How to cite this paper
Thuy, V., Thu, T., Thu, T & Viet, H. (2019). The impact of microeconomic factors on the abnormal return of listed stocks in Vietnam.Management Science Letters , 9(11), 1863-1874.
Refrences
Bagherzadeh, S. (2005). The factors effective in the stock returns of the companies listed on Tehran Stock Exchange. Financial Studies Quarterly, 19.
Bahramfar, N., & Shams Alam, H. (2004), Influence of accounting variables on subsequent abnormal stock returns of listed companies in Tehran Stock Exchange. Journal of Accounting Review Audit, 11, 37.
Barber, B. M., & Lyon, J. D. (1997). Detecting long-run abnormal stock returns: The empirical power and specification of test statistics. Journal of financial economics, 43(3), 341-372.
Bartov, E., Radhakrishnan, S., & Krinsky, I. (2000). Investor sophistication and patterns in stock re-turns after earnings announcements. The Accounting Review, 75(1), 43-63.
Bavarsad, B., Khodadadi, V., Azizi, A., & Hossieni, S. (2014). The Relation between asset growth and stock returns in manufacturing. Management And Administrative Sciences Review, 3(6), 953-959.
Chan, L. K., Hamao, Y., & Lakonishok, J.(1991). Fundamentals and stock returns in Japan. The Journal of Finance, 46(5), 1739-1764.
Eberhart, A. C., Maxwell, W. F., & Siddique, A. R. (2004). An examination of long‐term abnormal stock returns and operating performance following R&D increases. The Journal of Finance, 59(2), 623-650.
Idris, I., & Bala, H. (2015). Firms’ Specific Characteristics and Stock Market Returns (Evidence from Listed Food and beverages Firms in Nigeria). Research Journal of Finance and Accounting, 6(16), 188-201.
Joseph, K., Wintoki, M. B., & Zhang, Z. (2011). Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. International Journal of Forecasting, 27(4), 1116-1127.
Mothlagh, S. S., Samadi, F., & Hajiha, Z. (2016). The relationship of the content of the market value in the explanation of abnormal stock returns of listed companies in Tehran stock exchange. Procedia Economics and Finance, 36, 113-122.
O'Neil, W. J. (2000). 24 essential lessons for investment success. McGraw-Hill.
Rahmani, A., Sheri, S., & Tajvidi, E. (2006). Accounting variables, market variables and stock return in emerging markets: case of iran. Market Variables and Stock Return in Emerging Markets: Case of Iran (November 21, 2006).
Saghafy, A., & Salimi, M. (2007). Basic variables accounting and stock returns. Journal of Humanities and Social Sciences, 22(2), 45-30.
Zaheri, F., & Barkhordary, S. (2015). Relationship between financial characteristics of companies in cement industry and their stock returns in Tehran stock exchange. Research Journal of Recent Sci-ences, 4(8), 77-83.
Bahramfar, N., & Shams Alam, H. (2004), Influence of accounting variables on subsequent abnormal stock returns of listed companies in Tehran Stock Exchange. Journal of Accounting Review Audit, 11, 37.
Barber, B. M., & Lyon, J. D. (1997). Detecting long-run abnormal stock returns: The empirical power and specification of test statistics. Journal of financial economics, 43(3), 341-372.
Bartov, E., Radhakrishnan, S., & Krinsky, I. (2000). Investor sophistication and patterns in stock re-turns after earnings announcements. The Accounting Review, 75(1), 43-63.
Bavarsad, B., Khodadadi, V., Azizi, A., & Hossieni, S. (2014). The Relation between asset growth and stock returns in manufacturing. Management And Administrative Sciences Review, 3(6), 953-959.
Chan, L. K., Hamao, Y., & Lakonishok, J.(1991). Fundamentals and stock returns in Japan. The Journal of Finance, 46(5), 1739-1764.
Eberhart, A. C., Maxwell, W. F., & Siddique, A. R. (2004). An examination of long‐term abnormal stock returns and operating performance following R&D increases. The Journal of Finance, 59(2), 623-650.
Idris, I., & Bala, H. (2015). Firms’ Specific Characteristics and Stock Market Returns (Evidence from Listed Food and beverages Firms in Nigeria). Research Journal of Finance and Accounting, 6(16), 188-201.
Joseph, K., Wintoki, M. B., & Zhang, Z. (2011). Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. International Journal of Forecasting, 27(4), 1116-1127.
Mothlagh, S. S., Samadi, F., & Hajiha, Z. (2016). The relationship of the content of the market value in the explanation of abnormal stock returns of listed companies in Tehran stock exchange. Procedia Economics and Finance, 36, 113-122.
O'Neil, W. J. (2000). 24 essential lessons for investment success. McGraw-Hill.
Rahmani, A., Sheri, S., & Tajvidi, E. (2006). Accounting variables, market variables and stock return in emerging markets: case of iran. Market Variables and Stock Return in Emerging Markets: Case of Iran (November 21, 2006).
Saghafy, A., & Salimi, M. (2007). Basic variables accounting and stock returns. Journal of Humanities and Social Sciences, 22(2), 45-30.
Zaheri, F., & Barkhordary, S. (2015). Relationship between financial characteristics of companies in cement industry and their stock returns in Tehran stock exchange. Research Journal of Recent Sci-ences, 4(8), 77-83.