Van Anh (Vivian) Mai

Deakin University - Faculty of Business and Law

Burwood, Victoria 3215

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

463

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Efficiency of Marketing and Stock Returns

Number of pages: 91 Posted: 07 Aug 2018 Last Revised: 02 Aug 2019
Deakin University - Department of Finance, Emory University - Department of Finance, Deakin University - Faculty of Business and Law and Deakin University - School of Accounting, Economics and Finance
Downloads 242 (184,297)
Citation 1

Abstract:

Loading...

Marketing efficiency, underreaction, return predictability, limited attention, fluency

2.

The Marketing Capability Premium

The Review of Asset Pricing Studies, Forthcoming
Number of pages: 60 Posted: 13 May 2022
Deakin University - Department of Finance, Emory University - Department of Finance, Deakin University - Faculty of Business and Law and Deakin University - School of Accounting, Economics and Finance
Downloads 117 (339,302)

Abstract:

Loading...

Marketing capability, Underreaction, Return predictability, Limited attention, Valuation uncertainty.

3.

Aggregate Volatility Risk and the Cross-Section of Stock Returns: Australian Evidence

Number of pages: 43 Posted: 12 Apr 2015
Van Anh (Vivian) Mai, Tze Chuan 'Chewie' Ang and Victor Fang
Deakin University - Faculty of Business and Law, Deakin University - Department of Finance and Deakin University
Downloads 104 (367,825)

Abstract:

Loading...

Aggregate volatility risk, cross-sectional return, asset pricing test, implied volatility (VIX), anomaly