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dc.contributor.authorAnh, Nguyen Thi Lan
dc.date.accessioned2013-10-18T03:18:13Z
dc.date.accessioned2018-06-19T06:12:20Z
dc.date.available2013-10-18T03:18:13Z
dc.date.available2018-06-19T06:12:20Z
dc.date.issued2012
dc.identifier.urihttp://10.8.20.7:8080/xmlui/handle/123456789/730
dc.description.abstractThis paper investigates the determinants of stock market liquidity in Viet Nam. Specifically, we aim to figure out how the macroeconomic and market variables influence the market liquidity. We use the monthly data set ranging from Jan 2006 to Dec 2011. Employing a rich and detailed data set of macroeconomic indicators and firm listed in Ho Chi Minh City Stock Exchange, the results from the analysis indicate that there’s a strong connection between market liquidity and macro economy. Our results contradict previous results that liquidity is not affected by market variables such as market return, volatility and foreign exchange.en_US
dc.description.sponsorshipRobert T. Connolly MBA.en_US
dc.language.isoenen_US
dc.publisherInternational University HCMC, Vietnamen_US
dc.relation.ispartofseries;022000805
dc.subjectStocksen_US
dc.titleThe liquidity of Viet Nam stock market determinants and implications: Case study of Ho Chi Minh stock exchangeen_US
dc.typeThesisen_US


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