PRICE LIMITS AND STOCK MARKET VOLATILITY: EMPIRICAL EVIDENCE FROM THE HO CHI MINH STOCK EXCHANGE

被引：0

作者：

Nguyen Thi Tuyet Nhung ^{[1
]}

机构：

[1] Ton Duc Thang Univ, Finance & Banking Fac, 19 Nguyen Huu Tho,Dist 7, Ho Chi Minh City, Vietnam

来源：

FINANCE AND PERFORMANCE OF FIRMS IN SCIENCE, EDUCATION, AND PRACTICE | 2015年

关键词：

price limits; stock return volatility; Ho Chi Minh Stock Exchange;

D O I：

暂无

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

The paper AIS to examine the effect of stock price limits on the volatility of its return in the Ho Chi Minh Stock Exchange. By employing GARCH (1,1) model, the estimated results indicate that the price limits has an impact on the stock return during the first testing period. However, during later period, the paper detects no effect of price limits.

引用

页码：1102 / 1111

页数：10

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