The study aims at examining the relation between return and risk of shares listed on the HCMC Stock Exchange (HOSE). Data for the study include series of VN-Index and stock prices of 80 shares listed on the HOSE gathered on a weekly basis from Jan. 2, 2007 to Dec. 31, 2009. The results based on the regression method show that the riskier the portfolio, the higher the return and a non-linear relation between return and risk of these shares does exist.
Nội dung trích xuất từ tài liệu:
A test of relation between return and risk of stocks listed on the HCMC stock exchange
A test of relation between return and risk of stocks listed on the HCMC stock exchange
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Tìm kiếm theo từ khóa liên quan:
HCMC stock exchange Stock exchange Market risk Stock prices VN-IndexTài liệu có liên quan:
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