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

Codice 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...

Descrizione completa

Salvato in:

Dettagli Bibliografici
Autori principali:	Nguyen, Huu Huy Nhut, Nguyen, Khac Quoc Bao, Tran, Nguyen Huy Nhan
Natura:	Articolo
Lingua:	English
Pubblicazione:	University of Economics Ho Chi Minh City 2023
Accesso online:	http://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=19994694-991f-4353-9b45-ab82fef07619 https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/115473
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne! !

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

Documenti analoghi

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

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

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

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

INVESTOR SENTIMENT, ACCOUNTING INFORMATION AND STOCK PRICE: EVIDENCE FROM THE VIETNAM STOCK MARKET
di: Nguyễn, Ngọc Phong Lan
Pubblicazione: (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
di: Bùi, Thị Kim Dung
Pubblicazione: (2023)

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

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

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

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

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

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

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

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

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

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

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

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

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

How to predict stock prices for profit
di: Watson, Mason
Pubblicazione: (1972)

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

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

Stock trading techniques based on price patterns
di: Harris, Michael
Pubblicazione: (2001)

Stock Trading Techniques: Based on Price Patterns /
di: Harris Michael
Pubblicazione: (2000)

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

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

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

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

The Impacts of Road Pricing on Businesses
di: Mahendra, Anjali
Pubblicazione: (2013)

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

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

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

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

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

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

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

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

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

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

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