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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Bibliographic Details
Main Author: Bui, Thi Ha Trang
Other Authors: Do, Phuong Huyen
Format: Final Year Project
Language:English
Published: H. : ĐHQGHN 2020
Subjects:
Online Access:http://repository.vnu.edu.vn/handle/VNU_123/98431
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Institution: Vietnam National University, Hanoi
Language: English
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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.