Liquidity premium in stock returns, The case of Vietnam
By Tran Quang Duy (VNP 19) Supervisor: Dr. Pham Phu Quoc Abstract Research about the role of liquidity in explaining stock returns has mainly been conducted in developed market and yielded ambiguous conclusion about its explanatory power. From this gap in literature, this empirical research is conducted to examine the influence of liquidity on stock […]
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 […]
