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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Autors principals: | , , |
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Format: | Article |
Idioma: | English |
Publicat: |
University of Economics Ho Chi Minh City
2023
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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 |
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Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
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