Advanced
Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/57891
Full metadata record
DC FieldValueLanguage
dc.contributor.authorTrần Ngọc Thơ-
dc.contributor.otherNguyễn Thị Ngọc Trang-
dc.date.accessioned2018-10-29T09:41:57Z-
dc.date.available2018-10-29T09:41:57Z-
dc.date.issued2015-
dc.identifier.issn1833-3850-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/57891-
dc.description.abstractWe study idiosyncratic volatility in the Vietnamese stock market between July 2007 and February 2015. We show that there is no relationship between the idiosyncratic volatility and average returns in the Vietnamese market. Our results also indicate that neither the aggregate market volatility, the aggregate idiosyncratic volatility nor can predict market returns. Finally, we find no trend in idiosyncratic volatility and a decreasing trend of market volatility over the sample period. In addition, we find strong evidence of both short as well as long term reversal in Vietnam stock market during the sample perioden
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherCanadian Center of Science and Education-
dc.relation.ispartofInternational Journal of Business and Management-
dc.relation.ispartofseriesVol. 10, No. 6-
dc.rightsCanadian Center of Science and Education-
dc.subjectIdiosyncraticen
dc.subjectVolatilityen
dc.titleMarket efficiency and Idiosyncratic volatility in Vietnamen
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.5539/ijbm.v10n6p216-
dc.format.firstpage216-
dc.format.lastpage223-
item.openairetypeJournal Article-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
item.languageiso639-1en-
item.fulltextOnly abstracts-
item.grantfulltextnone-
Appears in Collections:INTERNATIONAL PUBLICATIONS
Show simple item record

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.