The Effects of Macroeconomic Policies on Equity Market Liquidity: Empirical Evidence in Vietnam.

Dang Thi Quynh Anh Le Van Hai

Published in: ECONVN (2019)

Keyphrases

empirical evidence
stock market
financial markets
futures market
portfolio optimization
financial data
stock price
stock exchange
short term
exchange rate
portfolio selection
long run
non stationary
short run
electronic markets
reinforcement learning
optimal policy
optimal pricing
long term