The idiosyncratic momentum anomaly: A study of Vietnam stock market
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This paper examines the relationship between idiosyncratic momentum and future returns in the Vietnam stock market. This study utilizes the Vietnam Stock market from the DataStream database, containing listed and delisted stocks from July 2010 to June 2021.
Nội dung trích xuất từ tài liệu:
The idiosyncratic momentum anomaly: A study of Vietnam stock market
Nội dung trích xuất từ tài liệu:
The idiosyncratic momentum anomaly: A study of Vietnam stock market
Tìm kiếm theo từ khóa liên quan:
Idiosyncratic momentum Price momentum Crash risk Vietnam stock market Stock returnsGợi ý tài liệu liên quan:
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