Cross-autocorrelation in Vietnam stock market

dc.contributor.author	Thao, La Anh
dc.date.accessioned	2013-06-17T07:44:25Z
dc.date.accessioned	2018-05-24T07:39:59Z
dc.date.available	2013-06-17T07:44:25Z
dc.date.available	2018-05-24T07:39:59Z
dc.date.issued	2012
dc.identifier.uri	http://10.8.20.7:8080/xmlui/handle/123456789/256
dc.description.abstract	Evidence of cross-autocorrelation is found for the Vietnam stock market during the period 2006-2012. However, the ability of lagged returns on high volume to predict current returns on low volume portfolio is not better than the ability of lagged returns on low volume to predict current returns on high volume portfolio. In addition, there are no significant differences in speed of adjustment between high and low trading volume, and trading volume is not a significant determinant of the lead-lag effects in short-horizon stock returns. Overall, Chordia and Swaminathan’s (2000) trading volume effect is very weak in the Vietnam stock market.	en_US
dc.description.sponsorship	Dr. Duong Nhu Hung	en_US
dc.language.iso	en	en_US
dc.publisher	International University HCMC, Vietnam	en_US
dc.relation.ispartofseries	MBA;022000827
dc.subject	Financial economic	en_US
dc.title	Cross-autocorrelation in Vietnam stock market	en_US
dc.type	Thesis	en_US