Measuring market efficiency using factor models - An empirical study on the Ho Chi Minh Stock Exchange
This paper aims to evaluate market efficiency with a focus on the Ho Chi Minh Stock Exchange. The single index and multiple factor models are used to examine related risks for this market. This paper shows that the market risk measured by the VN-index cannot measure all the risk on the Ho Chi Minh S...
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| Main Author: | |
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| Format: | Article |
| Language: | Vietnamese |
| Published: |
TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH
2024-10-01
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| Series: | Tạp chí Khoa học Đại học Mở Thành phố Hồ Chí Minh - Kinh tế và Quản trị kinh doanh |
| Subjects: | |
| Online Access: | https://journalofscience.ou.edu.vn/index.php/econ-vi/article/view/3482 |
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