The study of industry's performance size factor and seasonal effects in hose

dc.contributor.author	Thao, Nguyen Thi Kim
dc.date.accessioned	2013-09-09T04:17:13Z
dc.date.accessioned	2018-06-19T08:48:27Z
dc.date.available	2013-09-09T04:17:13Z
dc.date.available	2018-06-19T08:48:27Z
dc.date.issued	2010
dc.identifier.uri	http://10.8.20.7:8080/xmlui/handle/123456789/389
dc.description.abstract	The study examined the performance across eight industries which were listed in Ho Chi Minh Stock Exchange from April, 2007 to March, 2010. By applying Jensen portfolio performance measure, the study found that there is not any industry outperform relative to the market even though in recovering time. With utilizing the size factor of Fama-French model, the results showed that size effect exists in some industries but it is not stable before and after financial crisis. In addition, seasonal effect is also an interesting part when researching about industry’s performance. By apply dummy variables; the study recognizes two industries have positive September effect. They belong to Food and Transportation industry. The finding results of this study may bring to investors some meaningful indicators for their investment strategy in order to get abnormal-return.	en_US
dc.description.sponsorship	MBA. Le Hong Nhung	en_US
dc.language.iso	en	en_US
dc.publisher	International University HCMC, Vietnam	en_US
dc.relation.ispartofseries	;022000295
dc.subject	Exchange of securities	en_US
dc.title	The study of industry's performance size factor and seasonal effects in hose	en_US
dc.type	Thesis	en_US