Investment Approach by Alpha Value: Case of Firms Listed on the Stock Market in Vietnam Period Before and After the Covid-19 Pandemic.
Anh Phong NguyenHuyen Linh DangThi-Tra-My NguyenHoang Nam CaoHa Nam Phuong NguyenHuynh Phuong Vy NguyenPublished in: MMBD (2022)
Keyphrases
- stock market
- investment strategies
- financial information
- short term
- stock price
- stock returns
- stock exchange
- financial data
- stock index futures
- panel data
- trading rules
- stock trading
- investment decisions
- information technology
- portfolio optimization
- financial time series
- listed companies
- long term
- developed countries
- decision making
- garch model
- portfolio management
- trading systems
- chinese stock market