Stock return performance

This research delves into the assessment of Capital Adequacy Ratio (CAR) among Joint-Stock Commercial Banks (JSCBs) in Vietnam from 2015 to 2022. It investigates the variations in CAR over this period and explores its association with key financial metrics, including Return on Assets (ROA), Deposit Ratio (DEP), Liquidity (LIQ), Loan-to-Asset Ratio (LOA), Loan Loss Reserve (LLR), Non-Performing Loan Ratio (NPL), Leverage (LEV), bank size (SIZE), and the scale of board governance (BoardS).

9p leminhvu111 07-06-2024 2 0   Download

This research study is an insight into the intricate relationship between macroeconomic factors and the performance of the Vietnam’s stock market. Drawing on an extensive dataset covering the recent five-year period, the study employs a multifaceted methodology that combines data analysis, time-series modeling, and sector-specific analysis to comprehensively evaluate the dynamic interactions between key macroeconomic indicators and stock market returns.

13p leminhvu111 07-06-2024 0 0   Download

The purpose of this study is to evaluate, compare and rank the overall efficiency based on the annual reports of companies in Malaysia stock market by using Data Envelopment Analysis (DEA). The analysis is carried out on 15 government-linked companies (GLCs) where cross-sectional data between periods of 2013 to 2017 were evaluated. Three efficiency input were considered including return on assets, return on equity and tobin’s q where the outcome or outputs were profitability.

5p longtimenosee04 06-03-2024 2 1   Download

This study aims at the impacts of diversification strategies on the Vietnamese bank’s performance. Using a sample of 13 listed banks from 2010 to 2019 and System Generalized Method of Moments (Sys-GMM) regression method, the author finds that income diversification results to lower bank profitability, as measured by the bank’s return on assets and return on equity.

12p viberkshire 09-08-2023 10 5   Download

The aim of this study is to determine the relationship between sustainability accounting report and financial performance of listed companies on the Hanoi Stock Exchange (HNX). The study used unweighted disclosure index method to assess the sustainability accounting reporting of listed companies on the HNX with 33 items of disclosure compiled from Circulation No.155/BTC, Circular No.200/BTC and Vietnamese Accounting Standards (VAS).

7p nhanchienthien 25-07-2023 6 5   Download

Work experience is a key factor in hiring decision of managers. However, empirical evidence that early life experience matters is very limited. This thesis fills in the gap by examining how work experience affects managerial performance and managerial style in mutual funds. Using a sample of Chinese fund managers, we find performances and styles vary across managers of different career backgrounds. Notably, managers of research and especially government backgrounds show higher risk adjusted returns while taking on less systematic risk.

161p runthenight04 02-02-2023 4 1   Download

This thesis provides solid evidence to support the notion that idiosyncratic volatility plays a significant role in Australian equity markets. Therefore, it should not be ignored but instead should be considered when evaluating the performance of Australian stock portfolios and pension funds. It can also be used to predict Australian economic conditions.

214p runthenight04 02-02-2023 4 2   Download

I discover that there has been cumulative abnormal return in Viet Nam. In my literature, the cumulative abnormal returns (CAR) occur in some windows on one month prior to the date of announcement. I also find that corporate information environment having impact on target value creation.

12p vimichaeldell 04-12-2021 21 1   Download

This study investigate the relationship between intellectual capital and financial performance of 179 listed firm on Hochiminh Stock Exchange. The study uses value added intellectual capital method (VAIC) to measure the intellectual capital and Return on asset (ROA) to measure financial performance. The result shows the positive correlation between these two ratios.

11p huyetthienthan 23-11-2021 11 1   Download

Stock return can be one of the representations of a company’s performance in investment. This study aims at investigating the factors determining the stock return of the largest users of energy production of oil, gas and coal classified in the manufacturing companies at Indonesia’s Stock Exchange for the period of 2016-2018. It involved 134 companies classifies as the largest users of energy production of oil, gas and coal classified as the manufacturing entries in IDX that were used as the target of the population and all were selected for the sample of this study.

5p caygaocaolon11 18-04-2021 18 3   Download

This study is to investigate the influence of inflation on the effectiveness of the Economic Value Added (EVA) which an investor may employ to quantify the value generated by a company. However, inflation can distort EVA and potentially result in inefficient allocation of resources and policy on rewards. This study will look into the adjusted and nominal EVA in order to measure the business performance as reflected in stock returns, stock market prices and operating cash flows.

5p chauchaungayxua8 02-10-2020 17 1   Download

This paper studies China’s stock prices in the framework of consumption-based capital asset pricing models (CCAPM). Using China’s quarterly stock market data from 1991 to 2019, we estimate and compare four versions of CCAPM: the classical CCAPM, CCAPM with housing service consumption, with habit formation, and with both. We find habit formation affects stock returns only if housing service consumption is considered. Further, although every model is consistent with data to certain extent, the models with habit formation perform substantially better.

12p nguyenanhtuan_qb 09-07-2020 21 4   Download

The Chinese stock market is unique in which it is moved more by individual retail investors than institutional investors. Therefore, for economic and political stability it is more important to efficiently manage the risk of the Chinese stock market. We investigate its volatility dynamics through the GARCH model with three types of heavy-tailed distributions, the Student’s t, the NIG and the NRIG distributions.

7p nguyenanhtuan_qb 09-07-2020 18 5   Download

The present study explored the impact of acquisition on performance of Iranian target companies listed in Tehran Stock Exchange. The results of testing research hypotheses showed that performance of target companies did not significantly increase after acquisition, suggesting a decreasing trend in the performance of the target companies after acquisition compared with the period before acquisition.

10p kelseynguyen 26-05-2020 19 1   Download

The purpose of this study is to analyze the factors influencing non-performing loans in companies listed on the Indonesian Stock Exchange Banking sector. All banks in Indonesia carefully review their Non-Performing Loans. According to the Central Bank regulations, the non-performing loan is at a maximum of 5%.

10p kelseynguyen 26-05-2020 28 0   Download

This paper studies the impact of the factors reflecting the capital structure on the performance of construction companies listed on the Vietnam Stock Exchange by using a sample of 59 listed construction companies in three years (177 observations).

8p kelseynguyen 26-05-2020 22 1   Download

This study represents a new attempt to show the role of corporate governance characteristics on the performance of Jordanian Banks expressed by return on equity ROE during the period from 2014 to 2017. The investigation employed statistics measurements and tools to state the relationships between ROE and different variables.

10p kelseynguyen 26-05-2020 23 1   Download

The finding shows that stock repurchase announcements result in a positive and significant valuation effect for both announcing firms and rival firms in Vietnam. Furthermore, the degree of signal to the industry is conditional on the degree of signal about the announcing firms as a contagious effect. Intra-industry effects are more favorable when profit performance of rival firms is good and when leverage of rival firms is low.

14p caygaocaolon5 19-05-2020 24 4   Download

This paper gives first empirical evidence from Vietnam, an emerging country, on the impact of financing decision on firm performance in Vietnam. The study uses data of 102 non financial firms listed on Ho Chi Minh Stock Exchange (HOSE) in the 2008-2018 period. Generalized method of moment (GMM) is employed to overcome drawbacks of the model to assure stable and efficient findings. In this study, return on assets (ROA) is utilized to measure firm performance.

6p tozontozon 25-04-2020 16 1   Download

The purpose of this study was to examine the effect of credit risk management on the performance of selected listed commercial banks in Ghana. The study used secondary data collected from seven (7) banks listed on the Ghana Stock Exchange for a period of ten (10) years covering 2007-2016 with a total of seventy (70) observations.

10p tociitocii 24-04-2020 39 2   Download