Trading behaviours during stock market bubbles: evidence from Vietnam Articles
Overview
published in
- APPLIED ECONOMICS LETTERS Journal
publication date
- October 2022
Digital Object Identifier (DOI)
International Standard Serial Number (ISSN)
- 1350-4851
Electronic International Standard Serial Number (EISSN)
- 1466-4291
abstract
- We study investors' trading behaviours during bubbles on the Vietnam stock market. Vietnam offers a great setting due to its high susceptibility to bubbles and large heterogeneity among various groups of investors. We document evidence of trading explosions during two bubbles identified in our sample period, followed by reversions in the aftermath. Financial sectors make a significant contribution to this phenomenon in both episodes. We also find that foreign and sophisticated investors increase their holdings when the bubbles form and start selling well before the bursts, suggesting their superior ability to local individuals in timing the market
Classification
subjects
- Business
- Economics
keywords
- stock market; bubble; trading behaviour