Economics, Econometrics and Finance
5 years ago

VN 30 Index Futures Drive Price Discovery and Market Stability

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Investment Management and Financial Innovations
Price discovery and information transmission across stock index futures: evidence from VN 30 Index Futures on Vietnam’s stock market
Nhung Thi Nguyen, Trần Thị Vân Anh, Nguyễn Tố Nga, Vương Thùy Linh, Đinh Xuân Cường

Paper Summary

The article examines how VN 30 Index Futures impact the stock market in Vietnam. By analyzing data from 2017 to 2019, the researchers found that futures trading helps set prices and share information with the stock market. This means that when the market goes down or stays stable, VN 30 Index Futures play a crucial role in guiding prices and sharing important information.

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