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FPT University|e-Resources > Đồ án tốt nghiệp (Dissertations) > Tài chính ngân hàng (Finance and Banking) >
Please use this identifier to cite or link to this item: http://ds.libol.fpt.edu.vn/handle/123456789/1705

Title: The Impacts Of Foreign Sector (Fii) On Liquidity Of Vietnam Stock Market
Authors: Trần, Minh Phăng
Dao, Ngoc Quynh Nguyen
Nguyen, Thi Thu Hoai
Pham, Thi Ngoc Thuy
Phan, Phuong Tuong
Truong, Cong Sang
Keywords: Capstone Project
Đồ án tốt nghiệp
Finance
Banking
Foreign
Sector
Liquidity
Market
Stock
Issue Date: 2015
Publisher: FUG HCM
Abstract: This research aims to identify the impacts of FII on liquidity of Vietnam stock market in the period from 2010 to June 2015. The research uses Vector Autoregressive model to analyze daily data from the transaction of FII in the HOSE. Specifically, the model included dependent variable measured by Amihud illiquidity and independent variables measured by Gross purchase, Gross sale and Net purchase of foreign investors. Then the authors apply some general tests to check the stability and stationary of data. By using Eviews 8.1 application, the authors found out that Gross sale and Net purchase of FII make impacts on liquidity of stock market in Vietnam while Gross purchase of FII have been affected by liquidity of Vietnam stock market.
URI: http://ds.libol.fpt.edu.vn/handle/123456789/1705
Appears in Collections:Tài chính ngân hàng (Finance and Banking)

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