Market Efficiency: Hochiminh Stock Exchange

Student: Pham Hai linh

Supervisor: Emiliano Catonini

Faculty: International College of Economics and Finance

Educational Programme: Double degree programme in Economics of the NRU HSE and the University of London (Bachelor)

Year of Graduation: 2018

Emerging stock markets have been caught in increasing attention by investors. In this research, I study if weak-form efficiency, which is relatively popular in emerging stock markets, holds for the Vietnamese stock market. For that I will create a portfolio using forecast for components of VN30 Index from appropriate models and see if the portfolio outperforms the market VN30 Index. In case of zero excess return market can be weak form efficient.

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