1 |
Chan, K., Hameed, A., Kang, W. (2013). Stock return synchronicity and liquidity. Journal of Financial Markets, 16, 414-438. https://doi.org/10.1016/j.finmar.2012.09.007
DOI
|
2 |
Dasgupta, S., Gan, J., & Gao, N. (2010). Transparency, Price Informativeness, and Stock Return Synchronicity: Theory and Evidence. Journal of Financial and Quantitative Analysis, 45(5), 1189-1220. https://doi.org/10.1017/S0022109010000505
DOI
|
3 |
Dzung, P. T. T., & Hung, P. Q. (2019). Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market. Journal of Risk and Financial Management, 12(2), 81. https://doi.org/10.3390/jrfm12020081
DOI
|
4 |
Farooq, O., & Ahmed, S. (2014). Stock Price Synchronicity and Corporate Governance Mechanisms: Evidence from an Emerging Market. International Journal of Accounting, Auditing and Performance Evaluation, 10(4), 395-409. https://doi.org/10.1504/IJAAPE.2014.066392
DOI
|
5 |
Ferreira, M. A., & Matos, P. (2008). The colors of investors' money: The role of institutional investors around the world. Journal of Financial Economics, 88(3), 499-533. https://doi.org/10.1016/j.jfineco.2007.07.003
DOI
|
6 |
Glinkowska, B., & Kaczmarek, B. (2015). Classical and modern concepts of corporate governance (Stewardship Theory and Agency Theory). Management, 19(2), 84-92. https://doi.org/10.1515/manment-2015-0015
DOI
|
7 |
Gul, F., Kim, J. B., & Qiu, A. (2010). Ownership Concentration, Foreign Shareholding, Audit Quality, and Stock Price Synchronicity: Evidence From China. Journal of Financial Economics, 95, 425-442. https://doi.org/10.1016/j.jfineco.2009.11.005
DOI
|
8 |
Gupta, R., Yang, J., & Basu, P. K. (2014). Market Efficiency in Emerging Economies: Case of Vietnam. International Journal of Business and Globalisation, 13. https://doi.org/10.1504/IJBG.2014.063392
|
9 |
Hu, C., & Liu, S. (2013). The Implications of Low R2: Evidence from China. Emerging Markets Finance and Trade, 49(1), 17-32. https://doi.org/10.2753/REE1540-496X490102
DOI
|
10 |
Hutton, A. P., Marcus, A. J., & Tehranian, H. (2009). Opaque financial reports, R2, and crash risk. Journal of Financial Economics, 94, 67-86. https://doi.org/10.1016/j.jfineco.2008.10.003
DOI
|
11 |
Jalila, S., & Devi, J. (2012). Ownership Structure Effect on the Extent of Segment. Disclosure: Evidence from Malaysia. Procedia Economics and Finance, 2, 247-256. https://doi.org/10.1016/S2212-5671(12)00085-8
DOI
|
12 |
Jin, L., & Myers, S. (2006). R2 Around the World: New Theory and New Tests. Journal of Financial Economics, 79, 257-292. https://doi.org/10.1016/j.jfineco.2004.11.003
DOI
|
13 |
Kanagaretnam, K., Lobo, G. J., & Whalen, D. J. (2007). Does good corporate governance reduce information asymmetry around quarterly earnings announcements? Journal of Accounting and Public Policy, 26(4), 497-522. https://doi.org/10.1016/j.jaccpubpol.2007.05.003
DOI
|
14 |
Kelly, P. (2014). Information Efficiency and Firm-Specific Return Variation. Quarterly Journal of Finance, 4, 1450018. https://doi.org/10.1142/S2010139214500189
DOI
|
15 |
Kho, B. C., Rene, S., & Francis, W. (2009). Financial Globalization, Governance, and the Evolution of the Home Bias. Journal of Accounting Research, 47(2), 597-635. https://doi.org/10.1111/j.1475-679X.2009.00323.x
DOI
|
16 |
Kim, H. S., & Cho, K. S. (2020). The Determinants of Blockholder Presence: Evidence from Korea. Journal of Asian Finance, Economics, and Business, 7(4), 29-39. https://doi.org/10.13106/jafeb.2020.vol7.no4.29
DOI
|
17 |
Leuz, C., Nanda, D., & Wysocki, P. (2002). Earnings Management and Investor Protection: An International Comparison. Journal of Financial Economics, 69, 505-527. https://doi.org/10.1016/S0304-405X(03)00121-1
DOI
|
18 |
Liu, N., & Subramaniam, L. (2013). Government ownership, audit firm size and audit pricing: Evidence from China. Journal of Accounting & Public Policy, 32(2), 161-176. https://doi.org/10.1016/j.jaccpubpol.2012.11.004
DOI
|
19 |
Mitton, T. (2006). Stock Market Liberalization and Operating Performance at the Firm Level. Journal of Financial Economics, 81, 625-647. https://doi.org/10.1016/j.jfineco.2005.09.001
DOI
|
20 |
Morck, R., Yeung, B., & Yu, W. (2000). The information content of stock markets: Why do emerging markets have synchronous stock price movements? Journal of Financial Economics, 58(1), 215-260. https://doi.org/10.1016/S0304-405X(00)00071-4
DOI
|
21 |
Nguyen, M. H., & Vo, Q. T. (2020). Investigating the Association between Residual State Ownership and Privatized Firm Efficiency. Journal of Asian Finance, Economics, and Business, 7(5), 225-236. https://doi.org/10.13106/jafeb.2020.vol7.no5.225
DOI
|
22 |
Nguyen, A. P., Nguyen, H. A., Ho, T. H. M., & Ngo, P. T. (2019). Risk and returns of different foreign ownership portfolios: Evidence from Vietnam stock market. Cogent Economics and Finance, 7(1). https://doi.org/10.1080/23322039.2019.1589412
|
23 |
Parrino, R., Richard, W. S., & Laura, T. S. (2003). Voting with Their Feet: Institutional Ownership Changes Around Forced CEO Turnover. Journal of Financial Economics, 68, 3-46. https://doi.org/10.1016/S0304-405X(02)00247-7
DOI
|
24 |
Pham, C. B. T., Vu, T. M. T., Nguyen, L. H., & Nguyen, D. D. (2020). Audit Quality and Stock Return Co-Movement: Evidence from Vietnam. Journal of Asian Finance, Economics, and Business, 7(7), 139-147. https://doi.org/10.13106/jafeb.2020.vol7.no7.139
DOI
|
25 |
Piotroski, J. D., & Barren, T. R. (2004). The influence of analysts, institutional investors, and insiders on the incorporation of market, industry, and firm-specific information into stock prices. Accounting Review, 79(4), 1119-115. https://doi.org/10.2308/accr.2004.79.4.1119
DOI
|
26 |
Piotroski, J., & Roulstone, D. (2004). The influence of analysts, institutional investors, and insiders on the incorporation of market, industry, and firm-specific information into stock prices. Accounting Review, 79, 1119-115. https://doi.org/10.2308/accr.2004.79.4.1119
DOI
|
27 |
Anh, N., Thu, V., & Quynh, D. (2020). Corporate Governance and Stock Price Synchronicity: Empirical Evidence from Vietnam. International Journal of Financial Studies, 8(2), 1-13. https://doi.org/10.3390/ijfs8020022
DOI
|
28 |
Hamdi, B. N., & Cosset, J. C. (2014). State Ownership, Political Institutions, and Stock Price Informativeness: Evidence from Privatization. Journal of Corporate Finance, 29, 179-199. https://doi.org/10.1016/j.jcorpfin.2014.10.004
DOI
|
29 |
Boubaker, S., Mansali, H., & Rjiba, H. (2014). Large Controlling Shareholders and Stock Price Synchronicity. Journal of Banking & Finance, 40, 80-96. https://doi.org/10.1016/j.jbankfin.2013.11.022
DOI
|
30 |
Rajgopal, S., & Venkatachalam, M. (2011). Financial reporting quality and idiosyncratic return volatility. Journal of Accounting and Economics, 51, 1-20. https://doi.org/10.1016/j.jacceco.2010.06.001
DOI
|
31 |
Roll, R. (1988). R2. Journal of Finance, 43, 541-566. https://doi.org/10.1111/j.1540-6261.1988.tb04591.x
DOI
|
32 |
Shleifer, A., & Vishny, R. W. (1997). A survey of corporate governance. The Journal of Finance, 52(2), 737-783. https://doi.org/10.1111/j.1540-6261.1997.tb04820.x
DOI
|
33 |
Short, H., & Keasey, K. (1999). Managerial ownership and the performance of firms: Evidence from the UK. Journal of Corporate Finance: Contracting, Governance and Organization, 5, 79-101. https://doi.org/10.1016/S0929-1199(98)00016-9
DOI
|
34 |
Vo, D., & Van, N. (2014). Managerial Ownership, Leverage and Dividend Policies: Empirical Evidence from Vietnam's Listed Firms. International Journal of Economics and Finance, 6(5), 274-284. https://doi.org/10.5539/ijef.v6n5p274
|
35 |
Vo, X. (2017). Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam. Research in International Business and Finance, 42, 986-991. https://doi.org/10.1016/j.ribaf.2017.07.032
DOI
|
36 |
Warfield, T. D., Wild, J. J., Wild, K. L. (1995). Managerial ownership, accounting choices, and informativeness of earnings. Journal of Accounting and Economics, 20, 61-91. https://doi.org/10.1016/0165-4101(94)00393-J
DOI
|