Loc Dong Truong; Friday, H. S. - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-14
This study investigated the impact of the introduction of the VN30-Index futures contract on the daily returns anomaly …-index futures period. These findings suggest that the introduction of the VN30-Index futures contract had a significant impact on … the daily returns anomaly in Vietnam’s HOSE, providing evidence that the introduction of the index futures contract …