Hoàng Văn Hải
(Hoang Van Hai)
|[This author has chosen not to make the email address public]|
|Terminal Degree:||Da Nang University of Economics (from RePEc Genealogy)|
University of Economics Danang, Viet Nam
University of Danang
RePEc:edi:usudnvn (more details at EDIRC)
Research outputJump to: Articles Chapters
- Hoang Van Hai, 2023. "MAX, lottery-type stocks, and the cross-section of stock returns: Evidence from the Chinese stock market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 11(1), pages 2175471-217, December.
- Van Hai Hoang, 2022. "Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market," Cogent Economics & Finance, Taylor & Francis Journals, vol. 10(1), pages 2127489-212, December.
- Lê Thị Minh Hằng & Hoang Van Hai & Nguyen Truong Son & David McMillan, 2020. "The role of reference-dependent preferences in the idiosyncratic volatility puzzle: Evidence from Korea," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1838686-183, January.
- 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).
- Hai Hoang Van & Phan Kim Tuan & The Phiet Le, 2021. "Firm-specific News and Anomalies," Chapters, in: Reza Gharoie Ahangar & Asma Salman (ed.), Investment Strategies in Emerging New Trends in Finance, IntechOpen.
CitationsMany 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.
- 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).
- 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).
- 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.
- Huang, Shuyang & Zeng, Ming, 2022. "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
- Zhaobo Zhu & Wenjie Ding & Yi Jin & Dehua Shen, 2023. "Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach," Post-Print hal-04194180, HAL.
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