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.

Short-id: pho755

Journal Articles

2023

1. MAX, lottery-type stocks, and the cross-section of stock returns: Evidence from the Chinese stock market
   Cogent Economics & Finance, 2023, 11, (1), 2175471

2022

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

2020

3. 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)
4. The role of reference-dependent preferences in the idiosyncratic volatility puzzle: Evidence from Korea
   Cogent Economics & Finance, 2020, 8, (1), 1838686

Chapters

Undated

1. Firm-specific News and Anomalies
   IntechOpen