| dc.contributor.author | Vu, Nguyen Qui | |
| dc.date.accessioned | 2018-03-10T07:15:07Z | |
| dc.date.accessioned | 2018-05-28T09:23:43Z | |
| dc.date.available | 2018-03-10T07:15:07Z | |
| dc.date.available | 2018-05-28T09:23:43Z | |
| dc.date.issued | 2015 | |
| dc.identifier.other | 022001923 | |
| dc.identifier.uri | http://10.8.20.7:8080/xmlui/handle/123456789/2294 | |
| dc.description.abstract | The research target is that comparison the effective between Capital Asset Pricing Model (CAPM) and Fama - French Three Factor Model (FF3FM) in explanation the stock return when it is applied for manufacturing sector in Ho Chi Minh Stock Exchange (HOSE). The research data is collected from 98 firms which are operating in that sector over five (05) years from 2009 to 2013. And this data is used for Panel data method to conduct assumption test to find the optimal regression model among Fixed Effects Model (FEM) and Random Effects Model (REM). Base on the regression result, this study answer two issues:
- The factors in CAPM and FF3FM are risk premium, size premium and value premium can actually effect on the explanation stock return, like the empirical research in abroad.
- When being applied in manufacturing sector in HOSE, what is the more appropriate method – CAPM or FF3FM? | en_US |
| dc.description.sponsorship | Dr. Nguyen Kim Thu | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | International University - HCMC | en_US |
| dc.subject | Capital markets | en_US |
| dc.title | Testing capital asset pricing model (CAPM) and fama - french three factor model (FF3FM) for manufacturing sector in ho Chi Minh stock exchange | en_US |
| dc.type | Thesis | en_US |
