Stock return and volatility - Manh Tuyen Tran

Stock return and volatility

(Autor)

Buch | Softcover
252 Seiten
2017
Editions Universitaires Europeennes (Verlag)
978-620-2-26534-8 (ISBN)
74,95 inkl. MwSt
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This book is an empirical research study for the Vietnamese Stock Market. Although the major objective is to focus on investigating the hypothesis of efficient market and the relationship between the stock return and volatility, we also analyze the development and the changes on Vietnamese Stock Market in the period 2000-2011. Moreover, we try to present a qualitative analysis of volatility of some sectors on Vietnamese Stock Market. We also undertake an analysis of volatility on Vietnamese Stock Market through a portfolio of Vietnam holdings in the period 2010-2011 as a case study. This book also seeks evidence whether the Vietnamese Stock Market follows random walk model or the market is weak form efficient. The final objective of this book is to examine time series features of stock returns and volatility, as well as the relation between return and volatility on the Vietnamese Stock Market. We also investigate bull, bear, Friday and low transaction effects on the Vietnamese Stock Market.
Erscheinungsdatum
Sprache englisch
Maße 152 x 229 mm
Gewicht 372 g
Themenwelt Sachbuch/Ratgeber Beruf / Finanzen / Recht / Wirtschaft Familienrecht
Recht / Steuern Allgemeines / Lexika
Recht / Steuern EU / Internationales Recht
Schlagworte GARCH • Stock return • vietnamese stock market • Volatility
ISBN-10 620-2-26534-5 / 6202265345
ISBN-13 978-620-2-26534-8 / 9786202265348
Zustand Neuware
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