A good news or bad news has greater impact on the Vietnamese stock market?
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More about this item
Keywords
The Vietnamese stock market; unit root; ARCH effect; volatility.;All these keywords.
JEL classification:
- G00 - Financial Economics - - General - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2015-01-31 (Financial Markets)
- NEP-SEA-2015-01-31 (South East Asia)
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