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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/55149
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dc.contributor.authorNguyen Huu Huy Nhut-
dc.contributor.otherNguyen Khac Quoc Bao-
dc.contributor.otherTran Nguyen Huy Nhan-
dc.date.accessioned2017-09-14T11:02:03Z-
dc.date.available2017-09-14T11:02:03Z-
dc.date.issued2015-
dc.identifier.issn1859 -1124-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/55149-
dc.identifier.urihttp://jabes.ueh.edu.vn/Home/SearchArticle?article_Id=19994694-991f-4353-9b45-ab82fef07619-
dc.description.abstractBased on the panel data of 22 stock tickers in the two porfolios VN30 and HNX30 during 2008–2014, the research empirically investigates the impact of information on stock price volatilities in Vietnam. Non-traditional data collection approach and OLS and GARCH (1;1) models, along the use of data on information supply measured by the number of disclosures of the studied stocks and data on information demand measured by the number of search attempts on Google by means of Google Trend allow the research findings to be distilled into clear recommendations, which show that: (i) Both information supply and demand do affect stock price volatilities; and (ii) More profound and significant impact has been produced by information demand; particularly, effects of market-level information demand are more powerful than those of stock-level information demand.-
dc.formatPortable Document Format (PDF)-
dc.publisherTrường Đại học Kinh tế Tp. Hồ Chí Minh-
dc.relation.ispartofJournal of Economic Development-
dc.relation.ispartofseriesJED, Vol.22(3)-
dc.subjectBudgetary slack-
dc.subjectBudget participation-
dc.subjectBudget emphasis-
dc.subjectNonfinancial managerial accounting information-
dc.subjectHuman aspects of budgeting-
dc.titleAn investigation into the impact of information on stock price volatilities in Vietnam-
dc.typeJournal Article-
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dc.identifier.doihttp://doi.org/10.24311/jed/2015.22.3.05-
dc.format.firstpage59-
dc.format.lastpage80-
item.fulltextOnly abstracts-
item.openairetypeJournal Article-
item.grantfulltextnone-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
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