Mối quan hệ giữa lệch lạc quy mô doanh nghiệp và dòng vốn đầu tư nước ngoài tại việt nam

Model uncertainty, financial market integration and the home bias puzzle.. Endogenous asymmetric information and international equity home bias: the effects of portfolio size and informa

NGUY N HUY MINH

T I VI T NAM

LU

NGUY N HUY MINH

M C L C

DANH M C B NG

T

I THI U 1

1.1 1

1.2 M u 3

1.3 u 4

1.4 C u 4

C 6

2.1 t 6

2.1.1 V l ch l t tri n v ng 6 2.1.2 7

2.2 Nh 9

2.3 Nh ng m, tranh lu n c 17

U 24

3.1 D li u 24

3.2 u 25

3.3 u 26

3.4 Thu th p d li u 29

K T QU U O LU N 33

4.1 th ng ch t Nam 33

4.2 Th 40

4.4 Ki m b p c ki nh Wald 50

4.5 K t qu - ki nh theo t 52

4.6 K t qu - ki nh h i quy d li i chu i th i gian 54

4.7 K t qu t l ch l p 60

4.8 t qu u v 67

5 K T LU N 69

5.1 K t lu n t k t qu th c nghi m 69

5.2 H n ch n ngh 70

B ng 4.2: K t qu th n d li u 42

B ng 4.3: K t qu ki ng tuy n d li u b ng Eview 7 46

B ng 4.4: K t qu ki i quy d li 50

B ng 4.5: K t qu ki i quy hai gi n 2SLS 51

B ng 4.6: K t qu ki nh theo t 53

B ng 4.7: K t qu h i quy d li i th i gian 54

B ng 4.8: K t qu h i quy d li i th 58

B ng 4.9: K t qu t v ng quy p 63

B ng 4.10 t qu u t i Vi t Nam v 67

I THI U 1.1

i thi u t u

u

t lu n

ngh , k kinh doanh nh m thu l i

nhu c i nhu c ti u qu trong s n xu t kinh doan

t

vi t th th i v i kho

u Collard, Dellas, Diba and Stockman (

tr trung v Jarque l n 32,603 ch ng minh r ng d li u

i chu n

r nh nh s li i l ch (Skewness =

l n nhau trong m hi n t ng th Khi x y ng tuy n,

[0; 1] -0,267

(-1,891; 0,207)

[0; 4]

-0,133 (-1,662; 0,178)

4.6 K t qu - ki nh h i quy d li i chu i th i gian

B ng ch k t qu h i quy d li v i chu i th i gian c li u danh m c

(51,193) (27,405) (33,326)

T LU N 5.1 K t lu n t k t qu th c nghi m

th ng l n ng s u m r ng

u ti p theo

DANH M U THAM KH O

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16

Evidence from an emerging stock market

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environment and increase market value?

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US worth more?

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