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Adaptive market hypothesis : evidence from the Vietnamese stock market

Phan Tran Trung Dzung; Hung Pham Quang - In: Journal of risk and financial management : JRFM 12 (2019) 2/81, pp. 1-16

This paper aims to test the adaptive market hypothesis in the two main Vietnamese stock exchanges, namely Ho Chi Minh City Stock Exchange (HSX) and Hanoi Stock Exchange (HNX), by measuring the relationship between current stock returns and historical stock returns. In particular, the tests...

Persistent link: https://www.econbiz.de/10012022105

Which stocks drive the size, value, and momentum anomalies and for how long? : evidence from a statistical leverage analysis

Aretz, Kevin; Aretz, Marc - In: Financial markets and portfolio management 30 (2016) 1, pp. 19-61

Persistent link: https://www.econbiz.de/10011485921

Market efficiency and profitability of technical trading rules : evidence from Vietnam

Metghalchi, Massoud; Hajilee, Massomeh; Hayes, Linda A. - In: The journal of prediction markets 7 (2013) 2, pp. 11-27

Persistent link: https://www.econbiz.de/10010198958

Test of weak-form market efficiency of an emerging market : evidence from Vietnam's stock market

Tran, Manh Tuyen; Nguyen, Trung Chinh - In: Vietnam's socio-economic development : a social science … 80 (2015), pp. 41-52

Persistent link: https://www.econbiz.de/10010492444

Empirical Investigation of Efficient Market Hypothesis in Vietnam Stock Market

Vo, Xuan Vinh - 2014

This research examines the efficiency of Vietnam stock market at weak form level by using daily and weekly observations …

Persistent link: https://www.econbiz.de/10013064450

Does short-term technical trading exist in the Vietnamese stock market?

Nguyen, Duc Khuong; Sensoy, Ahmet; Vo, Dinh-Tri; … - In: Borsa Istanbul Review 21 (2021) 1, pp. 23-35

The Vietnamese stock market provides an interesting and enriching test field for the application of trading expert systems as its economy is opening up, has high growth rate and may offer risk diversification opportunities. This paper examines the question of whether this frontier emerging...

Persistent link: https://www.econbiz.de/10012816400

Stock market, real estate market, and economic growth : an ARDL approach

Nguyen Thi My-Linh; Bui Ngoc Toan - In: Investment management and financial innovations 16 (2019) 4, pp. 290-302

Persistent link: https://www.econbiz.de/10012177696

Efficiency of the stock markets in Bangladesh : evidence from CSE and DSE

Aziz, Shawkatul Islam; Basher, Shahanara; Uddin, … - In: Journal of academic research in economics 5 (2013) 3, pp. 397-415

Persistent link: https://www.econbiz.de/10011285129

Counter-evidence of ASEAN stock market efficiency

Abdul Razak Abdul Hadi; Tat Hiung Yap - In: International journal of economics and finance 7 (2015) 7, pp. 207-216

Persistent link: https://www.econbiz.de/10011334065

Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India

Chai, Shanglei - In: International journal of economics and finance 7 (2015) 8, pp. 218-228

Persistent link: https://www.econbiz.de/10011346849

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