VGU RESEARCH REPOSITORY
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https://epub.vgu.edu.vn/handle/dlibvgu/663| Title: | The trading behavior of the foreign investors in Vietnam stock market | Authors: | Nguyen Tran Tien | Keywords: | Trading behavior;Foreign investors;Stock market | Issue Date: | 2016 | Publisher: | Vietnamese-German University | Abstract: | This paper aims to measure the relationship between returns and foreign investors trading behavior in Vietnam stock market. The simple regression equation and vector autoregressive model proposed by Anthony Richards (2004) and Froot, O’Connel and Seaholes (2001) are adopted to measure this relationship. Based on the mentioned methodology, the study presents that global, as well as domestic return indeed have an impact on the flows of foreign investment. In particular, foreign investors seem to be positive feedback trader with respect to the U.S and the domestic markets. The nature of this trading may be related to the higher education and experience of foreign investors as well as their capability to extract information from recent returns. Due to the scope and this research and its limitations, it is suggested that future researches should investigate more further into this relationship after Vietnam has liberalize its policies. |
URI(1): | http://epub.vgu.edu.vn/handle/dlibvgu/663 | Rights: | Attribution-NonCommercial 4.0 International |
| Appears in Collections: | Finance & Accounting (FA) |
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