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The effectiveness of carhart's four-factor model on HCM stock exchange
(International University HCMC, Vietnam, 2010)
The asset pricing behavior in the Vietnamese stock market is an interesting and important issue for both local and foreign investors. In order to investigate whether other risk factors besides ...
The study of industry's performance size factor and seasonal effects in hose
(International University HCMC, Vietnam, 2010)
The study examined the performance across eight industries which were listed in
Ho Chi Minh Stock Exchange from April, 2007 to March, 2010. By applying Jensen portfolio performance measure, the study found ...