The presence of foreign ownership is very limited in stocks traded in Vietnam due to the existing regulations. Significant premiums have been observed in stock trading, reflecting a result of direct negotiations between foreign institutional investors and current owners of the stocks. However, the information content of traded stocks in Vietnam has largely been ignored in the current literature. We examine the information content of listed stocks in different trade sizes of the large-capitalization stocks included in the VN30 Index. This paper uses the intraday data for constituents of the national market index, the VN30 Index, from 1st January 2017 to 14th November 2019. Our findings confirm that the ultimate impact of trade innovation size on a quote is positive, increasing and concave. The quote revision in Vietnam's stock market causing trades is found in this paper. In addition, stock trades at times of the wide spread have a more significant price impact than the narrow spread. Interestingly, findings from this paper indicate that market participants are highly unlikely to infer an information event following a large trade occurring in the market.

由于现行法规，在越南交易的股票中，外国所有权的存在非常有限。在股票交易中观察到显着溢价，反映了外国机构投资者与股票当前所有者之间直接谈判的结果。然而，在当前的文献中，越南交易股票的信息内容在很大程度上被忽略了。我们考察了纳入VN30指数的大盘股不同交易规模的上市股票的信息含量。本文使用了 2017 年 1 月 1 日至 2019 年 11 月 14 日的全国市场指数 VN30 指数成分股的日内数据。我们的研究结果证实，贸易创新规模对报价的最终影响是正的、增加的和凹的。越南的报价修订' 引起交易的股票市场在本文中被发现。此外，在价差大时的股票交易比价差窄时对价格的影响更大。有趣的是，本文的研究结果表明，市场参与者极不可能在市场上发生大规模交易后推断出信息事件。