Nghiên cứu hành vi gian lận trên thị trường chứng khoán Việt Nam - 28


Reliability Statistics

Cronbach's Alpha

N of Items

.832

6

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Nghiên cứu hành vi gian lận trên thị trường chứng khoán Việt Nam - 28


Item-Total Statistics


Scale Mean if Item Deleted

Scale Variance if Item Deleted

Corrected Item- Total Correlation

Cronbach's Alpha if Item Deleted

MNG1

17.46

19.049

.333

.858

MNG2

17.15

16.256

.645

.796

MNG3

17.03

16.041

.715

.782

MNG4

17.05

16.091

.692

.786

MNG5

17.09

16.395

.715

.783

MNG6

17.32

17.323

.553

.815


PHỤ LỤC 13

Phân tích nhân tố khám phá EFA lần 1


KMO and Bartlett's Test

Kaiser-Meyer-Olkin Measure of Sampling Adequacy.

.877

Approx. Chi-Square

3938.315

Bartlett's Test of df Sphericity

136

Sig.

.000


Total Variance Explained


Component


Initial Eigenvalues

Extraction Sums of Squared Loadings

Rotation Sums of Squared Loadings


Total

% of Variance

Cumulative

%


Total

% of Variance

Cumulative

%


Total

% of Variance

Cumulative

%

1

6.065

35.677

35.677

6.065

35.677

35.677

2.863

16.842

16.842

2

1.925

11.326

47.003

1.925

11.326

47.003

2.633

15.487

32.329

3

1.345

7.910

54.913

1.345

7.910

54.913

2.613

15.372

47.702

4

1.054

6.203

61.116

1.054

6.203

61.116

2.280

13.414

61.116

5

.873

5.136

66.252







6

.822

4.837

71.089







7

.661

3.888

74.978







8

.622

3.658

78.636







9

.594

3.494

82.130







10

.544

3.198

85.328







11

.486

2.860

88.188







12

.458

2.694

90.882







13

.397

2.337

93.219







14

.354

2.083

95.302







15

.336

1.976

97.278







16

.240

1.409

98.687







17

.223

1.313

100.000







Extraction Method: Principal Component Analysis.


Rotated Component Matrixa


Component

1

2

3

4

MNG4

.844




MNG5

.835




MNG6

.657




MNG3

.654

.524



ISD6


.700



ISD7


.697



MNG2

.522

.601



ISD5


.560



IVT2





IVT1





IVT6



.768


IVT5



.763


IVT4



.682


IVT3



.663


ISD2




.865

ISD1




.710

ISD3




.708

Extraction Method: Principal Component Analysis. Rotation Method: Varimax with Kaiser Normalization.

a. Rotation converged in 6 iterations.


PHỤ LỤC 14

Phân tích nhân tố khám phá EFA lần 2


KMO and Bartlett's Test

Kaiser-Meyer-Olkin Measure of Sampling Adequacy.

.817

Approx. Chi-Square

2343.840

Bartlett's Test of

Sphericity df

66

Sig.

.000


Total Variance Explained


Componen


Initial Eigenvalues

Extraction Sums of Squared Loadings

Rotation Sums of Squared Loadings


Total

% of Variance

Cumulative

%


Total

% of Variance

Cumulative

%


Total

% of Variance

Cumulative

%

1

4.311

35.923

35.923

4.311

35.923

35.923

2.692

22.433

22.433

2

1.732

14.437

50.360

1.732

14.437

50.360

2.343

19.525

41.957

3

1.228

10.234

60.595

1.228

10.234

60.595

2.236

18.637

60.595

4

.878

7.318

67.913







5

.648

5.402

73.315







6

.624

5.203

78.518







7

.594

4.951

83.470







8

.531

4.426

87.895







9

.477

3.971

91.867







10

.408

3.401

95.268







11

.342

2.848

98.115







12

.226

1.885

100.000







Extraction Method: Principal Component Analysis.


Rotated Component Matrixa



Component

1

2

3

ISD2

.845



ISD3

.758



ISD1

.712



ISD6

.637



ISD7

.505



IVT6


.787


IVT5


.778


IVT4


.713


IVT3


.678


MNG5



.851

MNG4



.844

MNG6



.712

Extraction Method: Principal Component Analysis. Rotation Method: Varimax with Kaiser Normalization.

a. Rotation converged in 5 iterations.


PHỤ LỤC 15

Đánh giá độ tin cậy của thang đo mới


Reliability Statistics

Cronbach's Alpha

N of Items

.781

5


Item-Total Statistics


Scale Mean if Item Deleted

Scale Variance if Item Deleted

Corrected Item- Total Correlation

Cronbach's Alpha if Item Deleted

ISD1

13.41

9.813

.566

.738

ISD2

13.54

10.189

.613

.723

ISD3

13.66

10.120

.601

.726

ISD6

13.72

10.376

.548

.743

ISD7

13.75

10.659

.461

.772


Reliability Statistics

Cronbach's Alpha

N of Items

.756

4


Item-Total Statistics


Scale Mean if Item Deleted

Scale Variance if Item Deleted

Corrected Item- Total Correlation

Cronbach's Alpha if Item Deleted

IVT3

10.04

6.007

.535

.709

IVT4

10.10

6.005

.538

.707

IVT5

10.14

5.785

.597

.676

IVT6

10.11

5.704

.544

.705


Reliability Statistics

Cronbach's Alpha

N of Items

.806

3


Item-Total Statistics


Scale Mean if Item Deleted

Scale Variance if Item Deleted

Corrected Item- Total Correlation

Cronbach's Alpha if Item Deleted

MNG4

6.82

3.436

.696

.688

MNG5

6.87

3.539

.747

.639

MNG6

7.10

4.047

.530

.858


PHỤ LỤC 16


Model

R

R Square

Adjusted R Square

Std. Error of the Estimate

Durbin- Watson

1

.584a

.341

.337

.57762

2.124

Bảng phân tích mô hình hồi quy đa biến Model Summaryb


a. Predictors: (Constant), MNG, IVT, ISD

b. Dependent Variable: FRD


ANOVAa


Model

Sum of Squares

df

Mean Square

F

Sig.

Regression

97.260

3

32.420

97.170

.000b

Residual

188.173

564

.334



Total

285.433

567




a. Dependent Variable: FRD

b. Predictors: (Constant), MNG, IVT, ISD


Coefficientsa


Model

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

Collinearity Statistics

B

Std. Error

Beta

Tolerance

VIF

(Constant)

1.470

.135


10.893

.000



ISD

.377

.036

.413

10.347

.000

.732

1.366

IVT

.072

.034

.079

2.116

.035

.842

1.188

MNG

.164

.031

.211

5.201

.000

.711

1.406


PHỤ LỤC 17


Thống kê mô tả các biến Descriptive Statistics


N

Minimum

Maximum

Mean

Std. Deviation

FRD

568

1.00

5.00

3.5613

.70951

ISD

568

1.00

5.00

3.4035

.77863

IVT

568

1.00

5.00

3.3666

.77702

MNG

568

1.00

5.00

3.4654

.91495

Valid N (listwise)

568






Bảng thống kê mô tả giá trị các quan sát Descriptive Statistics


N

Minimum

Maximum

Mean

Std. Deviation

ISD1

568

1

5

3.60

1.141

ISD2

568

1

5

3.48

1.009

ISD3

568

1

5

3.36

1.036

ISD6

568

1

5

3.30

1.045

ISD7

568

1

5

3.27

1.095

IVT3

568

1

5

3.42

1.007

IVT4

568

1

5

3.36

1.004

IVT5

568

1

5

3.32

1.001

IVT6

568

1

5

3.36

1.076

MNG4

568

1

5

3.57

1.110

MNG5

568

1

5

3.53

1.039

MNG6

568

1

5

3.30

1.084

Valid N (listwise)

568





Ngày đăng: 09/12/2022