An empirical study on stock returns, volume, and volatility: Listed companies on the Ho Chi Minh City stock exchange
By Nguyen Dinh Tu Nhi (VNP 16) Supervisor: Dr. Truong Tan Thanh Abstract The thesis examines the relationship between stock returns, trading volume and return volatility. With the focus on listed companies on the Ho Chi Minh City Stock Exchange over the period between 01 Jan 2007 and 31 Dec 2011, the study conducts GARCH […]