An Investigation into the Impact of Information on Stock Price Volatilities in Vietnam

Codi QR

An Investigation into the Impact of Information on Stock Price Volatilities in Vietnam

Based on the panel data of 22 stock tickers in the two porfolios VN30 and HNX30 during 2008–2014, the research empirically investigates the impact of information on stock price volatilities in Vietnam. Non-traditional data collection approach and OLS and GARCH (1;1) models, along the use of data on...

Descripció completa

Guardat en:

Dades bibliogràfiques
Autors principals:	Nguyen, Huu Huy Nhut, Nguyen, Khac Quoc Bao, Tran, Nguyen Huy Nhan
Format:	Article
Idioma:	English
Publicat:	University of Economics Ho Chi Minh City 2023
Accés en línia:	http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=19994694-991f-4353-9b45-ab82fef07619 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115473
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

Ítems similars

Asset Price Volatility of Listed Companies in the Vietnam Stock Market
per: Bui, Huu Phuoc, et al.
Publicat: (2024)

Volatilities in the interdependence between stock market, bond market, and foreign exchange market in Vietnam: An empirical investigation
per: Nguyen, Khac Quoc Bao, et al.
Publicat: (2023)

IMPACT OF FINANCIAL RATIOS ON STOCK PRICE OF LISTED COMPANY ON VIETNAM MARKET
per: Trần, Thị Thanh Quý;, et al.
Publicat: (2023)

Impact of Dividend Policy on Variation of Stock Prices: Empirical Study of Vietnam
per: Dang, Ngoc Hung, et al.
Publicat: (2023)

INVESTOR SENTIMENT, ACCOUNTING INFORMATION AND STOCK PRICE: EVIDENCE FROM THE VIETNAM STOCK MARKET
per: Nguyễn, Ngọc Phong Lan
Publicat: (2024)

The Impact of Political Connection on IPO Activity in Vietnam; National Governance, Ownership Structure and Stock Price Informativeness: Evidence from Vietnam; Asset Pricing Models: Further Evidence in the Vietnamese Stock Market
per: Bùi, Thị Kim Dung
Publicat: (2023)

The impact of GST implementation on the Malaysian stock market index volatility: An empirical approach
per: Haron, Razali, et al.
Publicat: (2023)

Relationship between Volatilities of Stock Market and Instruments of Monetary Policy in Vietnam
per: Tran, Phuong Thao, et al.
Publicat: (2023)

Stock price reaction to cash dividend announcements in Vietnam
per: Nguyen, Xuan Truong, et al.
Publicat: (2023)

The dynamic relationship of oil price, gold price and stock market return - Evidence in Vietnam
per: Nguyễn, Phan Hồng Ngọc
Publicat: (2023)

Study on volatility of Vietnamese stock market and its impact factors : Ph.D Thesis
per: Lê, Đức Thắng
Publicat: (2015)

Should the central bank respond to the stock price volatility in the case of South Korea : Master thesis - Major: Investment Finance
per: Trương, Thị Hoài Thơ
Publicat: (2014)

The Impact of Oil Prices on the Economy of Vietnam
per: Nguyen, Thi Lien Hoa, et al.
Publicat: (2023)

The Relationship between Macroeconomic Factors and Stock Prices of Listed Commercial Joint Stock Banks in Vietnam
per: Than, Thi Thu Thuy, et al.
Publicat: (2024)

Global Uncertainty and the Volatility of Agricultural Commodities Prices
per: Munier, Bertrand R
Publicat: (2014)

Corporate governance and stock prices /
per: Lưu Thị Bich Ngoc.

THE IMPACT OF GLOBAL ECONOMIC POLICY UNCERTAINTY ON STOCK PRICE: THE CASE OF EMERGING MARKET ECONOMIES IN ASIA
per: Nguyễn, Thị Mai Huyên, et al.
Publicat: (2023)

ANALYSIS OF THE IMPACT OF EXCHANGE RATE AND INTEREST RATE ON STOCK RETURN IN VIETNAM STOCK MARKET
per: Nguyen, Thi Thanh Hai, et al.
Publicat: (2024)

Stock price trend and outlook for 1990
Publicat: (1990)

How to predict stock prices for profit
per: Watson, Mason
Publicat: (1972)

The Impact of Higher Moments on the Stock Returns of Listed Companies in Vietnam
per: Nguyen, Doan Man
Publicat: (2024)

Impact of Lunar New Year Holiday on Stock Returns on Vietnam and Other Asian Stock Markets
per: Le, Thi Hong Minh, et al.
Publicat: (2024)

Stock trading techniques based on price patterns
per: Harris, Michael
Publicat: (2001)

Stock Trading Techniques: Based on Price Patterns /
per: Harris Michael
Publicat: (2000)

Dynamic programming methods for the American option pricing problem with stochastic volatility /
per: Mastroeni, Loretta.

Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk
per: Mostafa, Fahed, et al.
Publicat: (2020)

Impact of Stock Market Liquidity on Investment of Listed Enterprises: Evidence from Vietnam
per: Tran, Ngoc Tho, et al.
Publicat: (2023)

Stock market liquidity : Implications for market microstructure and asset pricing
Publicat: (2008)

The Impacts of Road Pricing on Businesses
per: Mahendra, Anjali
Publicat: (2013)

Profit-based thermal unit maintenance scheduling under price volatility by reactive tabu search /
per: Sugimoto, Junjiro.

Social movements as extra-institutional entrepreneurs : The effect of protests on stock price returns /
per: King, Brayden G.

THE IMPACTS OF FALLING OIL PRICES ON VIETNAMESE HOUSEHOLD WELFARE
per: Nguyễn, Mạnh Toàn, et al.
Publicat: (2024)

THE IMPACT OF BUSINESS EFFICIENCY ON THE LEVEL OF SUSTAINABLE DEVELOPMENT INFORMATION DISCLOSURE OF COMPANIES LISTED ON THE VIETNAMESE STOCK EXCHANGE
per: Nguyễn, Văn Linh, et al.
Publicat: (2023)

The impact of rising oil prices on the world economy
Publicat: (1982)

A mixed data sampling approach to the asymmetric impacts of world oil price on macroeconomic variables in Vietnam
Publicat: (2024)

THE IMPACT OF INTERNATIONAL TRADE ON ECONOMIC GROWTH - AN INVESTIGATION INTO THE PERIODS BEFORE AND AFTER VIETNAM’S ACCESSION TO THE WTO
per: Nguyễn, Thị Mỹ Linh
Publicat: (2023)

Impact of Information and Communication Technology on Bank Performance: An Evidence in Vietnam
per: Tram, Thi Xuan Huong, et al.
Publicat: (2024)

Forecasting stock price movement: new evidence from a novel hybrid deep learning model
per: Zhao, Yang, et al.
Publicat: (2023)

Monetary Policy and Liquidity of Vietnam’s Stock Market
per: Tran, Thi Hai Ly
Publicat: (2023)

Geographic Information: Value, Pricing, Production, and Consumption
per: Longhorn, Roger, et al.
Publicat: (2009)