| dc.description.abstract | This thesis examines the impact of stock liquidity on corporate dividend policy.
The data sample was collected from 292 non-financial enterprises listed on the Ho Chi
Minh City Stock Exchange (HOSE), including 603 observations in the period from 2018
to 2020. The paper runs Tobit, Logit, OLS and FEM regression models to investigate the
correlation between liquidity of stock on decision paying dividends of firms. In Vietnam,
specifically on HOSE, stock liquidity has a positive impact on dividend policy of
companies. However, in terms of statistical significance, it is not strong enough to
conclude that stock liquidity is a factor considered by Vietnamese firms in their dividend
decisions. | en_US |
