Intraday arbitrage opportunity of exchange-traded fund - A case of e1vfvn30 fund

This paper focuses on investigating pricing efficiency or arbitrage opportunity of ETF in the context of Vietnam's stock market. By employing intraday data of the first local Vietnam-based ETF (VFMVN30 ETF - the fund that tracks performance of VN30 Index) listed on Ho Chi Minh stock exchange (H...

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書目詳細資料
主要作者: Vu, Duy Thinh
其他作者: Do, Phuong Huyen
格式: Final Year Project
語言:Vietnamese
出版: 2020
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在線閱讀:http://repository.vnu.edu.vn/handle/VNU_123/98152
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