Add to ORKGThe arrival of news plays an extremely important role in the stock market because it mainly drives the movement of the stock market. In this paper, therefore, we would like to investigate how the Vietnamese stock market responses to the arrival of news via applying the AR – EGARCH in Mean model. Our research result indicates that the arrival of bad news has a greater impact on the conditional volatility than the arrival of good news does. We also found that there exists a positive tradeoff between the stock market returns and conditional volatility in the Vietnamese stock market
This thesis studies the characteristic of the stock return volatility in the Vietnam stock market (V...
The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use daily ...
The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use d...
Purpose – The purpose of this paper is to investigate the spillover effect of the US macroeconomic n...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper investigates the effects of regulation pertaining to information disclosure on the Vietna...
This paper investigates the effects of regulation pertaining to information disclosure on the Vietna...
This paper investigates the effects of regulation pertaining to information disclosure on the Vietna...
This paper investigates the relationship between liquidity and stock returns in the Vietnam stock ma...
This thesis consists of three substantive studies about the Vietnam stock market. In particular, I s...
This thesis consists of three substantive studies about the Vietnam stock market. In particular, I s...
In the boiling atmosphere of the Vietnamese stock market, it is time to mention a few misconceptions...
In the boiling atmosphere of the Vietnamese stock market, it is time to mention a few misconceptions...
This thesis studies the characteristic of the stock return volatility in the Vietnam stock market (V...
The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use daily ...
The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use d...
Purpose – The purpose of this paper is to investigate the spillover effect of the US macroeconomic n...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper aims at answering the question whether the VN30 index futures introduction has an impact ...
This paper investigates the effects of regulation pertaining to information disclosure on the Vietna...
This paper investigates the effects of regulation pertaining to information disclosure on the Vietna...
This paper investigates the effects of regulation pertaining to information disclosure on the Vietna...
This paper investigates the relationship between liquidity and stock returns in the Vietnam stock ma...
This thesis consists of three substantive studies about the Vietnam stock market. In particular, I s...
This thesis consists of three substantive studies about the Vietnam stock market. In particular, I s...
In the boiling atmosphere of the Vietnamese stock market, it is time to mention a few misconceptions...
In the boiling atmosphere of the Vietnamese stock market, it is time to mention a few misconceptions...
This thesis studies the characteristic of the stock return volatility in the Vietnam stock market (V...
The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use daily ...
The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use d...