An Empirical analysis of Stock liquidity in Vietnam
The study examined the relationship between the size of firm which measured by market capitalization, number of issued stocks and liquidity on 283 firms listed on Hochiminh Stock Exchange in 2015. The study used Trading volume, Turnover and Aggregate turnover measures for shares liquidity. Using des...
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Format: | Final Year Project |
Language: | English |
Published: |
H. : ĐHQGHN
2020
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Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/98431 |
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Institution: | Vietnam National University, Hanoi |
Language: | English |
Summary: | The study examined the relationship between the size of firm which measured by market capitalization, number of issued stocks and liquidity on 283 firms listed on Hochiminh Stock Exchange in 2015. The study used Trading volume, Turnover and Aggregate turnover measures for shares liquidity. Using descriptive statistical, correlation matrix, linear regression and logistic regression, the study has determined that the logistic transformation for Turnover is the best measure of liquidity in Vietnam and detected a moderate positive correlation coefficient among liquidity variables and
liquidity ratio. |
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