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Influences of seasoned equity offerings on stock return of ho chi minh market / Ho Viet Tien, Dinh Thi Thu Ha

Ho Viet Tien; Dinh Thi Thu Ha (Ho Chi Minh City, Vietnam. University of Economics., 2013)

 Abstrak

This paper investigated the impact of seasoned equity offerings (SEO) on stock return of listed
companies in Ho Chi Minh City market using the method “event study” which has been basically
formed by Campbell, Lo, and MacKinlay (1997). The sample includes 332 SEOs from 2007 to 2010.
The main findings show evidence that the Ho Chi Minh City market was not efficient in terms of the
semi-strong form because the price has increased significantly on the ex-right date, day 0. In an opposite
way, the market also reacted significantly negatively from T-4 to T-2. There are some significant
impacts of timing on issue methods – equity right issues were in priority for favorable time and issues
as “dividend by stocks” were chosen during unfavorable time.

 Metadata

No. Panggil : PDF
Entri utama-Nama orang :
Entri tambahan-Nama orang :
Subjek :
Penerbitan : [Place of publication not identified]: Ho Chi Minh City, Vietnam. University of Economics., 2013
Sumber Pengatalogan : LibUI eng rda
ISSN : 23563818
Majalah/Jurnal : Indonesian Capital Market Review
Volume : Vol 5 No 1 January 2013 15-22
Tipe Konten : text
Tipe Media : computer
Tipe Carrier : online resource
Akses Elektronik : http://journal.ui.ac.id/index.php/icmr/article/view/1580
Institusi Pemilik : Universitas Indonesia
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