Stock returns

This research aims to evaluate the impact of CW issuance on the price and liquidity (measured by trading volume and bid-ask spread) of underlying stocks on the Vietnamese stock market. The study employs the event study methodology and Wilcoxon test to examine whether abnormal returns, trading volume, and bid-ask spreads change after CW issuance.

14p viwalton 02-07-2024 2 0   Download

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 1 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

This paper uses the component stocks of Yuanta Taiwan ESG ETF as observation samples to examine the impact of investor sentiment and ESG events on abnormal returns and volume. The empirical results of this study are as follows: (1) ETF component stock have abnormal returns and abnormal volumes before and after ESG events (2) Investor sentiment is negative correlated with abnormal returns and abnormal volumes. (3) The impact of ESG events will decrease the abnormal returns and abnormal volume of stocks.

22p dathienlang1012 03-05-2024 3 0   Download

Lecture "Investment: Chapter 4 - Stock analysis and valuation" provide students with content about: Security analysis: the investment decision process; Global economic considerations; Business cycles; Industry analysis;... Please refer to the detailed lecture content!

67p gaupanda031 13-05-2024 4 1   Download

This study explores the relationship between the Stock Exchange of Thailand Sustainability Index (sSET), Multinational Corporations (MNCs), and Environmental, Social, and Governance (ESG) criteria. Our analysis is based on a sample of 136 companies.

8p viellison 06-05-2024 1 1   Download

The primary purpose of this study is to compare Capital Asset Pricing Model with Arbitration Pricing Theory by considering the supply chain strategy. Another objective of this study is to determine the effect of Capital Asset Pricing Model (CAPM) and Arbitration Pricing Theory (APT) on excess returns and to determine the best asset pricing model in terms of ability to explain the estimation of excess return. This study examines the effect of variables in asset pricing models and compares the ability of asset pricing models in explaining excess return.

8p longtimenosee10 26-04-2024 2 1   Download

The core idea behind this research is to examine the significance of financial ratios taken from the financial reports or statements to forecast trend in stock price. For this purpose financial ratios have been taken to forecast stock returns from 2008 to 2018. Thus to predict the future price of stock four financial ratios have been taken, “price to book ratio (P/B), price to earnings ratio (P/E), dividend per share (DPS) and firm sizes”.

8p longtimenosee09 08-04-2024 4 1   Download

Efforts to reduce losses due to product returns and works to provide value to the products returned are topics that are widely discussed by researchers today. Many products returned by customers for various reasons have an impact on the company's stock, one of which causes inventory instability.

11p longtimenosee07 29-03-2024 7 1   Download

The global crisis in 2008 has a tremendous impact on Indonesian economic stability. It ultimately led to increases in asset prices including property. It drives investors to invest in property companies namely stock. Thus, this study aims to examine the effect of Economic Value Added, Return on Equity, and Earnings per Share toward Stock Price. Also, the role of Price Earnings Ratio as a Moderating Variable in the relationship among variables studied. The secondary data obtained from annual reports, financial statements.

7p longtimenosee06 27-03-2024 3 2   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

Part 1 book "Industrial engineering and management science" includes content: Design identity system based on product identity and its case studies, predicting the return of the Japanese stock market with artificial neural network, an information system of community home-based elderly service and its application on curriculum design, multiple-channel and intelligence digital diagnostic system for SFP optical transceiver,... and other contents.

55p muasambanhan05 16-01-2024 3 0   Download

This study explore the market reaction and its influencing factors when enterprises announce the launching of new IoT-related products or services, aiming to understand whether investors in the capital market will react to IoT-related announcements and whether such reaction subsequently generates abnormal returns on stock prices.

8p vimarillynhewson 02-01-2024 7 3   Download

Part 1 of ebook "Principles of corporate finance (12th edition)" provides readers with contents including: introduction to corporate finance; how to calculate present values; valuing bonds; the value of common stocks; net present value and other investment criteria; making investment decisions with the net present value rule; introduction to risk and return; portfolio theory and the capital asset pricing model; risk and the cost of capital; best practices in capital budgeting;...

438p tuongnhuoclan 27-11-2023 8 4   Download

Continued part 1, part 2 of ebook "Sustainability and social responsibility: Regulation and reporting" provides readers with contents including: market firm issues; corporate social disclosures by banks; social reporting in a health care organization; financial and sustainability reporting; corporate social responsibility, investor sentiment, and stock returns; an industry perspective on regulation and reporting;...

259p tuongnhuoclan 27-11-2023 5 2   Download

Geopolitical events are expected to affect all countries, asset classes, and sectors. Vietnam is a large open economy, actively participating in a vast network of free trade agreements. This study will give a better overview of the relationship between GPR and stock return’s spillover in the Vietnamese stock market considering data from a variety of industries.

11p vijeff 30-11-2023 5 4   Download

Ebook "The handbook of financial instruments" provides comprehensive coverage of a broad range of financial instruments, including equities, bonds (asset-backed and mortgage-backed securities), derivatives (equity and fixed income), insurance investment products, mutual funds, alternative investments (hedge funds and private equity), and exchange traded funds.

862p tuongnhuoclan 28-11-2023 6 5   Download

Part 1 of ebook "New trends in finance and accounting: Proceedings of the 17th annual conference on finance and accounting" provides readers with contents including: the theory of debt-deflation, a possibility of incompatibility of goals of monetary policy; gold versus stocks as an inflationary hedge, the case of spain; foreign capital inflows and stock market development in Turkey; count data modeling about relationship between Dubai housing sales transactions and financial indicators;...

394p mocthanhdao0210 19-11-2023 8 5   Download

Part 1 of ebook "Introduction to finance: Markets, investments, and financial management (16th edition)" provides readers with contents including: institutions and markets; the financial environment; money and the monetary system; banks and other financial institutions; investments; savings and investment process; time value of money; bonds and stocks - characteristics and valuations; financial return and risk concepts;...

396p hanlinhchi 29-08-2023 5 4   Download

The study investigates the relationship between liquidity and returns on a stock exchange in a frontier market. The paper applies three asset pricing models, including Capital Asset Pricing Model (CAPM), the Fama-French three-factor model, liquidity-augmented three-factor model. To measure the liquidity in the study, five measures: quoted spread, trading volume, trading value, Amihud measure, and turnover ratio were applied.

16p viberkshire 09-08-2023 6 5   Download