Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads

Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads

This study seeks to examine the microstructure of the Vietnamese Stock Market (VSM). Specifically, we examine the determinants of bid-ask spreads (BAS) in the market, which we define as trading activity, risk, and information. In addition, we look at the mean and volatility of returns, spreads and...

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Main Authors: Chen, Jean Xiao Ming, Chong, Vanessa Xiumin, Dam, Dieu Phuc
Other Authors: Ding, David Kuan Yong
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Stock exchanges
Online Access:http://hdl.handle.net/10356/8931
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Institution: Nanyang Technological University
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spelling sg-ntu-dr.10356-89312023-05-19T06:24:04Z Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads Chen, Jean Xiao Ming Chong, Vanessa Xiumin Dam, Dieu Phuc Ding, David Kuan Yong Nanyang Business School DRNTU::Business::Finance::Stock exchanges This study seeks to examine the microstructure of the Vietnamese Stock Market (VSM). Specifically, we examine the determinants of bid-ask spreads (BAS) in the market, which we define as trading activity, risk, and information. In addition, we look at the mean and volatility of returns, spreads and trading volume, the market risk premium, the risk of each stock, and the correlation between the determinants of spreads to have a clearer definition to the setup of the VSM. 2008-09-24T07:26:49Z 2008-09-24T07:26:49Z 2003 2003 Final Year Project (FYP) http://hdl.handle.net/10356/8931 Nanyang Technological University application/pdf
institution Nanyang Technological University
building NTU Library
continent Asia
country Singapore
Singapore
content_provider NTU Library
collection DR-NTU
topic DRNTU::Business::Finance::Stock exchanges
spellingShingle DRNTU::Business::Finance::Stock exchanges
Chen, Jean Xiao Ming
Chong, Vanessa Xiumin
Dam, Dieu Phuc
Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
description This study seeks to examine the microstructure of the Vietnamese Stock Market (VSM). Specifically, we examine the determinants of bid-ask spreads (BAS) in the market, which we define as trading activity, risk, and information. In addition, we look at the mean and volatility of returns, spreads and trading volume, the market risk premium, the risk of each stock, and the correlation between the determinants of spreads to have a clearer definition to the setup of the VSM.
author2 Ding, David Kuan Yong
author_facet Ding, David Kuan Yong
Chen, Jean Xiao Ming
Chong, Vanessa Xiumin
Dam, Dieu Phuc
format Final Year Project
author Chen, Jean Xiao Ming
Chong, Vanessa Xiumin
Dam, Dieu Phuc
author_sort Chen, Jean Xiao Ming
title Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
title_short Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
title_full Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
title_fullStr Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
title_full_unstemmed Microstructure analysis of the Vietnamese stock market : determinants of bid-ask spreads
title_sort microstructure analysis of the vietnamese stock market : determinants of bid-ask spreads
publishDate 2008
url http://hdl.handle.net/10356/8931
_version_ 1770564472746803200

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