Advanced
Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/46056
Full metadata record
DC FieldValueLanguage
dc.contributor.advisorVo Xuan Vinh-
dc.contributor.authorPhan Dang Bao Anh-
dc.date.accessioned2016-12-15T10:03:08Z-
dc.date.available2016-12-15T10:03:08Z-
dc.date.issued2015-
dc.identifier.otherBarcode: K50008243-
dc.identifier.urihttp://digital.lib.ueh.edu.vn/handle/UEH/46056-
dc.identifier.urihttp://opac.ueh.edu.vn/record=b1020260~S8-
dc.description.abstractIntroduction. Current state of literature & Hypotheses Development. Data Methodology. Results. Conclusions and Recommendations-
dc.format.medium55 p.-
dc.language.isoEnglish-
dc.publisherTrường Đại học Kinh tế Tp. Hồ Chí Minh-
dc.subjectStock market-
dc.subjectThị trường chứng khoán-
dc.titleHerding behavior in Vietnamese stock market: empirical evidence from quantile regression analysis-
dc.typeMaster's Theses-
dc.subject.DDC332.642-
ueh.specialityFinance - Banking = Tài chính - Ngân hàng-
item.openairetypeMaster's Theses-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
item.languageiso639-1English-
item.grantfulltextreserved-
item.fulltextFull texts-
Appears in Collections:MASTER'S THESES
Files in This Item:

File

Description

Size

Format

Show simple item record

Google ScholarTM

Check


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