Ảnh hưởng của các yếu tố vĩ mô đến sự biến động giá cổ phiếu các doanh nghiệp niêm yết trên Sở Giao dịch Chứng khoán thành phố Hồ Chí Minh

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Tác giả: Thị Xuân Đào Huỳnh, Tiến Hùng Nguyễn

Ngôn ngữ: vie

Ký hiệu phân loại: 339.4 Factors affecting income and wealth

Thông tin xuất bản: Tạp chí Kinh tế - Công nghiệp, 2018

Mô tả vật lý: 80-92

Bộ sưu tập: Metadata

ID: 490795

Thêm vào giỏ

Nghiên cứu được thực hiện nhằm xác định ảnh hưởng của các yếu tố vĩ mô đến sự biến động giá cổ phiếu các doanh nghiệp niêm yết trên Sở Giao dịch Chứng khoán thành phố Hồ Chí Minh (HOSE). Dữ lỉệu được sử dụng trong nghiên cứu bao gồm: Lợi nhuận trên mỗi cổ phần (EPS) của 18 doanh nghiệp niêm yết trên HOSE
Tỷ giả USD/VND
Lãi suất cho vay
Gỉá vàng
và chỉ số lạm phát (đo lường qua CPI) trong giai đoạn từ 01/01/2011 đến 31/12/2016 được thu thập theo tần suất quý. Kết quả nghiên cứu cho thấy tỷ giả USD/VND có tương quan tỷ lệ thuận với sự biến động giá cổ phiếu. Ngược lại, biến động của giá vàng và tỷ lệ lạm phát có mối tương quan nghịch với sự biển động giá cổ phiếu. Kết quả nghiên cứu này là phù hợp với các nghiên cứu trước đây ở thị trường chứng khoán mớỉ nổi. Thật sự hữu ích và cần thiết dành cho Chính phủ, Ngân hàng Nhà nước Việt Nam, các công ty niêm yết, Ủy ban Chứng khoán Nhà nước cũng như các nhà đầu tư chứng khoán tham khảo kết quả trong nghiên cứu này.The study was conducted to determine the influence of macro factors on the stock price fluctuations of businesses listed on the Ho Chi Minh Stock Exchange (HOSE). Data used in the study include: Earnings per share (EPS) of 18 companies listed on HOSE
Billion USD / VND
Interest rates
Gold price
and the inflation index (as measured by CPI) from January 1, 2011 to December 31, 2016, was collected by quarterly frequency. The research results show that the USD / VND counterpart rate is positively correlated with the stock price volatility. In contrast, the volatility of gold prices and the inflation rate are inversely correlated with the fluctuations of stock prices. The results of this study are consistent with previous studies in emerging markets. It is really useful and necessary for the Government, the State Bank of Vietnam, listed companies, the State Securities Commission as well as securities investors to refer to the results of this study.

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