Foreign Ownership and Stock Return Volatility in Vietnam: the Destabilizing Role of Firm Size
This study aims to examine the relevance of foreign ownership to stock return volatility in the Vietnam stock market over ten years (2008 - 2017). After applying the fixed effects regressions and the extended instrumental variable regressions with fixed effects, we find that foreign ownership...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2019-12-01
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| Series: | Organizations and Markets in Emerging Economies |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/omee/article/view/15538 |