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dc.contributor.authorUyen, Vo Bao
dc.date.accessioned2017-04-13T01:51:26Z
dc.date.accessioned2018-06-19T08:27:18Z
dc.date.available2017-04-13T01:51:26Z
dc.date.available2018-06-19T08:27:18Z
dc.date.issued2015
dc.identifier.other022002420
dc.identifier.urihttp://10.8.20.7:8080/xmlui/handle/123456789/1716
dc.description.abstractThe aim of this paper is to investigate the relationship between stock liquidity and firm performance. Tobin’s Q is used to be the proxy for firm performance, while the relative effective spread is the measurement of stock liquidity. The statistical sample includes 100 firms listed on Hochiminh Stock Exchange in the period from 2010 to 2014. The paper documents that higher liquidity of stock would yield higher firm performance, consistent to many previous researches. The conclusion is draw from different tests such as Panel Least Squares and Granger Causality Test on different models with the main dependant variable is Tobin’s Qen_US
dc.description.sponsorshipMBA. Nguyen The Namen_US
dc.language.isoen_USen_US
dc.publisherHCMC - International Universityen_US
dc.relation.ispartofseries;022002420
dc.subjectFinancial institutionen_US
dc.titleThe relationship between stock liquidity, firm performance and value in Ho Chi Minh stock exchangeen_US
dc.typeThesisen_US


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