The relationship between foreigners' net trading and stock return - The case of VietNam
| dc.contributor.advisor | Anh, Nguyen Phuong | |
| dc.contributor.author | Trang, Ngo Phuong | |
| dc.date.accessioned | 2018-11-04T02:15:02Z | |
| dc.date.available | 2018-11-04T02:15:02Z | |
| dc.date.issued | 2017 | |
| dc.identifier.other | 022003421 | |
| dc.identifier.uri | http://keep.hcmiu.edu.vn:8080/handle/123456789/2811 | |
| dc.description.abstract | This research investigates the foreigners‟ impact on daily return by studying their net trading on individual stocks that are most traded by foreign investors on Ho Chi Minh Stock Exchange in Vietnam. In the short-term, their net trading has positive relation with daily return. Three characteristics of stocks are studied along with the effect, which are market capitalization, daily return and holding percentage of foreign investors. Granger Causality test provided more evidences that daily return Granger causes net trading of foreigners rather than their trading to the return | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | International University - HCMC | en_US |
| dc.subject | International trade | en_US |
| dc.title | The relationship between foreigners' net trading and stock return - The case of VietNam | en_US |
| dc.type | Thesis | en_US |
