LIST OF REFERENCES
Vietnamese Document Catalog
1. Huynh The Nguyen and Nguyen Quyet, 2013. The relationship between exchange rate, interest rate and stock price in Ho Chi Minh City. Journal of development and integration, No. 11 (21), pp. 37-41.
2. Nguyen Thi Ngoc Trang, 2007. Financial risk management . Statistical publishing house.
3. Nguyen Thi Ngoc Trang and Nguyen Huu Tuan, 2014. Monetary policy transparency and retail interest rate pass-through in Vietnam. Journal of development and integration, No. 15 (25).
4. Tran Ngoc Tho et al., 2005. Modern corporate finance . Ho Chi Minh City: Statistical Publishing House.
5. Truong Dong Loc, 2014. Factors affecting stock price changes: evidence from Ho Chi Minh City Stock Exchange. Can Tho University Science Journal, No. 33 (2014), pp. 72 – 78.
English Document Catalog
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APPENDIX: RESULTS OF RUNNING REGRESSION MODEL
RESULTS OF RUNNING DESCRIPTIVE STATISTICS AND ADF TEST
ACB
CTG
MBB
70 0
60 0
? 0 0
40 0
300
Mean | -0.003991 |
Median | 0.000000 |
Maximum | 9.531018 |
Minimum | -10.53605 |
Std. Dev. | 3.408486 |
Skewness | 0.057135 |
Kurtosis | 4.380374 |
Jarque-Bera | 121.4245 |
Probability | 0.000000 |
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Null Hypothesis: RNVB has a unit root Exo genous: Constant
Lag Length: O (Fixed)
t-Statistic | Prob ' | |
.éuomented D ickeY-Fuller test statistic | -49.23271 | 0.0001 |
Test critical values: 1% level | -3.434451 | |
5% level | -2863238 | |
10 % level | -2.567722 | |
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Series. RNVB
Sample 11.!01.!2011 11.!30.!2017
Observations 1519
* klacKinn on (1996) one-s ide d p-values.
.Aug mented D ickey-Fuller Te st Equation Dependent Variab Ie: D (RNVB)
I lethod: Le ast Squares Date: 04/03/18 Time: 16: 5 6
Sample (adjustment ): 1 February 1, 201 1 1 January 30, 2017 Included observations: 1518 after adjustments
Variable
coefficient | Std. Error t-Statistic | Prob. | |
RNVB(-1) | -1.230845 | 0.025001 -49.23271 | 0.0000 |
c | -0.005497 | 0.085179 -0.064533 | 0.9486 |
R-squared | 0.615215 | dependent variable | 0.002518 |
.Pdjusted R-squared | 0.614961 | SD dependent var | 5.348281 |
SE of regression | 3.318690 | .4kaike info criterion | 5.238334 |
Sum squared residue | 16696.77 | Schwarz criterion | 5.245350 |
Log likelihood | -3973.895 | Hannan-Quinn critic. | 5.240946 |
F-statistic | 2423.860 | Durb in-'.Watson stat | 2.02 9732 |
Prob(F-statistic) | 0.000000 |