The Impacts Of Foreign Sector (Fii) On Liquidity Of Vietnam Stock Market
| dc.contributor.advisor | Trần, Minh Phăng | |
| dc.contributor.author | Dao, Ngoc Quynh Nguyen | |
| dc.contributor.author | Nguyen, Thi Thu Hoai | |
| dc.contributor.author | Pham, Thi Ngoc Thuy | |
| dc.contributor.author | Phan, Phuong Tuong | |
| dc.contributor.author | Truong, Cong Sang | |
| dc.date.accessioned | 2016-03-22T01:45:13Z | |
| dc.date.available | 2016-03-22T01:45:13Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | http://ds.libol.fpt.edu.vn/handle/123456789/1705 | |
| dc.description.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. | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | FUG HCM | en_US |
| dc.subject | Capstone Project | en_US |
| dc.subject | Đồ án tốt nghiệp | en_US |
| dc.subject | Finance | en_US |
| dc.subject | Banking | en_US |
| dc.subject | Foreign | en_US |
| dc.subject | Sector | en_US |
| dc.subject | Liquidity | en_US |
| dc.subject | Market | en_US |
| dc.subject | Stock | en_US |
| dc.title | The Impacts Of Foreign Sector (Fii) On Liquidity Of Vietnam Stock Market | en_US |
| dc.type | Thesis | en_US |
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