Details about Võ Xuân Vinh

Access statistics for papers by Võ Xuân Vinh.

Last updated 2023-05-12. Update your information in the RePEc Author Service.

Short-id: pvo47

Working Papers

2011

1. An Empirical Investigation of Liquidity and Stock Returns Relationship in Vietnam Stock Markets during Financial Crisis
   MPRA Paper, University Library of Munich, Germany View citations (2)
2. Foreign ownership in Vietnam stock markets - an empirical analysis
   MPRA Paper, University Library of Munich, Germany View citations (3)

2009

3. The determinants of home bias puzzle in equity portfolio investment in Australia
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article The determinants of home bias puzzle in equity portfolio investment in Australia, International Review of Financial Analysis, Elsevier (2013) View citations (13) (2013)

Journal Articles

2023

1. Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis
   Economic Analysis and Policy, 2023, 77, (C), 558-580 View citations (18)
2. The impact of Twitter-based sentiment on US sectoral returns
   The North American Journal of Economics and Finance, 2023, 64, (C) View citations (5)

2022

3. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
   Journal of International Financial Markets, Institutions and Money, 2022, 76, (C) View citations (63)
4. COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
   Economic Analysis and Policy, 2022, 74, (C), 702-715 View citations (26)
5. COVID-19 related media sentiment and the yield curve of G-7 economies
   The North American Journal of Economics and Finance, 2022, 61, (C) View citations (14)
6. Does economic growth stimulate energy consumption? The role of human capital and R&D expenditures in China
   Energy Economics, 2022, 105, (C) View citations (55)
7. Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management
   Economic Analysis and Policy, 2022, 73, (C), 331-344 View citations (59)
8. Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
   The North American Journal of Economics and Finance, 2022, 62, (C) View citations (14)
9. Return and volatility connectedness of the non-fungible tokens segments
   Journal of Behavioral and Experimental Finance, 2022, 35, (C) View citations (10)
10. Strategic archetypes, credit ratings, and cost of debt
    Economic Modelling, 2022, 114, (C) View citations (4)
11. The Influence of the Code of Ethics and Corporate Ethical Values on the Ethical Judgment of Auditors: Evidence from Vietnam
    Asian Journal of Law and Economics, 2022, 13, (3), 351-373

2021

12. Accruals quality and the cost of debt: Evidence from Vietnam
    International Review of Financial Analysis, 2021, 76, (C) View citations (2)
13. Assessing the safe haven property of the gold market during COVID-19 pandemic
    International Review of Financial Analysis, 2021, 74, (C) View citations (38)
14. Asymmetric and time-frequency spillovers among commodities using high-frequency data
    Resources Policy, 2021, 70, (C) View citations (33)
15. Asymmetric efficiency of cryptocurrencies during COVID19
    Physica A: Statistical Mechanics and its Applications, 2021, 565, (C) View citations (47)
16. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
    Energy Economics, 2021, 98, (C) View citations (105)
17. Asymmetric volatility connectedness among U.S. stock sectors
    The North American Journal of Economics and Finance, 2021, 56, (C) View citations (23)
18. Audit quality, accruals quality and the cost of equity in an emerging market: Evidence from Vietnam
    International Review of Financial Analysis, 2021, 77, (C) View citations (1)
19. Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak
    International Review of Financial Analysis, 2021, 76, (C) View citations (102)
20. Discovering the relationship between natural resources, energy consumption, gross capital formation with economic growth: Can lower financial openness change the curse into blessing
    Resources Policy, 2021, 71, (C) View citations (68)
21. Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach
    The North American Journal of Economics and Finance, 2021, 57, (C) View citations (14)
22. Dynamic spillover and connectedness between oil futures and European bonds
    The North American Journal of Economics and Finance, 2021, 56, (C) View citations (20)
23. Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions
    Resources Policy, 2021, 70, (C) View citations (35)
24. Gold and US sectoral stocks during COVID-19 pandemic
    Research in International Business and Finance, 2021, 57, (C) View citations (22)
25. Hedging oil price risk with gold during COVID-19 pandemic
    Resources Policy, 2021, 70, (C) View citations (66)
26. Higher-order comoments and asset returns: evidence from emerging equity markets
    Annals of Operations Research, 2021, 297, (1), 323-340 View citations (1)
27. Is there a nonlinear relationship between nonperforming loans and bank profitability? Evidence from dynamic panel threshold
    Managerial and Decision Economics, 2021, 42, (3), 649-661 View citations (3)
28. Managerial Ability and Bank Lending Behavior
    Finance Research Letters, 2021, 39, (C) View citations (7)
29. Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications
    Economic Analysis and Policy, 2021, 71, (C), 397-419 View citations (25)
30. Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis
    Economic Analysis and Policy, 2021, 71, (C), 73-96 View citations (26)
31. Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain
    Resources Policy, 2021, 72, (C) View citations (39)
32. Policy uncertainty and seasoned equity offerings methods
    International Review of Financial Analysis, 2021, 77, (C) View citations (2)
33. Quality infrastructure and natural disaster resiliency: A panel analysis of Asia and the Pacific
    Economic Analysis and Policy, 2021, 69, (C), 394-406 View citations (13)
34. Quantile connectedness in the cryptocurrency market
    Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) View citations (124)
35. Return equicorrelation in the cryptocurrency market: Analysis and determinants
    Finance Research Letters, 2021, 38, (C) View citations (20)
36. Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states
    Resources Policy, 2021, 72, (C) View citations (16)
37. Sensitivity of US equity returns to economic policy uncertainty and investor sentiments
    The North American Journal of Economics and Finance, 2021, 57, (C) View citations (14)
38. Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor
    International Review of Financial Analysis, 2021, 74, (C) View citations (39)
39. Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries
    Resources Policy, 2021, 71, (C) View citations (16)
40. The Impact of Supervisory Stress Tests on Bank Ex-Ante Risk-Taking Behaviour: Empirical Evidence from a Quasi-Natural Experiment
    International Review of Financial Analysis, 2021, 75, (C) View citations (4)
41. The impact of COVID-19 on the G7 stock markets: A time-frequency analysis
    The North American Journal of Economics and Finance, 2021, 58, (C) View citations (19)
42. The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
    Finance Research Letters, 2021, 41, (C) View citations (8)
43. The realized volatility of commodity futures: Interconnectedness and determinants#
    International Review of Economics & Finance, 2021, 73, (C), 139-151 View citations (59)
44. Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters
    Resources Policy, 2021, 72, (C) View citations (21)
45. Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds
    Finance Research Letters, 2021, 40, (C) View citations (120)
46. Unveiling the heterogeneous impacts of environmental taxes on energy consumption and energy intensity: Empirical evidence from OECD countries
    Energy, 2021, 226, (C) View citations (58)
47. Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US
    International Review of Economics & Finance, 2021, 74, (C), 150-159 View citations (7)
48. Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies
    Resources Policy, 2021, 71, (C) View citations (45)
49. Who Could We Blame? The Impact of Strategic Orientations on the Failure of Financial Institutions
    Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2021, 24, (02), 1-27

2020

50. A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers
    Structural Change and Economic Dynamics, 2020, 54, (C), 42-61 View citations (25)
51. Abnormal returns and idiosyncratic volatility puzzle: An empirical investigation in Vietnam stock market
    Cogent Economics & Finance, 2020, 8, (1), 1735196
52. Are better-governed firms more innovative? Evidence from Korea
    International Review of Economics & Finance, 2020, 69, (C), 263-279 View citations (5)
53. COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin
    Resources Policy, 2020, 69, (C) View citations (120)
54. Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis
    Resources Policy, 2020, 67, (C) View citations (28)
55. Cryptocurrencies and precious metals: A closer look from diversification perspective
    Resources Policy, 2020, 66, (C) View citations (33)
56. Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis
    Pacific-Basin Finance Journal, 2020, 62, (C) View citations (24)
57. Do alternative energy markets provide optimal alternative investment opportunities?
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (7)
58. Does corporate governance really matter for bank efficiency? Evidence from ASEAN countries
    Eurasian Economic Review, 2020, 10, (4), 681-706 View citations (3)
59. Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (12)
60. Economic policy uncertainty and the Bitcoin-US stock nexus
    Journal of Multinational Financial Management, 2020, 57-58 View citations (25)
61. Effect of economic integration on sectorial value added in sub–saharan Africa: Does financial development matter?
    The Journal of International Trade & Economic Development, 2020, 29, (8), 934-951 View citations (3)
62. Exchange rate pass-through & management of inflation expectations in a small open inflation targeting economy
    International Review of Economics & Finance, 2020, 69, (C), 178-188 View citations (41)
63. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis
    International Review of Financial Analysis, 2020, 72, (C) View citations (75)
64. Financing Decision and Labor Cost: Evidence from South Asian Countries
    Journal of Economic Development, 2020, 45, (1), 185-201
65. Foreign Investors and Stock Price Crash Risk: Evidence from Vietnam
    International Review of Finance, 2020, 20, (4), 993-1004 View citations (3)
66. Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
    Resources Policy, 2020, 69, (C) View citations (114)
67. Impact of energy sector volatility on clean energy assets
    Energy, 2020, 212, (C) View citations (39)
68. Investigating the Economic Relationship between Provinces in Vietnam:A Spatial Regression Approach
    Journal of Economic Development, 2020, 45, (1), 47-60
69. Is a portfolio of socially responsible firms profitable for investors?
    Journal of Sustainable Finance & Investment, 2020, 10, (2), 191-212 View citations (4)
70. Local business environment, domestic CEOs and firm performance in a transitional economy: Empirical evidence from Vietnam
    Economic Analysis and Policy, 2020, 66, (C), 236-249 View citations (3)
71. Modelling volatility spillovers from the US equity market to ASEAN stock markets
    Pacific-Basin Finance Journal, 2020, 59, (C) View citations (22)
72. Predictability of GCC stock returns: The role of geopolitical risk and crude oil returns
    Economic Analysis and Policy, 2020, 68, (C), 239-249 View citations (45)
73. Predicting stock returns in the presence of COVID-19 pandemic: The role of health news
    International Review of Financial Analysis, 2020, 71, (C) View citations (116)
74. Reinforcing poverty alleviation efficiency through technological innovation, globalization, and financial development
    Technological Forecasting and Social Change, 2020, 161, (C) View citations (25)
75. Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management
    Resources Policy, 2020, 69, (C) View citations (35)
76. The Impact of International Trade on Environmental Quality: Implications for Law
    Asian Journal of Law and Economics, 2020, 11, (1), 12 View citations (2)
    Also in Asian Journal of Law and Economics, 2020, 11, (1), 12 (2020) View citations (3)
77. The Role of Bank Funding Diversity: Evidence from Vietnam
    International Review of Finance, 2020, 20, (2), 529-536 View citations (10)
78. The effect of renewable energy consumption on economic growth: Evidence from the renewable energy country attractive index
    Energy, 2020, 207, (C) View citations (104)
79. The impact of BRICS formation on portfolio diversification: Empirical evidence from pre- and post-formation eras
    Cogent Economics & Finance, 2020, 8, (1), 1747890 View citations (1)
80. “Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (31)

2019

81. Analysts and stock liquidity – Global evidence
    Cogent Economics & Finance, 2019, 7, (1), 1625480 View citations (3)
82. Determinants of Bank Profitability—Evidence from Vietnam
    Emerging Markets Finance and Trade, 2019, 55, (6), 1417-1428 View citations (16)
83. Do Foreign Investors Promote Stock Price Efficiency in Emerging Markets?
    International Review of Finance, 2019, 19, (1), 223-235 View citations (8)
84. Do foreign shareholders improve corporate earnings quality in emerging markets? Evidence from Vietnam
    Cogent Economics & Finance, 2019, 7, (1), 1698940 View citations (17)
85. Herd behavior and idiosyncratic volatility in a frontier market
    Pacific-Basin Finance Journal, 2019, 53, (C), 321-330 View citations (17)
86. Herding and equity market liquidity in emerging market. Evidence from Vietnam
    Journal of Behavioral and Experimental Finance, 2019, 24, (C) View citations (4)
87. Interbank financing and business cycle in Europe
    Journal of Economic Studies, 2019, 46, (6), 1280-1291 View citations (1)
88. LIQUIDITY AND FIRM VALUE IN AN EMERGING MARKET
    The Singapore Economic Review (SER), 2019, 64, (02), 365-376 View citations (13)
89. Leverage and corporate investment – Evidence from Vietnam
    Finance Research Letters, 2019, 28, (C), 1-5 View citations (12)
90. Residual government ownership and corporate investment efficiency in privatised firms: evidence from a transition country
    Asian-Pacific Economic Literature, 2019, 33, (2), 121-127 View citations (4)
91. Stock liquidity and capital structure: International evidence
    Cogent Economics & Finance, 2019, 7, (1), 1587804 View citations (3)

2018

92. Bank lending behavior in emerging markets
    Finance Research Letters, 2018, 27, (C), 129-134 View citations (21)
93. Bank restructuring and bank efficiency—The case of Vietnam
    Cogent Economics & Finance, 2018, 6, (1), 1520423 View citations (7)
94. Challenges for Vietnam in the Globalization Era
    Asian Journal of Law and Economics, 2018, 9, (1), 3 View citations (12)
95. Determinants of capital flows to emerging economies - Evidence from Vietnam
    Finance Research Letters, 2018, 27, (C), 23-27 View citations (8)
96. Do firms with state ownership in transitional economies take more risk? Evidence from Vietnam
    Research in International Business and Finance, 2018, 46, (C), 251-256 View citations (12)
97. Does momentum work? Evidence from Vietnam stock market
    Journal of Behavioral and Experimental Finance, 2018, 17, (C), 10-15 View citations (14)
98. Foreign Ownership and Corporate Cash Holdings in Emerging Markets
    International Review of Finance, 2018, 18, (2), 297-303 View citations (8)
99. Gender inequality and FDI: empirical evidence from developing Asia–Pacific countries
    Eurasian Economic Review, 2018, 8, (3), 393-416 View citations (18)
100. Government cost and firm value: Evidence from Vietnam
     Research in International Business and Finance, 2018, 46, (C), 55-64 View citations (2)
101. International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries
     Emerging Markets Review, 2018, 36, (C), 19-27 View citations (33)
102. M&As in the Process of Banking Consolidation – Preliminary Evidence from Vietnam
     Asian Journal of Law and Economics, 2018, 9, (2), 6 View citations (1)
103. Vietnam and Other Asian Countries in the Process of Globalization
     Asian Journal of Law and Economics, 2018, 9, (1), 6 View citations (4)

2017

104. An empirical investigation of capital structure and firm value in Vietnam
     Finance Research Letters, 2017, 22, (C), 90-94 View citations (14)
105. Determinants of bilateral trade: evidence from ASEAN+3
     Asian-Pacific Economic Literature, 2017, 31, (2), 115-122 View citations (4)
106. Determinants of capital structure in emerging markets: Evidence from Vietnam
     Research in International Business and Finance, 2017, 40, (C), 105-113 View citations (31)
107. Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam
     Research in International Business and Finance, 2017, 42, (C), 986-991 View citations (20)
108. Further evidence on the herd behavior in Vietnam stock market
     Journal of Behavioral and Experimental Finance, 2017, 13, (C), 33-41 View citations (21)
109. How does the stock market value bank diversification? Evidence from Vietnam
     Finance Research Letters, 2017, 22, (C), 101-104 View citations (12)
110. Monetary Policy Transmission in Vietnam: Evidence from a VAR Approach
     Australian Economic Papers, 2017, 56, (1), 27-38 View citations (13)
111. Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam
     International Review of Financial Analysis, 2017, 52, (C), 88-93 View citations (18)
112. Where do the advanced countries invest? An investigation of capital flows from advanced countries to emerging economies
     Journal of International Financial Markets, Institutions and Money, 2017, 51, (C), 142-154 View citations (12)

2016

113. Asset growth and the cross section of stock returns - evidence from Vietnam
     Afro-Asian Journal of Finance and Accounting, 2016, 6, (4), 289-304 View citations (1)
114. Bank risk shifting and diversification in an emerging market
     Risk Management, 2016, 18, (4), 217-235 View citations (25)
115. Does institutional ownership increase stock return volatility? Evidence from Vietnam
     International Review of Financial Analysis, 2016, 45, (C), 54-61 View citations (24)
116. Finance in Vietnam - an overview
     Afro-Asian Journal of Finance and Accounting, 2016, 6, (3), 202-209 View citations (13)
117. Financial structure and economic growth: the case of Vietnam
     Eurasian Business Review, 2016, 6, (2), 141-154 View citations (17)
118. Foreign investors and corporate risk taking behavior in an emerging market
     Finance Research Letters, 2016, 18, (C), 273-277 View citations (22)
119. Foreign ownership and stock market liquidity - evidence from Vietnam
     Afro-Asian Journal of Finance and Accounting, 2016, 6, (1), 1-11 View citations (14)
120. Herd Behavior in Emerging Equity Markets: Evidence from Vietnam
     Asian Journal of Law and Economics, 2016, 7, (3), 369-383 View citations (8)
121. Impacts of the US monetary policy on the Vietnamese stock market
     Afro-Asian Journal of Finance and Accounting, 2016, 6, (2), 119-134

2015

122. Foreign ownership and stock return volatility – Evidence from Vietnam
     Journal of Multinational Financial Management, 2015, 30, (C), 101-109 View citations (27)
123. Foreign ownership in emerging stock markets
     Journal of Multinational Financial Management, 2015, 32-33, 15-24 View citations (31)

2014

124. Liquidity and Return Relationships in an Emerging Market
     Emerging Markets Finance and Trade, 2014, 50, (1), 5-21 View citations (31)

2013

125. The determinants of home bias puzzle in equity portfolio investment in Australia
     International Review of Financial Analysis, 2013, 27, (C), 34-42 View citations (13)
     See also Working Paper The determinants of home bias puzzle in equity portfolio investment in Australia, MPRA Paper (2009) (2009)

2010

126. Net private capital flows and economic growth-the case of emerging Asian economies
     Applied Economics, 2010, 42, (24), 3135-3146 View citations (13)
127. The determinates of equity portfolio holdings
     Applied Financial Economics, 2010, 20, (14), 1125-1132 View citations (7)

2009

128. An analysis of the relationship between foreign direct investment and economic growth
     Applied Economics, 2009, 41, (13), 1621-1641 View citations (62)
129. International financial integration in Asian bond markets
     Research in International Business and Finance, 2009, 23, (1), 90-106 View citations (17)

2008

130. Volatility amongst firms in the Dow Jones Eurostoxx50 Index
     Applied Financial Economics, 2008, 18, (7), 569-582 View citations (3)

2007

131. The determinants of international financial integration
     Global Finance Journal, 2007, 18, (2), 228-250 View citations (42)

2005

132. European equity markets integration--implications for US investors
     Research in International Business and Finance, 2005, 19, (1), 155-170 View citations (9)

Edited books

2021

1. Recent Developments in Vietnamese Business and Finance
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)

Chapters

2014

1. Monetary Policy and Bank Credit Risk in Vietnam Pre and Post Global Financial Crisis
   A chapter in Risk Management Post Financial Crisis: A Period of Monetary Easing, 2014, vol. 96, pp 277-290 View citations (4)