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VGU RESEARCH REPOSITORY


Please use this identifier to cite or link to this item: https://epub.vgu.edu.vn/handle/dlibvgu/1252
Title: A quantitative analysis of stock price movement - A case study of factors affecting the Vietnam stock market in 2018-2019
Authors: Tran Thanh Binh 
Keywords: Stock price;Vietnam stock market
Issue Date: 2020
Publisher: Vietnamese-German University
Abstract: 
The approach utilized in this study is the generation of regression model using Eviews 8 –statistical tool. This research was implemented by assembling secondary source from Ho Chi Minh Stock Exchange.
This study included financial data of 245 firms from Ho Chi Minh Stock Exchange in the recent period of 2018-2019. The phase of data analysis involved multiple regression methods with hypothesis testing via t test with level of significance of 5%. The variables assessed are: Stock price volatility as dependent variable, Return on Assets, Price to Book Value, Price to Earnings and Debt to Equity. In addition, four statistical tests: Multicollinearity test, Heteroskedasticity test, Wald test, Ramsey RESET test were conducted to examine the credibility of the regressionmodel. The results indicated that the four parameters had significant effects on Stock price movement with obtained correlation in line with the given hypotheses. Furthermore, he four tests confirmed the reliability and credibility of the regression model.
URI(1): http://epub.vgu.edu.vn/handle/dlibvgu/1252
Rights: Attribution-NonCommercial 4.0 International
Appears in Collections:Business Information Systems (BIS)

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