Please use this identifier to cite or link to this item:
https://digital.lib.ueh.edu.vn/handle/UEH/60824
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Salisu, A.A. | - |
dc.contributor.other | Vo, X.V. | - |
dc.date.accessioned | 2020-12-09T06:35:09Z | - |
dc.date.available | 2020-12-09T06:35:09Z | - |
dc.date.issued | 2021 | - |
dc.identifier.issn | 1544-6123 | - |
dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85096611214&doi=10.1016%2fj.frl.2020.101801&partnerID=40&md5=89add4ab85090a37cef6062e0b979e97 | - |
dc.identifier.uri | http://digital.lib.ueh.edu.vn/handle/UEH/60824 | - |
dc.description.abstract | In this paper, we hypothesize that firm/sector-specific news will enhance the predictability of firm returns, using consumer stocks of Vietnam. We construct a news-based predictive panel data model for firm returns that accounts for unobserved common factors in line with Chudik and Pesaran (2015), and Westerlund et al. (2017). While the firm-specific news turns out to be a significant predictor of firm returns, its forecast also outperforms the model that involves aggregate stocks news as well as the historical model. Accounting for an observed common factor will further improve the forecast performance of the proposed model. | en |
dc.format | Portable Document Format (PDF) | - |
dc.language.iso | eng | - |
dc.publisher | Elsevier Ltd. | - |
dc.relation.ispartof | Finance Research Letters | - |
dc.relation.ispartofseries | Vol. 41 | - |
dc.rights | Elsevier B.V. | - |
dc.subject | Consumer stocks | en |
dc.subject | Firm news | en |
dc.subject | Firm stocks prices | en |
dc.subject | Return predictability | en |
dc.subject | Vietnam | en |
dc.title | Firm-specific news and the predictability of Consumer stocks in Vietnam | en |
dc.type | Journal Article | en |
dc.identifier.doi | https://doi.org/10.1016/j.frl.2020.101801 | - |
ueh.JournalRanking | Scopus | - |
item.cerifentitytype | Publications | - |
item.fulltext | Only abstracts | - |
item.languageiso639-1 | en | - |
item.grantfulltext | none | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.openairetype | Journal Article | - |
Appears in Collections: | INTERNATIONAL PUBLICATIONS |
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