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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Hlavní autoři: Nguyen, Huu Huy Nhut, Nguyen, Khac Quoc Bao, Tran, Nguyen Huy Nhan
Médium: Článek
Jazyk:English
Vydáno: University of Economics Ho Chi Minh City 2023
On-line přístup: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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