| dc.contributor.advisor | Tan, Le Nhat | |
| dc.contributor.author | Thien, Huynh Quang | |
| dc.date.accessioned | 2020-12-04T08:02:02Z | |
| dc.date.available | 2020-12-04T08:02:02Z | |
| dc.date.issued | 2019 | |
| dc.identifier.other | 022004838 | |
| dc.identifier.uri | http://keep.hcmiu.edu.vn:8080/handle/123456789/3927 | |
| dc.description.abstract | In this research, we nd out Pairs Trading's de nition, alogrithm. Then we apply
pairs trading in Vietnamese stock market. 50 pairs of stocks in Vietnamese stock
market are used to apply pairs trading. Next, we use One tailed Z-test to consider the
probability of getting pro ts and we get the probability that the pro ts are positive is
89.17%. Finally, to check the factors which impact on the pro ts of the stocks which
are applied pairs trading. And we also consider the interaction between the category
Banking/ Insurance and the remaining categories | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | International University - HCMC | en_US |
| dc.subject | Applying pairs trading; Vietnamese stocks | en_US |
| dc.title | Applying pairs trading to Vietnamese stocks | en_US |
| dc.type | Thesis | en_US |
