Luận văn thạc sĩ relationship between trading volume and stock return in viet nam
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Luận văn thạc sĩ relationship between trading volume and stock return in viet nam
Luận văn thạc sĩ relationship between trading volume and stock return in viet nam
MINISTRY OF EDI CATION AND TRAININGINIVERSITY O1 ECONOMICS HO CHI MINH CITYDÒ NGỌC HOÀNG YENRELATIONSHIP BETWEEN TRADINGVOLUME AND STOCK RETURN INVIET Luận văn thạc sĩ relationship between trading volume and stock return in viet namTNAM’S STOCK MARKETMajor : FINANCE - BANKINGCode : 60.31.12MASTER THESISInstructor: Dr IK) MET TIENHO cm MINH CITY, SEPTEMBER 2011ABSTRACTThis thesis investigated the relationship between return and trading volume in the Vietnam's stock market in the context of Granger causality test and GARCH model Luận văn thạc sĩ relationship between trading volume and stock return in viet nam test. The sample, including two market indices and thirty seven largest market capitalization listed companies during the period since they firstly tLuận văn thạc sĩ relationship between trading volume and stock return in viet nam
raded through July 2011. was used. The dynamic relation as marked by lead -lag relationship from return to volume was confirmed at both market level aMINISTRY OF EDI CATION AND TRAININGINIVERSITY O1 ECONOMICS HO CHI MINH CITYDÒ NGỌC HOÀNG YENRELATIONSHIP BETWEEN TRADINGVOLUME AND STOCK RETURN INVIET Luận văn thạc sĩ relationship between trading volume and stock return in viet nam, the results indicated that volume was not a good proxy for information arrival in the stock market due to the persistence of volatility remained in most of the cases. This finding was similar to other emerging markets which less agreed with the mixture distribution hypothesis.CONTENTSAbstract..... Luận văn thạc sĩ relationship between trading volume and stock return in viet nam......................................................1Contents .........................................................iiList of Tables.............Luận văn thạc sĩ relationship between trading volume and stock return in viet nam
.......................................IVChapter 1: Introduction1.1Introduction...................................................11.2Research backgroMINISTRY OF EDI CATION AND TRAININGINIVERSITY O1 ECONOMICS HO CHI MINH CITYDÒ NGỌC HOÀNG YENRELATIONSHIP BETWEEN TRADINGVOLUME AND STOCK RETURN INVIET Luận văn thạc sĩ relationship between trading volume and stock return in viet nams .............................41.5Research methodology and scope.................................51.6Thesis structure...............................................5Chapter 2: Literature Review2.1Theoretical background........................................72.2Empirical studies2.2.1Studies on volu Luận văn thạc sĩ relationship between trading volume and stock return in viet namme- price change relation.....................92.2.2Studies on volume- volatility relation......................11Chapter 3: Research Methodology3.1HyLuận văn thạc sĩ relationship between trading volume and stock return in viet nam
potheses....................................................153.2Data Description.............................................153.2Econometric MethodoMINISTRY OF EDI CATION AND TRAININGINIVERSITY O1 ECONOMICS HO CHI MINH CITYDÒ NGỌC HOÀNG YENRELATIONSHIP BETWEEN TRADINGVOLUME AND STOCK RETURN INVIETMINISTRY OF EDI CATION AND TRAININGINIVERSITY O1 ECONOMICS HO CHI MINH CITYDÒ NGỌC HOÀNG YENRELATIONSHIP BETWEEN TRADINGVOLUME AND STOCK RETURN INVIETGọi ngay
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