Loc Dong Truong; Friday, H. S. - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-14
This study investigated the impact of the introduction of the VN30-Index futures contract on the daily returns anomaly for the Ho Chi Minh Stock Exchange (HOSE). Daily returns of the VN30-Index for the period 6 February 2012 through 31 December 2019 are used in this study to ascertain the new...
