The Impacts of Policy Changes on Return and Volatility in Stock Market: The Case of Vietnam
碩士 === 中國文化大學 === 全球商務碩士學位學程碩士班 === 104 === This paper uses the data of stock index of financial sector spanned from January 2nd, 2009 to December 31st, 2014 in order to observe the effects of some policies on stock returns and volatility in Vietnam. The empirical results of EGARCH model reveal that...
Main Authors: | Hoang Thi Du, 黃氏昱 |
---|---|
Other Authors: | Yang, Fu-Ju |
Format: | Others |
Language: | en_US |
Published: |
2015
|
Online Access: | http://ndltd.ncl.edu.tw/handle/33u98g |
Similar Items
-
The Impact of Asset Management Policy on Stock Market Return and Volatility in Vietnam
by: Pham Hung Thinh, et al.
Published: (2015) -
An Analysis of the Impacts of Domestic and International Events of Return and Volatility in Vietnam Stock Market
by: Dao Le Minh, et al.
Published: (2013) -
The Impact of COVID-19 on Stock Market Returns in Vietnam
by: Dao Van Hung, et al.
Published: (2021-09-01) -
MODELING AND FORECASTING THE VOLATILITY OF VIETNAM STOCK MARKET PRICE USING GARCH MODELS
by: Le Thi Kim Ngoc, et al.
Published: (2015) -
A Study of The IPO’s Initial Excess ReturnUnder Vietnam’s Stock Market
by: Bich-Hanh Nguyen Thi, et al.
Published: (2011)