Building and Econometric Model of Selected Factors’ Impact on Stock Price: A Case Study

Huy, Dinh Trần Ngọc; Dat, Pham Minh; Anh, Pham Tuan

doi:10.9770/jssi.2020.9.m(7)

Cited by 46 publications

(15 citation statements)

References 0 publications

Supporting

Mentioning

Contrasting

Unclassified

Order By: Relevance

“…Tahir et al (2020) found higher availability of private credit in the host country results in lower dividend repatriation. Huy et al (2020) show that the increase in GDP growth and lending rate and risk free rate has a significant effect on increasing VCB stock price with the highest impact coefficient, the second is decreasing the exchange rate, finally is a slight decrease in S&P500.…”

Section: Literature Reviewmentioning

confidence: 95%

Enhancing risk management culture for sustainable growth of Asia commercial bank -ACB in Vietnam under mixed effects of macro factors

Hac¹,

Huy²,

Thạch³

et al. 2021

JESI

Self Cite

View full text Add to dashboard Cite

For sustainable growth, macro policy makers will need to look at risk management in banking industry and impacts of macro factors on market risk in order to adjust policies and build risk management culture in banking system. What we need to adjust in trade balance, risk free rate and other policies? This is one of reasons for us to conduct this study.This paper measures the Beta CAPM in famous model under impacts of both macro internal and external variables during low inflation time 2015-2020 in the country. The evidence is the fundamental role of risk management in commercial bank has been increasing with new perspectives in management, corporate governance and risk management models. We will estimate effects in risk measurement of one of big listed Vietnam commercial bank, Asia commercial bank (ACB) during the low inflation period 2015-2020 with semiannual data. Through using analysis, synthesis statistics methods, and dialectical materialism method, combined with econometric model with 9 macro variables, we figure out that CPI has a positive correlation with Beta CAPM of ACB, while Risk free rate (Rf) and lending rate have negative correlation with Beta CAPM of the bank. It implies that increase in inflation, together with decrease in Rf and lending rate will increase market risk.Then, one of its major findings is the suggestion of macro and risk management policies for bank and relevant government agencies. Our recommendation can be used for reference and expand researches in many other emerging markets.

show abstract

Section: Literature Reviewmentioning

confidence: 95%

Enhancing risk management culture for sustainable growth of Asia commercial bank -ACB in Vietnam under mixed effects of macro factors

Hac¹,

Huy²,

Thạch³

et al. 2021

JESI

Self Cite

View full text Add to dashboard Cite

show abstract

“…According to an intervention study to improve self-care for heart failure patients in Japan (2016) by providing health education for patients with chronic heart failure inpatient treatment with materials prepared from accompanied by a leaflet describing the behavior of care. This study showed that there was an improvement in patient's self-care behavior after 1 month of intervention [22][23][24][25][26]. This study followed patients for 2 years and the results of univariate or multivariate regression analysis both showed that health education reduced the rate of rehospitalization and death from heart failure.…”

Section: A Roles and Supports Of Nursesmentioning

confidence: 94%

Effective Medicine Treatment for Corona Patients at Home in COVID 19 Pandemic - and Roles of Nurses and Doctors for Heart Failures Treatment Attached

Binh

Huy

Ngoc

et al. 2021

JPRI

Self Cite

View full text Add to dashboard Cite

In the case of developing countries such as Vietnam, we will have a new approach of attacking corona virus and help patients at home with effective medicine treatment solutions as presented in this paper, it will help other nations as well and they can use it as reference. Authors will use qualitative analysis and experience and expertise from experts to explore this solution. Our study results show that there are several methods to treat corona patients at home effectively and that are tested in some countries including Vietnam. Currently Vietnam is testing Molnupiravir and other methods of treatment which will be presented, while WHO and Japan also have other approaches as presented in the study. Last but not least, authors suggest treatment of heart failures attached for patients and self-care knowledge for these patients.

show abstract

“…The first part of the literature focuses on price balloons that may be associated with exchange rates, while the second part focuses on the studies that test price balloons that may occur in cryptocurrencies. Meanwhile, prior to the observance of bubbles, several underlying factors are associated with the market prices of assets such as the stocks, the real estate industry and other financial valuations (Huy et al, 2020a(Huy et al, , 2020b(Huy et al, , 2021.…”

Section: Review Of Empirical Studiesmentioning

confidence: 99%

Is there a price bubble in the exchange rates of the developing countries? The case of BRICS and Turkey

Yıldırım

Akdağ

Alola

2022

JEFAS

View full text Add to dashboard Cite

PurposeThe last decades have experienced increasingly integrated global political and economic dynamics ranging especially from the influence of exchange rates and trade amid other sources of uncertainties. The purpose of this study is to examine the exchange rate dynamics of Brazil, Russia, India, China, and South Africa (BRICS) and the Republic of Turkey.Design/methodology/approachGiven this perceived global dynamics, the current study examined the BRICS countries and the Republic of Turkey's exchange rate dynamics by using the United States (US) monthly dollar exchange rate data between January 2002 and August 2019. The price bubble which is expressed as exceeding the real value of assets' prices which is observably caused by speculative movements is investigated by using the Supremum Augmented Dickey-Fuller (SADF) and the Generalized Supremum Augmented Dickey-Fuller (GSADF) approaches.FindingsAccordingly, the GSADF test results opined that there are price bubbles in the dollar exchange rate of other countries except for the United States Dollar (USD)/Indian Rupee (INR) exchange rate. As the related countries are classified as developing countries in terms of their structure, they are also expectedly the subject of speculative exchange rate movements. Speculative movements in exchange rates may cause serious problems in national economies.Originality/valueThus, the current study provides a policy framework to the BRICS countries and the Republic of Turkey.

show abstract

Building and Econometric Model of Selected Factors’ Impact on Stock Price: A Case Study

Cited by 46 publications

References 0 publications

Enhancing risk management culture for sustainable growth of Asia commercial bank -ACB in Vietnam under mixed effects of macro factors

Enhancing risk management culture for sustainable growth of Asia commercial bank -ACB in Vietnam under mixed effects of macro factors

Effective Medicine Treatment for Corona Patients at Home in COVID 19 Pandemic - and Roles of Nurses and Doctors for Heart Failures Treatment Attached

Is there a price bubble in the exchange rates of the developing countries? The case of BRICS and Turkey

Contact Info

Product

Resources

About