Abstract
Under a one factor model, this paperwork estimates the impacts of the size of firms’ competitors in the stock investment industry on the market risk level, measured by equity and asset beta, of 6 listed companies in this category. This study identified that the risk dispersion level in this sample study could be minimized in case the competitor size kept as current approximate size (measured by equity beta var of 0,034). Beside, the empirical research findings show us that equity beta min value decreases from 0,247 to 0,244 when the size of competitor doubles. Last but not least, most of beta values are acceptable. Ultimately, this paper illustrates calculated results that might give proper recommendations to relevant governments and institutions in re-evaluating their policies during and after the financial crisis 2007-2011.
Highlights
Together with financial system development and the economic growth, throughout many recent years, Viet Nam stock investment industry is considered as one of active economic sectors, which has some positive effects for the economy
Financial risk and reactions has become an issue after the global crisis 2007-2009 which has some certain impacts on the whole Viet name economy, and the Viet Nam stock investment industry
Scenario 2: Competitor size double, Beta values of total 6 listed firms on VN stock investment industry market as: There is no listed firms with both equity and asset beta values 1, or 0% of firms
Summary
Together with financial system development and the economic growth, throughout many recent years, Viet Nam stock investment industry is considered as one of active economic sectors, which has some positive effects for the economy. Financial risk and reactions has become an issue after the global crisis 2007-2009 which has some certain impacts on the whole Viet name economy, and the Viet Nam stock investment industry. This research paper analyzes market risk under a one factor model of these listed firms during this period [1]. The research issues and literature review will be covered in sessions 2 and 3, for a short summary. Session 7 presents empirical results and findings. Session 9 presents risk analysis and session 10 covers discussion [2]. This paper supports readers with references, exhibits and relevant web sources
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