Hoàng Văn Hải
(Hoang Van Hai)

Personal Details

First Name:	Hai
Middle Name:	Van
Last Name:	Hoang
Suffix:
RePEc Short-ID:	pho755
	[This author has chosen not to make the email address public]
	http://due.udn.vn/
Terminal Degree:	Da Nang University of Economics (from RePEc Genealogy)

Affiliation

University of Economics
University of Danang

Danang, Viet Nam
http://due.udn.vn/
RePEc:edi:usudnvn (more details at EDIRC)

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

1. Yi Li & Van Hai Hoang & Cuiping Sun & Jangwoo Lee, 2023. "Idiosyncratic volatility and firm-specific news: evidence from the Chinese stock market," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 36(2), pages 2173630-217, July.

   Cited by:

   1. Faiza Siddiqui & Yusheng Kong & Hyder Ali & Salma Naz, 2024. "Energy-Related Uncertainty and Idiosyncratic Return Volatility: Implications for Sustainable Investment Strategies in Chinese Firms," Sustainability, MDPI, vol. 16(17), pages 1-39, August.

2. Hai, Hoang Van & Park, Jong Won & Tsai, Ping-Chen & Eom, Cheoljun, 2020. "Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).

   Cited by:

   1. Liu, Hao & Chen, Yue & Wan, Wei & Zhang, Qun, 2021. "A novel explanation for idiosyncratic volatility anomaly: An asset decomposition perspective," Economics Letters, Elsevier, vol. 206(C).
   2. Huang, Shuyang & Zeng, Ming, 2022. "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
   3. Zhaobo Zhu & Wenjie Ding & Yi Jin & Dehua Shen, 2023. "Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach," Post-Print hal-04194180, HAL.
      • Zhu, Zhaobo & Ding, Wenjie & Jin, Yi & Shen, Dehua, 2023. "Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach," Research in International Business and Finance, Elsevier, vol. 66(C).
   4. Asgar Ali & K. N. Badhani, 2023. "Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?," Empirical Economics, Springer, vol. 65(2), pages 775-804, August.

Chapters

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More information

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Corrections

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