Luận văn thạc sĩ can investment strategies beat the market
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Luận văn thạc sĩ can investment strategies beat the market
UNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A IN DEVELOPMENT EC Luận văn thạc sĩ can investment strategies beat the market CONOMICSCAN INVESTMENT STRATEGIES BEAT THE MARKET?ByHUYNH NHAT TRINHMASTER OF ARTS IN DEVELOPMENT ECONOMICSHo Chi Minh City, August 2016ABSTRACTOver the past tluee decades, many anomalies, known as investment strategies, have been documented on the global financial markets. However, from 2000s to no Luận văn thạc sĩ can investment strategies beat the market w. several scholars have shown considerable changes in the magnitude of these excess returns. Therefore, the purpose of this thesis IS to examine whetLuận văn thạc sĩ can investment strategies beat the market
her these investment strategies can be applied in Vietnam slock market or not. Ill addition, this thesis also provides tire explanation of difference UNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A IN DEVELOPMENT EC Luận văn thạc sĩ can investment strategies beat the market riod 2006 to 2014. this thesis examines three investment strategics including value investing, momentum investing and size investing. The evidences in Vietnam stock market confirms the existences of statistically value premium and size premium dining the normal economic condition. During the financi Luận văn thạc sĩ can investment strategies beat the market al crisis period, the results also confirm the value and size premium but they are not significant ill the statistical point of view, hl term of momenLuận văn thạc sĩ can investment strategies beat the market
turn investment strategy, it cannot be applied ill reality when the results shown that the existences of momentum premium are not clear dining the norUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A IN DEVELOPMENT EC Luận văn thạc sĩ can investment strategies beat the market indicated that volatility can be used to explain the excess return bill 111 term of beta, it cannot be used. The behavioral arguments are not covered in this thesis, so that mi impheation for future research refers towards die under and over-reaction in the value investment strategy-, the size inve Luận văn thạc sĩ can investment strategies beat the market stment strategy, and rhe momentum investment strategy.ACKNOWLEDGEMENTFirst of all, I would like to express my utmost acknowledgement and appreciationLuận văn thạc sĩ can investment strategies beat the market
towards my supervisor - Dr Ngo Minh Hal - for all the motivation, patience and support he has given me to complete this thesis. This thesis would nor UNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A IN DEVELOPMENT EC Luận văn thạc sĩ can investment strategies beat the market it.Besides. 1 would like to thank my family, especially my Mom. Dad and my girlfriend for rhe continuous support they have given me throughout my time in business school. I could not have done it without them.Txist bur nor least, it has been a long and fill! learning process and Ĩ would like to than Luận văn thạc sĩ can investment strategies beat the market k my fellow graduate students at K20 for a memorable semester. Thanks to teachers and staffs in Vietnam Netherlands Programme for their help during myLuận văn thạc sĩ can investment strategies beat the market
process.iiABBREVIATIONSAMEXAmerican Stock ExchangeBV/MVBook value over market value ratioCAPMCapital Asset Pricing ModelCFPCash flow to puceDP EPDiviUNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A IN DEVELOPMENT EC Luận văn thạc sĩ can investment strategies beat the market Ho Chi Minh Slock Exchange11PRHolding period returnĨ.ĨBORLondon Interbank Offered RareNASDAQNational Association of Securities Dealer s Automated QuatationsNYSENew York Slock Exchange Luận văn thạc sĩ can investment strategies beat the market UNIVERSITY OF ECONOMICSINSTITUTE OF SOCIAL STL DIESHO CHI MINH CITYTHE HAGUEVIETNAMNETHERLANDSVIETNAM - NETHERLANDSPROGRAMME FOR M.A IN DEVELOPMENT ECGọi ngay
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