing: Empirical evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Camilleri, Silvio John & Galea, Francelle, 2019. "The Determinants of Securities Trading Activity: Evidence from four European Equity Markets," MPRA Paper 95298, University Library of Munich, Germany.
- Dimcea Andrei, 2023. "The Impact of Social Norms on Stock Liquidity," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(1), pages 78-99, April.
- Priyanka Naik & Y. V. Reddy, 2021. "Stock Market Liquidity: A Literature Review," SAGE Open, , vol. 11(1), pages 21582440209, January.
- Shu, Shaowen & Peng, Wei, 2024. "How does product market competition affect dividend smoothing? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 177-192.
- Tung Lam Dang & Nguyen Trang Phuong Doan & Thi Minh Hue Nguyen & Thanh Thao Tran & Xuan Vinh Vo, 2019.
"Analysts and stock liquidity – Global evidence,"
Cogent Economics & Finance, Taylor & Francis Journals, vol. 7(1), pages 1625480-162, January.
Cited by:
- Xiangyu Chen & Muhammad Safdar Sial & Dang Khoa Tran & Waseem Alhaddad & Jinsoo Hwang & Phung Anh Thu, 2020. "Are Socially Responsible Companies Really Ethical? The Moderating Role of State-Owned Enterprises: Evidence from China," Sustainability, MDPI, vol. 12(7), pages 1-19, April.
- Manh-Tung Ho & Ngoc-Thang B. Le & Hung-Long D. Tran & Quoc-Hung Nguyen & Manh-Ha Pham & Minh-Hoang Ly & Manh-Toan Ho & Minh-Hoang Nguyen & Quan-Hoang Vuong, 2021. "A Systematic and Critical Review on the Research Landscape of Finance in Vietnam from 2008 to 2020," JRFM, MDPI, vol. 14(5), pages 1-24, May.
- Tung Lam Dang & Thi Hong Hanh Huynh & Manh Toan Nguyen & Thi Minh Hue Nguyen, 2017.
"The firm information environment and capital structure: international evidence,"
Applied Economics, Taylor & Francis Journals, vol. 49(44), pages 4482-4500, September.
Cited by:
- Puwanenthiren, Premkanth & Dang, Man & Henry, Darren & Puwanenthiren, Pratheepkanth & Al Mamun, Md., 2019. "Does managerial ability matter for the choice of seasoned equity offerings?," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 442-460.
- Du, Zhihui & Zheng, Xiaojia & Zhang, Chenye & Zhou, Rongxi, 2023. "Does the online interaction between retail investors and firm management affect capital structure?," Finance Research Letters, Elsevier, vol. 55(PA).
- Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui, 2015.
"Cross-listings and liquidity commonality around the world,"
Journal of Financial Markets, Elsevier, vol. 22(C), pages 1-26.
Cited by:
- Pawan Jain & Mohamed Mekhaimer & Ronald W. Spahr & Mark A. Sunderman, 2024. "Freedom of choice impact on country-specific liquidity commonality," Review of Quantitative Finance and Accounting, Springer, vol. 63(1), pages 265-309, July.
- Wycliffe Oluoch & Kalu Ojah, 2024. "Financial Market Development and the Microstructure of Corporate Bond Markets in Africa: A Survey," The African Finance Journal, Africagrowth Institute, vol. 26(1), pages 1-33.
- Saad, Mohsen & Samet, Anis, 2020. "Collectivism and commonality in liquidity," Journal of Business Research, Elsevier, vol. 116(C), pages 137-162.
- Dang, Tung Lam & Luong, Hoang & Nguyen, Lily & Nguyen, My, 2024. "Political uncertainty and commonality in liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
- Syeda Hina Zaidi & Nousheen Tariq Bhutta, 2021. "Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 11(6), pages 488-500.
- Syeda Hina Zaidi & Ramona Rupeika-Apoga, 2021. "Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies," Risks, MDPI, vol. 9(2), pages 1-20, February.
- Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2019. "Liquidity shocks and institutional investors," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 184-209.
- Inekwe, John Nkwoma, 2020. "Liquidity connectedness and output synchronisation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 66(C).
- Yang, Ann Shawing & Carandang, Craig Alan Uyan, 2017. "Exploring the location and price differentials of cross-listed firms for arbitrage opportunities," Finance Research Letters, Elsevier, vol. 21(C), pages 85-91.
- Vo, Thi Thuy Anh & Dang, Tung Lam & Dang, Man & Hoang, Viet Anh, 2021. "Institutional ownership and commonality in liquidity," Research in International Business and Finance, Elsevier, vol. 57(C).
- Pankaj K. Jain & Mohamed Mekhaimer & Sandra Mortal, 2020. "Commonality in liquidity and multilateral trading facilities," The Financial Review, Eastern Finance Association, vol. 55(3), pages 481-502, August.
- Abdulrahman Alhassan & Atsuyuki Naka & Abdullah Noman, 2021. "Oil Market Factors as a Source of Commonality in Liquidity in International Equity Markets," JRFM, MDPI, vol. 14(8), pages 1-33, August.
- Anagnostidis, Panagiotis & Fontaine, Patrice, 2020. "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020. "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, vol. 112(C).
- Qiuyuan Lei & Muhammad Umer Quddoos Attari & Mustansar Hayat & Muhammad Munir Ahmad & Abdul Haseeb & Amir Rafique, 2023. "Mapping the Themes Underlying the Literature on Cross-Listing of Shares—A Contemporary Corporate Strategy of Sustainable Growth," Sustainability, MDPI, vol. 15(12), pages 1-26, June.
- Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2015.
"Commonality in news around the world,"
Journal of Financial Economics, Elsevier, vol. 116(1), pages 82-110.
Cited by:
- Wai‐Man Liu & Jing Yu & Bohui Zhang, 2022. "Foreign Investment under the Spotlight of Home Media," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(8), pages 2197-2234, December.
- Joel M. David & Ina Simonovska, 2015.
"Correlated Beliefs, Returns, and Stock Market Volatility,"
NBER Working Papers
21480, National Bureau of Economic Research, Inc.
- Joel M. David & Ina Simonovska, 2016. "Correlated Beliefs, Returns, and Stock Market Volatility," NBER Chapters, in: NBER International Seminar on Macroeconomics 2015, National Bureau of Economic Research, Inc.
- Ina Simonovska & Joel David, 2016. "Correlated Beliefs, Returns, and Stock Market Volatility," 2016 Meeting Papers 130, Society for Economic Dynamics.
- David, Joel M. & Simonovska, Ina, 2016. "Correlated beliefs, returns, and stock market volatility," Journal of International Economics, Elsevier, vol. 99(S1), pages 58-77.
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020.
"Cross-border Investments and Uncertainty Firm-level Evidence,"
Working Papers
2020-03, CEPII research center.
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border Investments and Uncertainty: Firm-level Evidence," Working papers 766, Banque de France.
- Rafael Cezar & Timothée Gigout & Fabien Tripier, 2020. "Cross-border investments and uncertainty: Firm-level evidence," Post-Print hal-02877942, HAL.
- Cezar, Rafael & Gigout, Timothée & Tripier, Fabien, 2020. "Cross-border investments and uncertainty: Firm-level evidence," Journal of International Money and Finance, Elsevier, vol. 108(C).
- Yi Li & Dehua Shen & Pengfei Wang & Wei Zhang, 2021. "Investor reactions to local and overseas news: Evidence from A‐ and H‐shares in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4190-4225, July.
- Hao, Yamin & Li, Shuo, 2021. "Does firm visibility matter to debtholders? Evidence from credit ratings," Advances in accounting, Elsevier, vol. 52(C).
- Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020. "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Du, Jiayue & Gao, Haoyu & Wen, Huiyu & Ye, Yanyi, 2024. "Public data acces and stock price synchronicity: Evidence from China," Economic Modelling, Elsevier, vol. 130(C).
- Abad, Pilar & Ferreras, Rodrigo & Robles, M-Dolores, 2019. "Informational role of rating revisions after reputational events and regulation reforms," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 91-103.
- Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat, 2021. "Private information in trades, R2, and large stock price movements," Journal of Banking & Finance, Elsevier, vol. 131(C).
- Rognone, Lavinia & Hyde, Stuart & Zhang, S. Sarah, 2020. "News sentiment in the cryptocurrency market: An empirical comparison with Forex," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Brandt, Michael W. & Gao, Lin, 2019. "Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil," Journal of Empirical Finance, Elsevier, vol. 51(C), pages 64-94.
- Paul Brockman & Dennis Y Chung & Neal M Snow, 2023. "Search-Based Peer Groups and Commonality in Liquidity," Review of Finance, European Finance Association, vol. 27(1), pages 33-77.
- Gao, Xin & Xu, Weidong & Li, Donghui, 2022. "Media coverage and corporate risk-taking: International evidence," Journal of Multinational Financial Management, Elsevier, vol. 65(C).
- Dang, Tung Lam & Vo, Thi Thuy Anh & Vo, Xuan Vinh & Thi My Nguyen, Linh, 2023. "Does foreign institutional ownership matter for stock price synchronicity? International evidence," Journal of Multinational Financial Management, Elsevier, vol. 67(C).
- Choi, Darwin & Lou, Dong & Mukherjee, Abhiroop, 2018. "The effect of superstar firms on college major choice," LSE Research Online Documents on Economics 118941, London School of Economics and Political Science, LSE Library.
- Li, Frank Weikai & Sun, Chengzhu, 2022. "Information acquisition and expected returns: Evidence from EDGAR search traffic," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
- Hou, Xiaohui & Yang, Rui, 2021. "Policy signaling and stock price synchronicity: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
- Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020. "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers 15054, C.E.P.R. Discussion Papers.
- Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2022. "Volatility forecasting with machine learning and intraday commonality," Papers 2202.08962, arXiv.org, revised Feb 2023.
- Rahman, Anisur & Talukdar, Bakhtear & Fan, Zaifeng Steve, 2023. "Board independence and analysts' forecast accuracy: R&D perspective," Journal of Economics and Business, Elsevier, vol. 127(C).
- Dang, Tung Lam & Luong, Hoang & Nguyen, Lily & Nguyen, My, 2024. "Political uncertainty and commonality in liquidity," Pacific-Basin Finance Journal, Elsevier, vol. 83(C).
- Yuewen Xiao & Xiangkang Yin & Jing Zhao, 2020. "Jumps, News, And Subsequent Return Dynamics: An Intraday Study," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 43(3), pages 705-731, August.
- Yang, Yung Chiang & Zhang, Bohui & Zhang, Chu, 2020. "Is information risk priced? Evidence from abnormal idiosyncratic volatility," Journal of Financial Economics, Elsevier, vol. 135(2), pages 528-554.
- Gigout, Timothee, 2019. "Firm dynamics in an global and uncertain economy," MPRA Paper 96569, University Library of Munich, Germany, revised 16 Oct 2019.
- Marcet, Francisco, 2017. "Analyst coverage network and stock return comovement in emerging markets," Emerging Markets Review, Elsevier, vol. 32(C), pages 1-27.
- Hong, KiHoon & Wu, Eliza, 2016. "The roles of past returns and firm fundamentals in driving US stock price movements," International Review of Financial Analysis, Elsevier, vol. 43(C), pages 62-75.
- Dang, Tung Lam & Moshirian, Fariborz & Wee, Claudia Koon Ghee & Zhang, Bohui, 2015. "Cross-listings and liquidity commonality around the world," Journal of Financial Markets, Elsevier, vol. 22(C), pages 1-26.
- Houdou Basse Mama, 2017. "The interaction between stock prices and corporate investment: is Europe different?," Review of Managerial Science, Springer, vol. 11(2), pages 315-351, March.
- Di Giuli, Alberta & Laux, Paul A., 2022. "The effect of media-linked directors on financing and external governance," Journal of Financial Economics, Elsevier, vol. 145(2), pages 103-131.
- Chen, Yangyang & Goyal, Abhinav & Veeraraghavan, Madhu & Zolotoy, Leon, 2020. "Terrorist attacks, investor sentiment, and the pricing of initial public offerings," Journal of Corporate Finance, Elsevier, vol. 65(C).
- Qi Ge & Ting Li, 2022. "Corporate social responsibility and shareholder wealth: New insights from information spillovers," The Financial Review, Eastern Finance Association, vol. 57(1), pages 179-203, February.
- Li, Chao & Keeley, Alexander Ryota & Takeda, Shutaro & Seki, Daikichi & Managi, Shunsuke, 2024. "ESG Tendencies from News - Investigated by AI Trained by Human Intelligence," MPRA Paper 122757, University Library of Munich, Germany.
- Wu, Chunying & Xiong, Xiong & Gao, Ya, 2022. "The role of different information sources in information spread: Evidence from three media channels in China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 327-341.
- Fenghua Wen & Yujie Yuan & Wei‐Xing Zhou, 2021. "Cross‐shareholding networks and stock price synchronicity: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 914-948, January.
- Meng, Qingbin & Song, Xuan & Liu, Chunlin & Wu, Qun & Zeng, Hongchao, 2020. "The impact of block trades on stock price synchronicity: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 68(C), pages 239-253.
- Lili Dai & Rui Shen & Bohui Zhang, 2021. "Does the media spotlight burn or spur innovation?," Review of Accounting Studies, Springer, vol. 26(1), pages 343-390, March.
- Liu, Jun & Wu, Kai & Zhou, Ming, 2023. "News tone, investor sentiment, and liquidity premium," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 167-181.
- Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2019. "Liquidity shocks and institutional investors," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 184-209.
- Guzmán, Alexander & Mehrotra, Vikas & Morck, Randall & Trujillo, María-Andrea, 2020. "How institutional development news moves an emerging market," Journal of Business Research, Elsevier, vol. 112(C), pages 300-319.
- Chen Chen & M. Mahdi Moeini Gharagozloo & Layla Darougar & Lei Shi, 2022. "The way digitalization is impacting international financial markets: Stock price synchronicity," International Finance, Wiley Blackwell, vol. 25(3), pages 396-415, December.
- Yu-Fen Chen & Cheng-Few Lee & Fu-Lai Lin, 2023. "The influences of information demand and supply on stock price synchronicity," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1151-1176, October.
- Xu, Liao & Zhang, Xuan & Zhao, Jing, 2023. "Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic," Journal of Financial Markets, Elsevier, vol. 62(C).
- Zuochao Zhang & Yongjie Zhang & Dehua Shen & Wei Zhang, 2018. "The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns," Complexity, Hindawi, vol. 2018, pages 1-11, February.
- Wu, Xuan & Tian, Gaoliang & Li, Yueting & Zhou, Qing, 2019. "On the pricing of the persistence of earnings components in China," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 112-132.
- Xia, Jingjing, 2023. "Redrawing the line: Narrowly beating analyst forecasts and journalists’ co-coverage choices in earnings-related news articles," Journal of Contemporary Accounting and Economics, Elsevier, vol. 19(3).
- Zhang, Zuochao & Shen, Dehua, 2024. "Firm-specific new media sentiment and price synchronicity," Research in International Business and Finance, Elsevier, vol. 69(C).
- Liao, Rose & Wang, Xinjie & Wu, Ge, 2021. "The role of media in mergers and acquisitions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Tung L. Dang & Thi H. H. Huynh & Manh T. Nguyen, 2021. "Media attention and firm value: International evidence," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 865-894, September.
- Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long, 2020. "Media coverage and stock price synchronicity," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Wang, Kai & Zhao, Jingjing & Zhou, Jun, 2024. "Online sales and stock price synchronicity: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 95(PA).
- Anagnostidis, Panagiotis & Fontaine, Patrice, 2020. "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, vol. 69(C).
- Ming-Yuan Yang & Sai-Ping Li & Li-Xin Zhong & Fei Ren, 2018. "Modelling stock correlations with expected returns from investors," Papers 1803.02019, arXiv.org, revised Mar 2018.
- Gao, Xin & An, Zhe & Li, Donghui & Xu, Weidong, 2024. "Does media affect the rival response to acquisition targets?," Journal of Empirical Finance, Elsevier, vol. 76(C).
- Dang, Tung Lam & Dang, Viet Anh & Moshirian, Fariborz & Nguyen, Lily & Zhang, Bohui, 2019. "News media coverage and corporate leverage adjustments," Journal of Banking & Finance, Elsevier, vol. 109(C).
- Jia, Weishi & Redigolo, Giulia & Shu, Susan & Zhao, Jingran, 2020. "Can social media distort price discovery? Evidence from merger rumors," Journal of Accounting and Economics, Elsevier, vol. 70(1).
- Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018. "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, vol. 41(C), pages 17-35.
- Durand, Robert B. & Khuu, Joyce & Smales, Lee A., 2023. "Lost in translation. When sentiment metrics for one market are derived from two different languages," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
- Huang, Ying, 2022. "Government subsidies and corporate disclosure," Journal of Accounting and Economics, Elsevier, vol. 74(1).
- Jia, Zhehao & Li, Donghui & Shi, Yukun & Xing, Lu, 2023. "Firm-level media news, bank loans, and the role of institutional environments," Journal of Corporate Finance, Elsevier, vol. 83(C).
- Liao Xu & Xiangkang Yin & Jing Zhao, 2022. "Are the flows of exchange‐traded funds informative?," Financial Management, Financial Management Association International, vol. 51(4), pages 1165-1200, December.
- Ye, Dezhu & Deng, Jie & Liu, Yi & Szewczyk, Samuel H. & Chen, Xiao, 2019. "Does board gender diversity increase dividend payouts? Analysis of global evidence," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 1-26.
- Fenghua Wen & Yujie Yuan & Wei-Xing Zhou, 2019. "Cross-shareholding networks and stock price synchronicity: Evidence from China," Papers 1903.01655, arXiv.org.
- Gong, Qiang & Jacoby, Gady & Li, Shi & Lu, Lei, 2021. "Commonality in disagreement," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Shi, Wei & King, David R. & Connelly, Brian L., 2021. "Closing the deal: Managerial response to short sellers following M&A announcement," Journal of Business Research, Elsevier, vol. 130(C), pages 188-199.