The Impacts of Policy Changes on Return and Volatility in Stock Market: The Case of Vietnam
| Autor: | Hoang Thi Du, 黃氏昱 |
|---|---|
| Rok vydání: | 2015 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 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 M&A and VAMC have effects on stock returns but do not affect stock volatility while regulatory reform does not show any effect on stock return but has an impact on stock volatility. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
| Externí odkaz: |
|