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Minh bạch và công bố thông tin của các công ty niêm yết trên thị trường chứng khoán Việt Nam - 33

. esttab REM_C1 REM_C2 REM_C3 REM_C4 REM_C5 REM_C6, r2 star(* 0.1 ** 0.05 *** 0.01) brackets nogap compress


--------------------------------------------------------------------------------------

--

(1)

(2)

(3)

(4)

(5)

(6)

CPV_CSH

CPV_CSH

CPV_CSH

CPV_CSH

CPV_CSH

CPV_CSH

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Minh bạch và công bố thông tin của các công ty niêm yết trên thị trường chứng khoán Việt Nam - 33


--------------------------------------------------------------------------------------

--

CS_CBTT

0.000182

0.000158

0.000157

0.000163

0.000167 0.000155


[0.99]

[0.87]

[0.87]

[0.90]

[0.92] [0.85]

HDQT

-0.00113

-0.00111



-0.00124* -0.00111


[-1.51]

[-1.48]



[-1.71] [-1.48]

TVDL

-0.00106

-0.00105

-0.00114

-0.00117

-0.00103 -0.00104


[-1.06]

[-1.06]

[-1.15]

[-1.18]

[-1.04] [-1.04]

BGD

-0.000178

-0.000213



-0.000225


[-0.30]

[-0.36]



[-0.38]

QMCT 0.00747***

0.00745***


[8.40]

0.00745***


[8.40]

0.00703***


[8.93]

0.00706***


[8.94]

0.00754***


[9.16] [8.43]

DBTC

-0.0159***

-0.0175***


[-3.33]

-0.0160***


[-3.15]

-0.0164***


[-3.27]

-0.0164***


[-3.27]

-0.0177***


[-3.53] [-3.14]

SHQT

-0.0000535

-0.0000507


[-0.94]

-0.0000525


[-0.97]

-0.0000583


[-1.09]

-0.0000618


[-1.14]


[-0.99]

SHNN

-0.0000478

-0.0000404


[-0.52]

-0.0000440


[-0.57]

-0.0000629


[-0.84]

-0.0000644


[-0.86]

-0.0000371


[-0.48] [-0.62]

ROA

-0.0142






[-1.11]





TOBIN_Q

-0.000318

-0.000653



-0.000475


[-0.29]

[-0.62]



[-0.44]

0.000908**

0.000906**


[2.24]

0.000903**


[2.23]

0.000937**


[2.32]

0.000951**


[2.35]

0.000899**


[2.21]


[2.24]

SGDCK

-0.0112***

-0.0111***


[-4.40]

-0.0112***


[-4.44]

-0.0103***


[-4.26]

-0.0103***


[-4.28]

-0.0109***


[-4.42]


[-4.47]

ROE



-0.00725

-0.00716

-0.00728





[-1.50]

[-1.49]

[-1.49]


KTGD




0.00114

0.000577






[0.50]

[0.25]


MBR






-0.000223







[-0.41]

NAMNY


_cons -0.114*** -0.113*** -0.109*** -0.111*** -0.116***

-0.114***

[-4.99] [-4.97] [-5.25] [-5.27] [-5.51] [-5.01]


--------------------------------------------------------------------------------------

--

N 1452 1452 1452 1452 1452 1452


R-sq


--------------------------------------------------------------------------------------

--

t statistics in brackets

* p<0.1, ** p<0.05, *** p<0.01


. esttab FEM_C1 FEM_C2 FEM_C3 FEM_C4 FEM_C5 FEM_C6, r2 star(* 0.1 ** 0.05 *** 0.01) brackets nogap compress


--------------------------------------------------------------------------------------

--

(1)

(2)

(3)

(4)

(5)

(6)

CPV_CSH

CPV_CSH

CPV_CSH

CPV_CSH

CPV_CSH

CPV_CSH


--------------------------------------------------------------------------------------

--

-0.000136

-0.000152

-0.000177

-0.000194

-0.000174

-0.000152


[-0.40]

[-0.45]

[-0.53]

[-0.58]

[-0.52]

[-0.45]

HDQT

-0.00156

-0.00164



-0.00155

-0.00166


[-1.12]

[-1.18]



[-1.13]

[-1.19]

TVDL

-0.00162

-0.00163

-0.00158

-0.00155

-0.00155

-0.00159


[-0.67]

[-0.68]

[-0.66]

[-0.64]

[-0.65]

[-0.66]

BGD

0.000235

0.000329




0.000320


[0.15]

[0.22]




[0.21]

QMCT

0.00935

0.00840

0.0109*

0.0113*

0.0114*

0.00836


[1.61]

[1.46]

[1.85]

[1.90]

[1.92]

[1.45]

DBTC

-0.0110

-0.00698

-0.0145

-0.0152

-0.0163

-0.00641


[-0.62]

[-0.40]

[-0.80]

[-0.84]

[-0.90]

[-0.37]

SHQT

-0.0000894

-0.0000871


[-0.57]

-0.0000889


[-0.58]

-0.0000826


[-0.54]

-0.0000777


[-0.51]



[-0.58]

SHNN

-0.000137

-0.000115

-0.000167

-0.000164

-0.000147

-0.000116


[-0.62]

[-0.53]

[-0.76]

[-0.75]

[-0.67]

[-0.53]

ROA

-0.0226







[-1.18]






TOBIN_Q

-0.00156

-0.00175



-0.00170



[-0.68]

[-0.76]



[-0.74]


NAMNY

0.0142***

0.0141***


[10.36]

0.0143***


[10.50]

0.0140***


[10.23]

0.0139***


[10.02]

0.0138***


[10.00]


[10.49]

SGDCK

.

.

.

.

.

.


.

.

.

.

.

.

ROE



-0.0108

-0.0112

-0.0111





[-1.58]

[-1.63]

[-1.61]


KTGD




-0.00306

-0.00344


CS_CBTT

[-0.56] [-0.63]


MBR -0.000866


[-0.79]


_cons -0.234 -0.211 -0.283* -0.289* -0.283* -0.211


[-1.52] [-1.39] [-1.81] [-1.85] [-1.81] [-1.38]


--------------------------------------------------------------------------------------

--

N

1452

1452

1452

1452

1452

1452

R-sq

0.142

0.141

0.141

0.141

0.143

0.141


--------------------------------------------------------------------------------------

--

t statistics in brackets

* p<0.1, ** p<0.05, *** p<0.01


.

(R)

/ // //

/ / // / // 12.0 Copyright 1985-2011 StataCorp LP Statistics/Data Analysis StataCorp

4905 Lakeway Drive

Special Edition College Station, Texas 77845 USA

800-STATA-PC http://www.stata.com 979-696-4600 stata@stata.com

979-696-4601 (fax)


Single-user Stata network perpetual license: Serial number: 93611859953

Licensed to: STATAforAll

STATA


Notes:

1. (/v# option or -set maxvar-) 5000 maximum variables


. use "E:LUAN ANCHUONG LUAN ANKET QUATTCK_VN_506_cb.dta", clear HOI QUY TIM BIEN CONG CU

BIEN CONG CU CHO QUY MO CONG TY- ANH HUONG DEN CBTT


. reg QMCT DBTC SHNN SGDCK


Source | SS df MS

Number of obs

=

1452

-------------+------------------------------

F( 3, 1448)

=

361.44

Model | 1818.96175 3 606.320583

Prob > F

=

0.0000

Residual | 2429.02734 1448 1.67750507

R-squared

=

0.4282

-------------+------------------------------

Adj R-squared

=

0.4270

Total | 4247.98909 1451 2.9276286

Root MSE

=

1.2952


------------------------------------------------------------------------------

QMCT | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

DBTC

|

3.213946

.1465409

21.93

0.000

2.926491

3.501401

SHNN

|

.0278497

.0024086

11.56

0.000

.0231251

.0325744

SGDCK

|

1.43971

.0710893

20.25

0.000

1.300261

1.579159

_cons

|

24.69874

.0933232

264.66

0.000

24.51568

24.88181

------------------------------------------------------------------------------


. estimates store CB1


. reg QMCT BGD SHNN

Source | SS df MS Number of obs = 1452

-------------+------------------------------ F( 2, 1449) = 303.74

Model | 1254.84906 2 627.424532 Prob > F = 0.0000

Residual | 2993.14003 1449 2.0656591

R-squared

=

0.2954

-------------+------------------------------

Adj R-squared

=

0.2944

Total | 4247.98909 1451 2.9276286

Root MSE

=

1.4372

------------------------------------------------------------------------------

QMCT | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

BGD

|

.3780607

.0179628

21.05

0.000

.3428248

.4132965

SHNN

|

.0279551

.0025545

10.94

0.000

.0229442

.0329659

_cons

|

25.52572

.0856304

298.09

0.000

25.35775

25.69369

------------------------------------------------------------------------------


. estimates store CB2


. reg QMCT BGD SHQT SHNN DBTC


Source | SS df MS

Number of obs

=

1452

-------------+------------------------------

F( 4, 1447)

=

235.11

Model | 1673.34312 4 418.335781

Prob > F

=

0.0000

Residual | 2574.64597 1447 1.77929922

R-squared

=

0.3939

-------------+------------------------------

Adj R-squared

=

0.3922

Total | 4247.98909 1451 2.9276286

Root MSE

=

1.3339


------------------------------------------------------------------------------

QMCT | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

BGD

|

.28779

.0178829

16.09

0.000

.2527107

.3228692

SHQT

|

-.0123476

.001856

-6.65

0.000

-.0159883

-.008707

SHNN

|

.0333702

.0024299

13.73

0.000

.0286036

.0381367

DBTC

|

2.284835

.1620376

14.10

0.000

1.966981

2.602688

_cons

|

24.91922

.1030688

241.77

0.000

24.71704

25.1214

------------------------------------------------------------------------------


. estimates store CB


. reg QMCT BGD SHNN SGDCK


Source | SS df MS

Number of obs

=

1452

-------------+------------------------------

F( 3, 1448)

=

408.54

Model | 1947.33248 3 649.110827

Prob > F

=

0.0000

Residual | 2300.65661 1448 1.58885125

R-squared

=

0.4584

-------------+------------------------------

Adj R-squared

=

0.4573

Total | 4247.98909 1451 2.9276286

Root MSE

=

1.2605


------------------------------------------------------------------------------

QMCT | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

BGD

|

.3822518

.0157551

24.26

0.000

.3513465

.413157

SHNN

|

.01491

.0023259

6.41

0.000

.0103476

.0194724

SGDCK

|

1.444399

.0691869

20.88

0.000

1.308681

1.580116

_cons

|

24.83628

.0820403

302.73

0.000

24.67535

24.99721

------------------------------------------------------------------------------


. estimates store CB4


. esttab CB1 CB2 CB CB4, r2 star(* 0.1 ** 0.05 *** 0.01) brackets nogap compress

(1)

(2)

(3)

(4)

QMCT

QMCT

QMCT

QMCT

--------------------------------------------------------------

DBTC

3.214***


2.285***



[21.93]


[14.10]


SHNN

0.0278***

0.0280***

0.0334***

0.0149***


[11.56]

[10.94]

[13.73]

[6.41]

SGDCK

1.440***



1.444***


[20.25]



[20.88]

BGD


0.378***

0.288***

0.382***



[21.05]

[16.09]

[24.26]

SHQT



-0.0123***





[-6.65]


_cons

24.70***

25.53***

24.92***

24.84***


[264.66]

[298.09]

[241.77]

[302.73]

--------------------------------------------------------------

N

1452

1452

1452

1452

R-sq

0.428

0.295

0.394

0.458

--------------------------------------------------------------

--------------------------------------------------------------

t statistics in brackets

* p<0.1, ** p<0.05, *** p<0.01


. BIEN CONG CU CHO CONG BO TT - PHAN TICH CHI PHI VON


. reg CS_CBTT TVDL

SHNN

NAMNY

SGDCK


Source |

SS


df

MS

Number

of obs

=

1452

-------------+------------------------------

F( 4, 1447)

=

25.27

Model | 3187.56276 4 796.890691

Prob > F

=

0.0000

Residual | 45629.7523 1447 31.5340375

R-squared

=

0.0653

-------------+------------------------------

Adj R-squared

=

0.0627

Total | 48817.315 1451 33.6439111

Root MSE

=

5.6155


------------------------------------------------------------------------------

CS_CBTT | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

TVDL

|

.6996053

.1460773

4.79

0.000

.4130595

.9861511

SHNN

|

.0680918

.010463

6.51

0.000

.0475675

.0886161

NAMNY

|

-.0156223

.0599274

-0.26

0.794

-.1331762

.1019316

SGDCK

|

.806209

.3167801

2.55

0.011

.1848117

1.427606

_cons

|

60.9985

.4282216

142.45

0.000

60.1585

61.8385

------------------------------------------------------------------------------


. estimates store CPV1


. reg CS_CBTT TVDL SHNN NAMNY SGDCK ROE

Source | SS df MS Number of obs = 1452

-------------+------------------------------ F( 5, 1446) = 22.67

Model | 3548.7031 5 709.74062 Prob > F = 0.0000

Residual | 45268.6119 1446 31.306094 R-squared = 0.0727

-------------+------------------------------ Adj R-squared = 0.0695 Total | 48817.315 1451 33.6439111 Root MSE = 5.5952


------------------------------------------------------------------------------

CS_CBTT | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

TVDL

|

.7103172

.1455825

4.88

0.000

.4247417

.9958927

SHNN

|

.0641542

.0104894

6.12

0.000

.0435781

.0847302

NAMNY

|

-.0135568

.0597135

-0.23

0.820

-.1306911

.1035776

SGDCK

|

.753799

.31601

2.39

0.017

.1339118

1.373686

ROE

|

2.391285

.7040569

3.40

0.001

1.010203

3.772367

_cons

|

60.83193

.4294805

141.64

0.000

59.98946

61.6744

------------------------------------------------------------------------------


. estimates store CPV2


. esttab CPV1 CPV2, r2 star(* 0.1 ** 0.05 *** 0.01) brackets nogap compress


------------------------------------

(1) (2)

CS_CBTT CS_CBTT

------------------------------------

TVDL

0.700***

0.710***


[4.79]

[4.88]

SHNN

0.0681***

0.0642***


[6.51]

[6.12]

NAMNY

-0.0156

-0.0136


[-0.26]

[-0.23]

SGDCK

0.806**

0.754**


[2.55]

[2.39]

ROE


2.391***



[3.40]

_cons

61.00***

60.83***


[142.45]

[141.64]

------------------------------------

N

1452

1452

R-sq

0.065

0.073

------------------------------------

t statistics in brackets

* p<0.1, ** p<0.05, *** p<0.01


.

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