Abstract
The article studies the impact of bank liquidity and bank stock liquidity on the stock price volatility of 17 The article studies the impact of bank liquidity and bank stock liquidity on the stock price volatility of 17 commercial banks listed on the Vietnamese Stock Exchange. The study uses the Random Effect Model with unbalanced table data and quarterly frequency from the first quarter of 2006 to the fourth quarter of 2020. The results show that the financial gap (FGAP) has a positive impact on the stock price volatility of banks, meaning the higher the financial gaps, the lower the bank liquidity, and the larger the stock price volatility of banks. In addition, the study also shows that the size of total assets and the change of exchange rate for the two factors have opposite effects on changes in the share prices of banks. The study has not yet found any evidence to conclude that stock liquidity has an impact on the stock price volatility of the commercial banks listed on the Vietnamese Stock Exchange.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
