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Accep tability of the trend forecasting model using the time series analysis of stock indices

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Nội dung chi tiết: Accep tability of the trend forecasting model using the time series analysis of stock indices

Accep tability of the trend forecasting model using the time series analysis of stock indices

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

Accep tability of the trend forecasting model using the time series analysis of stock indices hool Southern Luzon state University, Lucban, Quezon, Philippines in Collaboration withThai Nguyen University, Socialist Republic of VietnamIn Partial

Fulfillment of the Requirements for the Degree Doctor of Business AdministrationByDAO THE HUY (IT)41609Chapter 1INTRODUCTIONTo industrialize and mode Accep tability of the trend forecasting model using the time series analysis of stock indices

rnize the country requires an effort to maintain stable economic growth and restructure the economy to enhance its efficiency and competitiveness, Vie

Accep tability of the trend forecasting model using the time series analysis of stock indices

tnam needs huge capital investment. Therefore, building the securities market in Vietnam has become an urgent need to mobilize mid-term and long-term

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

Accep tability of the trend forecasting model using the time series analysis of stock indices enterprises along with the establishment and development of the securities market has created a more open and healthy business environment.On July 10,

1998, the Prime Minister signed Decree No. 48/1998/ND-CP on the stock and securities market and a decision to set up two securities trading centers i Accep tability of the trend forecasting model using the time series analysis of stock indices

n Hanoi and Ho Chi Minh City. (The Vietnam STATE SECURITIES COMMISSION (SSC), 2012). On July 20th 2000. the Ho Chi Minh City Securities Trading Center

Accep tability of the trend forecasting model using the time series analysis of stock indices

officially commenced operation and executed the first trading session on July 28. 2000 with two types of listing stocks.After seven years of growth a

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

Accep tability of the trend forecasting model using the time series analysis of stock indices ities Trading Center to Hochiminh Stock Exchange (HOSE). On August 8. 2007, Hochiminh stock Exchange was officially opened.2Hanoi Stock Exchange (HNX)

was established by Decision no. 01/2009/QD-Ttg dated January 02. 2009 by the Prime Minister of Vietnam on the grounds of transforming and restructuri Accep tability of the trend forecasting model using the time series analysis of stock indices

ng Hanoi Securities Trading Centre. Hanoi Securities Trading Centre (HASTC), which was founded in compliance with Decision No 127/1998/QD-TTg dated Ju

Accep tability of the trend forecasting model using the time series analysis of stock indices

ly 11, 1998, has gone live since 2005 organizing share auctions and bond biddings. It also provides a secondary market for both stocks and bonds as it

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

Accep tability of the trend forecasting model using the time series analysis of stock indices on value of VND 154.137,023.19 billion and Hanoi stock Exchange (HNX) has listed 397 stocks with a total listed value of VND 84,511.094.02 billion (Th

e Vietnam STATE SECURITIES COMMISSION (SSC), 2012 ) . In the near future, the number of listed stocks on HOSE and HNX will increase quickly because th Accep tability of the trend forecasting model using the time series analysis of stock indices

e government has a policy to equitize a number of large companies and state-owned commercial banks which will be listed in the market.The primary purp

Accep tability of the trend forecasting model using the time series analysis of stock indices

ose of this research W'as to assess the Time Series Analysis Model which the researcher has developed to help investors know how to recognize the tren

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

Accep tability of the trend forecasting model using the time series analysis of stock indices 012) for investors to choose from and this research will help investors to make an informed decision when they take actions to buy or sell stocks. In

Vietnam, the traders mostly buy or sell by emotion or rumors especially individual investors, therefore they almost always make a low profit or a loss Accep tability of the trend forecasting model using the time series analysis of stock indices

.3There are many technical indicators to support investor decision but these six indicators that the author used to build the Time Series Analysis Mod

Accep tability of the trend forecasting model using the time series analysis of stock indices

el have not been combined in any model before, and so their usefulness as a combined set of indicators has not yet been identified.The researcher has

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

Accep tability of the trend forecasting model using the time series analysis of stock indices re calculations based on statistical functions such as Simple Moving Average, Exponential Moving Average (EMA), simple moving average plus 2 standard

deviations, and simple moving average minus 2 standard deviations. This research will apply statistical functions to find the trend of Hose and Hnx an Accep tability of the trend forecasting model using the time series analysis of stock indices

d to support trading decisions.Background of the studyNormally, the respondents would need to consider the following questions, so that they can not o

Accep tability of the trend forecasting model using the time series analysis of stock indices

nly make trading decisions, but also assess any trend prediction model that they use:1What is the current trend of the Vietnam stock index?1.1.Uptrend

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

Accep tability of the trend forecasting model using the time series analysis of stock indices ow price2.4.Closed price2.5.Volume2.6.Date

ACCEPTABILITY OF THE TREND FORECASTING MODEL USING THE TIME SERIES ANALYSIS OF STOCK INDICESA DISSERTATIONPresented to the Faculty of the Graduate Sch

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