This study described an empirical link between COVID-19 fear and stock market volatility. Studying COVID-19 fear with stock market volatility is crucial for planning adequate portfolio diversification in international financial markets. The study used AR (1) – GARCH (1,1) to measure stock market volatility associated with the COVID-19 pandemic. Our findings suggest that COVID-19 fear is the ultimate cause driving public attention and stock market volatility. The results demonstrate that stock market performance and GDP growth decreased significantly through average increases during the pandemic. Further, with a 1% increase in COVID-19 cases, the stock return and GDP decreased by 0.8%, 0.56%, respectively. However, GDP growth demonstrated a slight movement with stock exchange. Moreover, public attention to the attitude of buying or selling was highly dependent on the COVID-19 pandemic reported cases index, death index, and global fear index. Consequently, investment in the gold market, rather than in the stock market, is recommended. The study also suggests policy implications for key stakeholders.

The aims of this study are to predict the stock price trend in the stock market in an emerging economy. Using the Long Short Term Memory (LSTM) algorithm, and the corresponding technical analysis indicators for each stock code include: simple moving average (SMA), convergence divergence moving average (MACD), and relative strength index (RSI); and the secondary data from VN-Index and VN-30 stocks, the research results showed that the forecasting model has a high accuracy of 93% for most of the stock data used, demonstrating the appropriateness of the LSTM model and the test set data is used to evaluate the model’s performance. The research results showed that the forecasting model has a high accuracy of 93% for most of the stock data used, demonstrating the appropriateness of the LSTM model in analyzing and forecasting stock price movements on the machine learning platform.

This study was conducted to investigate the determinants of bank’s stability in an emerging country. Data were collected from the commercial banks listed on Vietnam’s Stock Exchanges over the years from 2010 to 2018. Further, the generalized method of moments (GMM) regression technique to control for the three sources of endogeneity, namely, unobserved heterogeneity, simultaneity and dynamic endogeneity are concerned. Results demonstrate that there exists a positive effect from banking sector indicators such as equity-to-asset ratio, bank size, loans-to-assets ratio, revenue diversification on the stability of bank. In addition, a possible finding deals with the positive influence of macroeconomic factors in the banking sector on bank’s stability. Another possibility, bank’s stability in the previous year often goes hand in hand with this of the current year. Further investigated on every presence of foreign investment in the banking system, total assets- based foreign investment also correlates positively with bank’s stability. Finally, a negative effect from market share of mobilized capital, loan loss provisions, market structure on bank’s stability can be found.

The objectives of the research are to investigate the characteristics of the Board of Directors on the financial performance of the enterprise using sample data from 52 construction and real estate enterprises listed on the Vietnam stock exchange in the period 2006–2020. Using typical regression methods such as pooled OLS, FEM, REM, and assessing the defects of the research model, the FGLS method is selected. At the same time, due to the existence of endogenous phenomena and the nature of interdependence among enterprises in Vietnam, research using the instrumental variables two-step generalized method of moments (IV-GMM) is conducted in order to correct for cross-sectional dependence, autocorrelation, endogeneity, and heteroskedasticity in the analysis. Research results suggest that board size, female board members, meeting frequency, and board members’ education have a positive influence on financial performance. Moreover, as the independence of the Board of Directors increases, the business efficiency decreases. The research also found a positive relationship of tangible fixed assets, and a negative relationship between capital structure choice, firm size, and corporate financial performance. Finally, we propose some implications for enhancing the financial performance of Vietnamese firms.

The aim of the study is to explore the interaction effect of macroeconomics indicators, and working capital flows on financial performance in a developing economy. By using the static and dynamic approach of panel analysis, it has been shown that there is a relationship between the components of working capital and the gross profit and cash conversion duration. Second, while interest rates used as an interaction variable with the average payable days have adverse effects, firm performance would decrease if interest rates increase. The average payable duration extends; instead of primarily regressing, the average payable period positively correlates with firm performance. The conversion cycle of cash has a negative relationship, but it reverses its actions after using interest rate interaction. There is a negative relationship with gross profit in the simple regression exchange rate and cash conversion cycle while using the second interaction variable with the cash conversion cycle, has positive effects. In addition, the exchange rate gets higher to increase the cash conversion length, financial performance will be increased. In addition, the exchange rate gets higher to increase the cash conversion length, financial performance will be increased. This study receives new results, the exchange rate increases, companies that can pay early to payable will get higher firm performance while exchange rate and the interest rate have a significant role in changing the firm performance.