This paper examines the presence of herd behavior in Vietnam stock market using a sample of 299 companies listed on the Ho Chi Minh City Stock Exchange covering the time period 2005-2015. The study employs the herding measures proposed by Christie and Huang (1995) and Chang, Cheng and Khorona...

This paper investigates the relationship between level of foreign ownership in a firm and the liquidity of the firm stock in the Vietnam stock markets. We employ a rich and detailed data set representing foreign portfolio investment, liquidity and other firm attributes in the Vietnamese context....

This paper focuses on investigating the relation between herding and liquidity in Vietnam stock market, an issue which is paid less intention in previous studies. We use stock prices and trading volume over the period from 2005 to 2017 as the data set to measure herding and liquidity,...

This study examines the herding behavior of investors in the Vietnam stock market using a sample of 299 companies listed on the Ho Chi Minh City Stock Exchange covering the time period 2005-2015. Employing the least squares estimation method, we find the evidence of herding in both rising and...

This paper investigates the relationship between liquidity and stock returns in the Vietnam stock market during financial crisis using a data set ranging from 2006 to 2010. Employing a rich and detailed dataset of characteristics of firm listed in Ho Chi Minh City Stock Exchange, the results...

This paper investigates foreign ownership in the Vietnam stock market from 2007 to 2009 employing a rich and detailed dataset. From the perspective of informational asymmetry, the paper examines the relationship between the foreign ownership level and attributes of Vietnamese listed firm in Ho...

This article sheds light on the question of whether asset growth are a strong candidate for stock return prediction in emerging markets. We test for the firm level asset investment effects in stock return by examining the relationship between asset growth rates and subsequent stock returns....