- Journal Article
Author: Tran Phuong Thao (2014) - This chapter investigates the transmission mechanism of the Global Financial Crisis which originated in the United States to the East Asian equity markets, including the developed markets of Hong Kong, Japan, and Singapore, and the emerging markets of Malaysia, Thailand, and Taiwan, and the frontier market of Vietnam. To test for the transmission mechanism, we employ the constant conditional correlation (CCC) and the dynamic conditional correlation (DCC) based on the MGARCH model to estimate the time-varying correlations between the United States an equity markets. Our empirical findings suggest that the Global Financial Crisis transmitted shocks to these markets at varying intensitie...
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- Conference Paper
Author: Tran Phuong Thao (2015) - Banking system is considered as a backbone of a country’s economic development.
Understanding bank efficiency and relationship between this efficiency and banking industry
development are considered as important issues for the sustainable development of an
economy. This paper employs both banking industry indicators and bank specific indicators
to investigate the bank efficiency and the relationship between the bank efficiency and
banking industry development in Vietnam which is known as an emerging market economy.
Using the stochastic frontier analysis approach for a large sample of commercial banks in
Vietnam over the period 2000 - 2013, the findings indicate positively linkages of ...
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- Master's Theses
Author: Nguyen Phuc Binh; Advisor: Tran Phuong Thao (2015) - Behavioral intention to use mobile stock trading: evidence from Vietnam's securities investors
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- Master's Theses
Author: Mai Viet Dung; Advisor: Tran Phuong Thao (2014) - Factors afecting customer's intention to use sredit card
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- Master's Theses
Author: Nguyen Thi Ngoc Mien; Advisor: Tran Phuong Thao (2014) - Factors afecting personal financial management behaviors
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- Conference Paper
Author: Nguyen Thi Ngoc Mien (2015) - This study investigates factors affecting personal financial management behaviors by examining the relationships among four factors including personal financial attitude,
financial knowledge, locus of control and financial management behaviors. The research model is examined by using a survey approach on the youth in Vietnam. In the paper,
Cronbach’s alpha, exploratory factor analysis and confirmatory factor analysis were used to test measurement scale while the structural equation modeling is used for measuring the
relationships. The findings suggest that, all three key factors have direct effects on financial management behaviors, in which they explained 62.1% of the variance of fin...
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- Master's Theses
Author: Nguyen Thi Thanh Thuy; Advisor: Tran Phuong Thao (2015) - The main objective of this study is to investigate the heuristic factors influencing individual investors’ decisions and investment performance at the Ho Chi Minh Stock Exchange. As there are limited studies about behavioral finance in Vietnam, this study
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- Journal Article
Author: Tran Hoang Ngan (2015) - The paper presents research on restructuring of Vietnam’s system of commercial banks by implementing a three-stage DEA/SFA approach to estimate of impact of the restructuring process on banking efficiency. The emperical findings show that rises and falls in banking efficiency is irregular because the restructuring process has not completed and that some banks gain higher efficiency scores while others, especially those affected by low performance of merged banks, witness sharp falls.
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- Master's Theses
Author: Le Thi Kim Dung; Advisor: Tran Phuong Thao (2017) - As the economy dramatically grows up, companies are competing fiercely to survive and contribute to that development. Generating revenue is always an important issue in business plans that every entrepreneur pays much attention to aim at maximizing profits. However, nowadays, cost management also plays an important role in the business and budget has become a necessary activity of any organization for the purpose of well-controlled expenses to maximize its benefits. Without a proper budget, a business can hardly keep track of how much it has earned and how much it has spent to meet its shareholders’ expectations related to profits and the organization’s goals. This thesis aims to expl...
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- Conference Paper
Author: Tran Phuong Thao (2017-09-28) - The purpose of the study is to explore the relationships between net interest margin, bank
risks, and business cycle as well as examine the role of business cycle on the relationship between
bank risks and net interest margin in Vietnam. By investigating the behavior of bank net interest
margins over business cycle in the period 2007-2016, the results show that net interest margins
are countercyclical, i.e. they significantly increase in recessions. In addition, business cycle also
significantly affects the association between credit risk and net interest margins. Banks with
higher credit risk have higher net interest margins and the positive effects of credit risk on net
interest mar...
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- Conference Paper
Author: Tran Phuong Thao (2016) - This paper investigates the dynamic linkages among the seven equity markets in the East Asian region following the Global Financial Crisis. The markets include Hong Kong, Singapore, Japan, Malaysia, Taiwan, Thailand and Vietnam. Three main methods employed in the paper are the multivariate co-integration test (Johansen test) and multivariate Granger causality test based on the vector autoregression (VAR) model and the diagonal BEKK-MGARCH model. Our findings reveal the existence of one co-integrating vector among the markets, suggesting a long-run linkage of the markets during the post-GFC period. The leading roles of the United States and Singapore equity markets are suggested, as th...
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- Master's Theses
Author: Truong Ngoc Anh Thu; Advisor: Tran Phuong Thao (2015) - In this research, we can have a deep insight of overall findings for the relationship between four dimensions of psychological empowerment and the employee’s job satisfaction. In particular, that relationship was put into the comparison in two industries
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- Master's Theses
Author: Ho Minh Phuc; Advisor: Tran Phuong Thao (2015) - Psychology factors influencing investment decision and investment performance: A study on individual investors in Vietnam
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- Journal Article
Author: Tran Phuong Thao (2015) - Volatility of stock exchange and its determinants always attract the attention of investors, researchers and exchange authorities. The research estimates the volatility of Vietnam stock market by measuring the conditional volatility of VN-Index and HNX-Index, and explores the relationship between the volatility of stock exchanges and the volatility of two instruments of monetary policy (overnight rate and exchange rate). Data are collected on a daily basis from Jan. 5, 2006 to March 31, 2014. The research found evidence of volatility of returns through the two indexes and two instruments, but it detected no relationship between the volatilities of these instruments and the stock index...
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- Master's Theses
Author: Nguyen Hung Cuong; Advisor: Tran Phuong Thao (2018) - Thesis analysis of negative net cash flow from operating, high average collection period and late-invoice collection status at SMC Tan Tao through secondary data, survey, and depth interview with customers and others employees; identify potential problems and central problem of three symptom in company, based on that content to validate causes of salesperson failure. Based on the analysis of the internal factors, combined with the environmental factors, suggest the proposed solutions and action plan for the causes of salesperson failure.
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- Conference Paper
Author: Le Van Lam (2018) - This study investigates the bank lending behavior in Vietnam by examining the role of business cycle as well as government ownership over the period 2010-2016. The empirical results support for the procyclical behavior of banking lending behaviour suggesting that banks expand theirs loan in booming period of economy. In addition, state-owned banks are less sensitivity to the change of business cycle than private banks in a booming period. This study sheds further light on the essential role of government-owned bank over the business cycle in the process of financial resource allocation for economic developments in an emerging country context.
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- Journal Article
Author: Tran Phuong Thao (2013) - This paper investigates the transmission mechanism of the Global Financial Crisis originated in the United States to the East Asian equity markets, including the developed markets (Hong Kong, Japan and Singapore), emerging markets (Malaysia, Thailand and Taiwan) and frontier market (Vietnam). To test for the transmission, we employ the constant conditional correlation (CCC) and the dynamic conditional correlation (DCC) based on the MGARCH model to estimate the time-varying correlations between the United States and East Asian equity markets. Our empirical findings suggest that the Global Financial Crisis transmitted to these markets vary over time, particularly to Hong Kong and Singap...
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