Exchange - Trade Funds (ETFs) and stock liquidity: Vietnamese evidences

• المؤلفون الرئيسيون: Nguyen, Thi Minh Hue, Do, Phuong Huyen
• مؤلفون آخرون: Khoa Quốc tế, ĐHQGHN
• التنسيق: مقال
• اللغة: English
• منشور في: ISERD International Conference 2020
• الموضوعات: ETFs; component stock’s liquidity; stock liquidity; Vietnamese
• الوصول للمادة أونلاين: http://repository.vnu.edu.vn/handle/VNU_123/89406

The paper examnines how the introduction of Vietnamese ETFs impacts on liquidity of the underlying stocks. We found that the component stock’s liquidity decreased after the firt Vietnamese-based ETF (DBX) introduced in 2008, but significantly improved after the other two ETFs introduced in 2009 and...