Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/8931
Title: Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
Authors: Chen, Jean Xiao Ming
Chong, Vanessa Xiumin
Dam, Dieu Phuc
Keywords: DRNTU::Business::Finance::Stock exchanges
Issue Date: 2003
Abstract: This study seeks to examine the microstructure of the Vietnamese Stock Market (VSM). Specifically, we examine the determinants of bid-ask spreads (BAS) in the market, which we define as trading activity, risk, and information. In addition, we look at the mean and volatility of returns, spreads and trading volume, the market risk premium, the risk of each stock, and the correlation between the determinants of spreads to have a clearer definition to the setup of the VSM.
URI: http://hdl.handle.net/10356/8931
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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