Citation profile for Hoàng Văn Hải

Hoàng Văn Hải : Citation Profile

University of Danang

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Citations

RESEARCH PRODUCTION:

Articles

Chapters

RESEARCH ACTIVITY:

   3 years (2020 - 2023). See details.
   Cites by year: 1
   Journals where Hoàng Văn Hải has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho755
   Updated: 2024-11-08    RAS profile: 2024-07-31
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hoàng Văn Hải.

Is cited by:

Shen, Dehua (1)

Cites to:

Hirshleifer, David (3)

Teoh, Siew Hong (3)

Fama, Eugene (3)

Hou, Kewei (3)

French, Kenneth (3)

Stambaugh, Robert (2)

Wu, Ji (2)

Hilscher, Jens (2)

Campbell, John (2)

Xing, Yuhang (2)

Nartea, Gilbert (2)

Main data

Where Hoàng Văn Hải has published?

Journals with more than one article published	# docs
Cogent Economics & Finance	3

Recent works citing Hoàng Văn Hải (2024 and 2023)

Year	Title of citing document
2023	Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach. (2023). Shen, Dehua ; Jin, YI ; Ding, Wenjie ; Zhu, Zhaobo. In: Post-Print. RePEc:hal:journl:hal-04194180. Full description at Econpapers \|\| Download paper
2023	Tail risk, beta anomaly, and demand for lottery: what explains cross-sectional variations in equity returns?. (2023). Badhani, K N ; Ali, Asgar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02355-w. Full description at Econpapers \|\| Download paper

Works by Hoàng Văn Hải:

Year	Title	Type	Cited
2020	Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market In: The North American Journal of Economics and Finance. [Full Text][Citation analysis]	article	4
	Firm-specific News and Anomalies In: Chapters. [Full Text][Citation analysis]	chapter	0
2022	Firm-specific news and idiosyncratic volatility anomalies: Evidence from the Chinese stock market In: Cogent Economics & Finance. [Full Text][Citation analysis]	article	0
2023	MAX, lottery-type stocks, and the cross-section of stock returns: Evidence from the Chinese stock market In: Cogent Economics & Finance. [Full Text][Citation analysis]	article	0
2020	The role of reference-dependent preferences in the idiosyncratic volatility puzzle: Evidence from Korea In: Cogent Economics & Finance. [Full Text][Citation analysis]	article	0
2023	Idiosyncratic volatility and firm-specific news: evidence from the Chinese stock market In: Economic Research-Ekonomska IstraÅ¾ivanja. [Full Text][Citation analysis]	article	1