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Details about Hoàng Văn Hải (Hoang Van Hai)

E-mail:
Homepage:http://due.udn.vn/
Workplace:University of Economics, University of Danang, (more information at EDIRC)

Access statistics for papers by Hoàng Văn Hải.

Last updated 2025-03-28. Update your information in the RePEc Author Service.

Short-id: pho755

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Journal Articles

2023

  1. Idiosyncratic volatility and firm-specific news: evidence from the Chinese stock market
    Economic Research-Ekonomska Istraživanja, 2023, 36, (2), 2173630 Downloads View citations (1)
  2. MAX, lottery-type stocks, and the cross-section of stock returns: Evidence from the Chinese stock market
    Cogent Economics & Finance, 2023, 11, (1), 2175471 Downloads

2022

  1. Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market
    Cogent Economics & Finance, 2022, 10, (1), 2127489 Downloads

2020

  1. Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market
    The North American Journal of Economics and Finance, 2020, 54, (C) Downloads View citations (5)
  2. The role of reference-dependent preferences in the idiosyncratic volatility puzzle: Evidence from Korea
    Cogent Economics & Finance, 2020, 8, (1), 1838686 Downloads

Chapters

Undated

  1. Firm-specific News and Anomalies
    IntechOpen Downloads
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