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

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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...

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Bibliografiske detaljer
Những tác giả chính:	Nguyen, Huu Huy Nhut, Nguyen, Khac Quoc Bao, Tran, Nguyen Huy Nhan
Format:	Bài viết
Sprog:	English
Udgivet:	University of Economics Ho Chi Minh City 2023
Online adgang:	http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=19994694-991f-4353-9b45-ab82fef07619 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115473
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Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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