Fig 1.
Mechanism diagram for the impact of EVFTA-related events on the Vietnam stock market.
Table 1.
Events around the EVFTA.
Table 2.
Reactions following the events around the EVFTA (in %).
Table 3.
Robustness tests for the events around the EVFTA.
Table 4.
Market anticipation following the events around EVFTA (in %).
Table 5.
Negative delayed reaction following the events around EVFTA (in %).
Table 6.
Positive and mixed delayed reaction following the events around the agreement (in %).
Table 7.
Aggregate change in systematic risk following the announcements around EVFTA.
Fig 2.
Short-term changes in systematic risk following EVFTA announcements.
Fig 3.
Long-term changes in systematic risk following EVFTA announcements.