The Lunar New Year effect on Vietnam stock market

The article uses the daily closing price of stock market in the period from 2010 to 2019 to determine the Lunar New Year (LNY) effect on the Vietnamese stock market with the window sizes of 5, 10, 15 and 30 days respectively. The results show that the LNY has a positive impact on the market, especia...

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Bibliographic Details
Main Author: Trần Thi Tuấn Anh
Format: Article
Language:Vietnamese
Published: TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH 2020-05-01
Series:Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh
Subjects:
Online Access:https://journalofscience.ou.edu.vn/index.php/econ-vi/article/view/238