Herding Behaviour in Stock Market: Evidence from Vietnam's Stock Market
The study’s aim is to analyse the herding behaviour of the largest capital market in Vietnam – Ho Chi Minh Stock Exchange from 03/01/2005 to 29/12/2017. The method proposed by Chang et al (2000) is applied to test for the existence of herding due to its superior effectiveness compared to other metho...
| Main Author: | BUI, DUC HUY |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2018
|
| Online Access: | https://eprints.nottingham.ac.uk/54253/ |
Similar Items
Examining the herding behavior in Chinese Stock Market
by: Xu, Yan
Published: (2006)
by: Xu, Yan
Published: (2006)
Herding behavior in stock market: a case in Malaysia
by: Chia, Lin Hui, et al.
Published: (2018)
by: Chia, Lin Hui, et al.
Published: (2018)
Vietnam stock market liberalisation's effect
by: Khuc, Minh Hieu
Published: (2008)
by: Khuc, Minh Hieu
Published: (2008)
Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020)
by: Wang, Lin
Published: (2020)
The Role of Herd Behaviour on Determining the Day-of-the Week Anomaly: A Lesson from Malaysia Stock Market
by: Brahmana, Rayenda, et al.
Published: (2012)
by: Brahmana, Rayenda, et al.
Published: (2012)
Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market
by: Zheng, Huiyi
Published: (2020)
by: Zheng, Huiyi
Published: (2020)
Herd Behaviour in Cryptocurrency Markets
by: Thompson, Nik
Published: (2020)
by: Thompson, Nik
Published: (2020)
The Role Of Volatility In Mediating The Impact Of Analyst’ Recommendations On Herding In The Malaysian Stock Market
by: Ooi, Kok Loang
Published: (2023)
by: Ooi, Kok Loang
Published: (2023)
Weak-form Efficiency Market Hypothesis: An empirical study on Vietnam stock market
by: Tran, Nhat
Published: (2016)
by: Tran, Nhat
Published: (2016)
Liquidity and stock returns-evidence from UK stock market
by: Le, Dang Thuy Trang
Published: (2013)
by: Le, Dang Thuy Trang
Published: (2013)
Stock Returns Predictability and Market Timing Trading : Evidence from Malaysian Stock Market
by: Nguyen, Thi Tuyet Nhung
Published: (2011)
by: Nguyen, Thi Tuyet Nhung
Published: (2011)
Testing the weak-form market efficiency of the Vietnamese Stock Market.
by: Bui, My Chau
Published: (2006)
by: Bui, My Chau
Published: (2006)
Behaviour of Stock Return Autocorrelation in the GCC Stock Markets
by: Chowdhury, H., et al.
Published: (2014)
by: Chowdhury, H., et al.
Published: (2014)
AN EMPIRICAL ANALYSIS OF STOCK MISPRICING: EVIDENCE FROM UK STOCK MARKET
by: Wang, Lujia
Published: (2012)
by: Wang, Lujia
Published: (2012)
Open market repurchases and firm stock return variation: evidence in Malaysia stock market
by: Chee, Chong Meng, et al.
Published: (2017)
by: Chee, Chong Meng, et al.
Published: (2017)
The dynamics of macroeconomics variables and the volatility of Indonesia stock markets: evidence from Islamic and conventional stock markets
by: Abduh, Muhamad, et al.
Published: (2013)
by: Abduh, Muhamad, et al.
Published: (2013)
Does the US IT stock market dominate other IT stock markets : Evidence from multivariate GARCH model
by: Zhuo, Qiao, et al.
Published: (2007)
by: Zhuo, Qiao, et al.
Published: (2007)
Indonesian stock market’s dynamic integration with Asian stock markets and world stock markets
by: Robiyanto, Robiyanto
Published: (2018)
by: Robiyanto, Robiyanto
Published: (2018)
Macroeconomic Variables and Stock Returns: Empirical Evidence from Nigerian Stock Market
by: Adenike, Azeez Aminat
Published: (2009)
by: Adenike, Azeez Aminat
Published: (2009)
Technical Analysis and Stock Price Prediction? Evidence from
Malaysian Stock Market
by: Lee, Kelvin Yong Ming, et al.
Published: (2016)
by: Lee, Kelvin Yong Ming, et al.
Published: (2016)
The Behaviour Of Malaysian Stock Market Investors
by: Abdullah, Nurliyana Thoh
Published: (2005)
by: Abdullah, Nurliyana Thoh
Published: (2005)
Herd behaviour in financial markets: an experimental approach
by: Nguyen, Thien Kim
Published: (2020)
by: Nguyen, Thien Kim
Published: (2020)
Behaviour of Islamic stock market in a prolonged down global market: empirical evidence from Malaysia
by: Mustafa, Siti Aisyah, et al.
Published: (2015)
by: Mustafa, Siti Aisyah, et al.
Published: (2015)
An Examination Of The Relationship Between Inflation Rate And Stock Market Profitability Empirical Evidence From Tehran Stock Market
by: Ahmadi, Zahra
Published: (2009)
by: Ahmadi, Zahra
Published: (2009)
The interdependencies of stock market based on Small Capital Index in Southeast Asia: Singapore, Thailand, Indonesia and Vietnam to Malaysian Stock Market / Rushaniza Ruslan
by: Ruslan, Rushaniza
Published: (2015)
by: Ruslan, Rushaniza
Published: (2015)
The Closed End Fund in the Vietnam Stock Market: An Examination of Market relation, Foreign Speculation, and Investor Sentiment
by: Nguyen, Thanh Tung
Published: (2007)
by: Nguyen, Thanh Tung
Published: (2007)
Liquidity and Stock Returns: Evidence from the UK Market
by: HUANG, SHAOHUA
Published: (2015)
by: HUANG, SHAOHUA
Published: (2015)
The Monday Effect: Evidence from Malaysian Stock Market
by: Tam, Kok Chian
Published: (2009)
by: Tam, Kok Chian
Published: (2009)
Liquidity and Stock Returns: Evidence from the UK Market
by: Tang, Zhiying
Published: (2009)
by: Tang, Zhiying
Published: (2009)
Investor sentiment and stock market: Evidence from China
by: Zhou, Xiaoqing
Published: (2022)
by: Zhou, Xiaoqing
Published: (2022)
Size effect and the Common Variation in stock returns: Evidence from the Indian Stock Market
by: Zhang, Zhuoqi
Published: (2012)
by: Zhang, Zhuoqi
Published: (2012)
Short Selling Announcements and Stock Price Reactions: Evidence from the Malaysian Stock Market
by: Chan, Kar Hoong
Published: (2010)
by: Chan, Kar Hoong
Published: (2010)
Illiquidity and stock returns: Evidence from UK stock market over 1993 to 2008
by: Wang, Shuyan
Published: (2009)
by: Wang, Shuyan
Published: (2009)
Effect Of Sentiment On Stock Returns: Evidence From The Gulf Cooperation Council Stock Markets
by: Sharmin, Rashida
Published: (2019)
by: Sharmin, Rashida
Published: (2019)
Herding behaviour in China’s markets and their influences on international markets and trading partners
by: Chong, Oi Ping
Published: (2020)
by: Chong, Oi Ping
Published: (2020)
Are stock market returns driven by foreign exchange rate movements in frontier markets? Evidence from the Colombo Stock Exchange
by: Balapatabendi, Sanjana Devin
Published: (2020)
by: Balapatabendi, Sanjana Devin
Published: (2020)
Are stock market returns driven by foreign exchange rate movements in frontier markets? Evidence from the Colombo Stock Exchange
by: Balapatabendi, Sanjana Devin
Published: (2021)
by: Balapatabendi, Sanjana Devin
Published: (2021)
Does Domestic Stock Market Returns Depends on the Stock Market of its Major Trading Partners? : Evidence from Malaysia
by: Phua, Cher Ye, et al.
Published: (2017)
by: Phua, Cher Ye, et al.
Published: (2017)
Volatility Forecasting in Bull and Bear Markets:
Evidence from the US stock market
by: Sideris, Epameinondas
Published: (2016)
by: Sideris, Epameinondas
Published: (2016)
International transmission of stock market movement: evidence from the Islamic Equity Markets
by: Ruzita Abdul Rahim,, et al.
Published: (2008)
by: Ruzita Abdul Rahim,, et al.
Published: (2008)
Similar Items
-
Examining the herding behavior in Chinese Stock Market
by: Xu, Yan
Published: (2006) -
Herding behavior in stock market: a case in Malaysia
by: Chia, Lin Hui, et al.
Published: (2018) -
Vietnam stock market liberalisation's effect
by: Khuc, Minh Hieu
Published: (2008) -
Volatility Forecasting in Stock Markets: Evidence from the Chinese Stock Market, the UK Stock Market, and the US Stock Market
by: Wang, Lin
Published: (2020) -
The Role of Herd Behaviour on Determining the Day-of-the Week Anomaly: A Lesson from Malaysia Stock Market
by: Brahmana, Rayenda, et al.
Published: (2012)