Nghiên cứu này cũng có một số hạn chế nhất định và kỳ vọng sẽ đƣợc khắc phục trong các nghiên cứu sau. Thứ nhất, việc công bố thông tin không đầy đủ, chính xác gây khó khăn trong việc thu thập số liệu. tác giả đã sử dụng nhiều công cụ nhƣ các trang web tài chính, web công ty nhăm đối chiếu và kiểm tra thông tin nhƣng vẫn không thu thập lƣợng cung một cách đầy đủ.Thứ hai, việc khảo sát trên mẫu nhỏ VN30 và HNX30 trong giai đoạn 7 năm 2008 – 2014 chƣa khái quát hết tác động của cung, cầu thông tin đến độ biến động giá, tác động cụ thể trong từng nhóm ngành cụ thể. Tác giả hy vọng rằng những hạn chế trên sẽ đƣợc khắc phục trong các bài nghiên cứu tiếp theo về vấn đề này.
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