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Foreign ownership and stock return volatility – Evidence from Vietnam
16 references·16 citing·44 second hopsampled
Foreign ownership and stock return volatility – Evidence from Vietnam (2015)Foreign ownership and stock return volati…Blockholder Trading, Market Efficiency, and Managerial Myopia (2009)Blockholder Trading, Market E…The Colors of Investors' Money: The Role of Institutional Investors Around the World (2007)The Colors of Investors' Mone…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Why are foreign firms listed in the U.S. worth more? (2003)Why are foreign firms listed …Corporate ownership structure and the informativeness of accounting earnings in East Asia (2002)Corporate ownership structure…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…Capital Market Liberalization, Economic Growth, and Instability (2000)Capital Market Liberalization…GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL (1999)GOLBALIZATION, CORPORATE FINA…Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …Emerging equity market volatility (1997)Emerging equity market volati…Financial Dependence and Growth (1996)Financial Dependence and Grow…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Management entrenchment (1989)Management entrenchmentEstimating Vector Autoregressions with Panel Data (1988)Estimating Vector Autoregress…Major shareholders’ trust and market risk: Substituting weak institutions with trust (2020)Major shareholders’ trust and…Key factors determining corporate social responsibility practices of Vietnamese firms and the joint effects of foreign ownership (2020)Key factors determining corpo…CEO power and earnings management: Dual roles of foreign shareholders in Vietnamese listed companies (2020)CEO power and earnings manage…Do foreign shareholders improve corporate earnings quality in emerging markets? Evidence from Vietnam (2019)Do foreign shareholders impro…Dividend policy and stock price volatility in an emerging market: Does ownership structure matter? (2019)Dividend policy and stock pri…International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries (2018)International financial integ…Foreign Investors and Stock Price Crash Risk: Evidence from Vietnam (2018)Foreign Investors and Stock P…Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam (2017)Trading of foreign investors …The relationship between pension funds and the stock market: Does the aging population of Europe affect it? (2017)The relationship between pens…Further evidence on the herd behavior in Vietnam stock market (2017)Further evidence on the herd …Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam (2017)Do foreign investors improve …Herd Behavior in Emerging Equity Markets: Evidence from Vietnam (2016)Herd Behavior in Emerging Equ…Foreign investors and corporate risk taking behavior in an emerging market (2016)Foreign investors and corpora…Does institutional ownership increase stock return volatility? Evidence from Vietnam (2016)Does institutional ownership …Stock market efficiency and liquidity: The Indonesia Stock Exchange merger (2015)Stock market efficiency and l…Foreign ownership in emerging stock markets (2015)Foreign ownership in emerging…Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)Specification Tests in Econometrics (1978)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)Biases in Dynamic Models with Fixed Effects (1981)The analysis of household surveys (1997)Finance, inequality and the poor (2007)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)Credit Rationing in Markets with Imperfect Information (1981)A Contribution to the Empirics of Economic Growth (1992)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)Separation of Ownership and Control (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Individualism and Momentum around the World (2010)The Problem of Social Cost (1960)A Survey of Corporate Governance (1997)Estimating the Value of Political Connections (2001)Earnings management and investor protection: an international comparison (2003)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)On the Impossibility of Informationally Efficient Markets (1980)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Does financial liberalization spur growth? (2005)Corporate Governance and Equity Prices (2003)How does financial reporting quality relate to investment efficiency? (2009)Do institutional investors drive corporate social responsibility? International evidence (2018)The Importance of Climate Risks for Institutional Investors (2019)
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1996Financial Dependence and Growth8,055 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 1989Management entrenchment2,155 cited
  • 2007The Colors of Investors' Money: The Role of Institutional Investors Around the World2,025 cited
  • 2002Corporate ownership structure and the informativeness of accounting earnings in East Asia1,919 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1997Emerging equity market volatility1,703 cited
  • 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
  • 2003Why are foreign firms listed in the U.S. worth more?1,638 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 2000Capital Market Liberalization, Economic Growth, and Instability1,416 cited
  • 1999GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL

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1,264 cited
  • 2009Blockholder Trading, Market Efficiency, and Managerial Myopia1,264 cited
  • Cited by

    • 2015Foreign ownership in emerging stock markets102 cited
    • 2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries97 cited
    • 2016Does institutional ownership increase stock return volatility? Evidence from Vietnam79 cited
    • 2017Further evidence on the herd behavior in Vietnam stock market72 cited
    • 2017Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam60 cited
    • 2016Foreign investors and corporate risk taking behavior in an emerging market59 cited
    • 2018Foreign Investors and Stock Price Crash Risk: Evidence from Vietnam56 cited
    • 2019Dividend policy and stock price volatility in an emerging market: Does ownership structure matter?48 cited
    • 2019Do foreign shareholders improve corporate earnings quality in emerging markets? Evidence from Vietnam47 cited
    • 2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam46 cited
    • 2017The relationship between pension funds and the stock market: Does the aging population of Europe affect it?44 cited
    • 2020Key factors determining corporate social responsibility practices of Vietnamese firms and the joint effects of foreign ownership42 cited
    • 2020Major shareholders’ trust and market risk: Substituting weak institutions with trust39 cited
    • 2020CEO power and earnings management: Dual roles of foreign shareholders in Vietnamese listed companies38 cited
    • 2015Stock market efficiency and liquidity: The Indonesia Stock Exchange merger38 cited
    • 2016Herd Behavior in Emerging Equity Markets: Evidence from Vietnam32 cited