(LUẬN văn THẠC sĩ) can investment strategies beat the market
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(LUẬN văn THẠC sĩ) can investment strategies beat the market
https://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FO (LUẬN văn THẠC sĩ) can investment strategies beat the market OR M.A IN DEVELOPMENT ECONOMICSCAN INVESTMENT STRATEGIES BEAT THE MARKET?ByHUYNH NHAT TRINHMASTER OF ARTS IN DEVELOPMENT ECONOMICSHo Chi Minh City, August 2G16ABSTRACTOver the past three decades, many anomalies, known as investment strategies, have been documented on the global financial markets. Ho (LUẬN văn THẠC sĩ) can investment strategies beat the market wever, from 2000s to now. several scholars have shown considerable changes in (he magnitude of these excess returns. Therefore, the purpose of this th(LUẬN văn THẠC sĩ) can investment strategies beat the market
esis is to examine whether these investment strategies can be applied in Vietnam slock market or not. In addition, this thesis also provides the explahttps://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FO (LUẬN văn THẠC sĩ) can investment strategies beat the market ge (HNX) during the period 2006 to 2014. this thesis examines three investment strategies including value investing, momentum investing and size investing. The evidences in Vietnam stock market confirms the existences of statistically value premium and size premium during the normal economic conditi (LUẬN văn THẠC sĩ) can investment strategies beat the market on. During the financial crisis period, the results also confirm the value and size premium but they are not significant hl the statistical point of v(LUẬN văn THẠC sĩ) can investment strategies beat the market
iew. In term of momentum investment strategy, it cannot be applied in reality when the results shown that the existences of momentum premium arc not chttps://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FO (LUẬN văn THẠC sĩ) can investment strategies beat the market malies. The results indicated that volatility can be used to explain the excess return but in term of beta, it cannot be used. The behavioral arguments are not covered in this thesis, so that an implication for future research refers towards the under and over-reaction in the value investment strate (LUẬN văn THẠC sĩ) can investment strategies beat the market gy, the size investment strategy, and the momentum investment strategy.ACKNOWLEDGEMENTFirst of all. 1 would like to express my utmost acknowledgement(LUẬN văn THẠC sĩ) can investment strategies beat the market
and appreciation towards my supervisor - Dr Ngo Minh Hai - for all the motivation, patience and support he has given me to complete this thesis. This https://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FO (LUẬN văn THẠC sĩ) can investment strategies beat the market in and to improve it.Besides. I would like to thank my family, especially my Mom. Dad and my girlfriend for (he continuous support they have given me throughout my lime in business school. 1 could not have done it without them.Last but not least, it has been a long and fun learning process and 1 wou (LUẬN văn THẠC sĩ) can investment strategies beat the market ld like to thank my fellow graduate students at K20 for a memorable semester. Thanks to teachers and stalls in Vietnam - Netherlands Programme for the(LUẬN văn THẠC sĩ) can investment strategies beat the market
ir help during my process.iiABBREVIATIONSAMEXAmerican Stock ExchangeBV.MVBook value over market value ratioCAPMCapital Asset Pricing ModelCEPCash flowhttps://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FO (LUẬN văn THẠC sĩ) can investment strategies beat the market Stock ExchangeHOSEHo Chi Minh Stock ExchangeHPRHolding period returnLIBORLondon interbank offered RaleNASDAQNational Association of Securities Dealers Automated Quatations (LUẬN văn THẠC sĩ) can investment strategies beat the market https://khothu vien .comUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STUDIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOGọi ngay
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