Details about Hoàng Văn Hải (Hoang Van Hai)
Access statistics for papers by Hoàng Văn Hải.
Last updated 2023-07-09. Update your information in the RePEc Author Service.
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- MAX, lottery-type stocks, and the cross-section of stock returns: Evidence from the Chinese stock market
Cogent Economics & Finance, 2023, 11, (1), 2175471
- Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market
Cogent Economics & Finance, 2022, 10, (1), 2127489
- Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market
The North American Journal of Economics and Finance, 2020, 54, (C) View citations (4)
- The role of reference-dependent preferences in the idiosyncratic volatility puzzle: Evidence from Korea
Cogent Economics & Finance, 2020, 8, (1), 1838686
- Firm-specific News and Anomalies