Home > Archives > IJSRST151413 IJSRST-Library

A One Factor Model Affects the Risk Level of Viet Nam Hardware Industry During and After the Global Crisis 2007-2011

Authors(1) :-Dinh Tran Ngoc Huy

Using a one factor model, this paperwork estimates the impacts of the size of firms’ competitors in the hardware industry on the market risk level, measured by equity and asset beta, of 22 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 doubles (measured by equity beta var of 0,678). Besides, the empirical research findings show us that asset beta min value decreases from 0,054 to 0,030 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.
Dinh Tran Ngoc Huy
Risk Management, Competitive Firm Size, Market Risk, Asset and Equity Beta, Hardware Industry
  1. Chen RR, Chidambaran NK, Imerman MB and Sopranzetti BJ. (2013). Liquidity, Leverage, and Lehman: A Structural Analysis of Financial Institutions in Crisis. Fordham School of Business Research Paper No.2279686.
  2. Dexheimer, John., & Haugen, Carla. (2003). Sarbanes-Oxley: Its Impact on the Venture Capital Community. Minnesota Journal of Business Law and Entrepreneurship, Vol.2(1).
  3. Eugene, Fama F., and French, Kenneth R. (2004). The Capital Asset Pricing Model: Theory and Evidence. Journal of Economic Perspectives.
  4. Flifel, Kaouther. (2012). Financial Markets between Efficiency and Persistence : Empirical Evidence on Daily Data. Asian Journal of Finance and Accounting, Vol.4, No.2, pp.379-400
  5. Gunaratha V. (2013). The Degree of Financial Leverage as a Determinant of Financial Risk: An Empirical Study of Colombo Stock Exchange in Sri Lanka. 2nd International Conference on Management and Economics Paper.
  6. Huy DTN. (2013). Estimating Beta of Viet Nam Listed Public Utilities, Natural Gas and Oil Company Groups During and After The Financial Crisis 2007-2011. Economic and Business Review, (15)1 : 57-71
  7. Ling, Amy. (2013), Tax Issues Relating to Intangibles, Asia-Pacific Tax Bulletin.
  8. Mamun MAA. (2013). Performance Evaluation of Prime Bank Limited in Terms of Capital Adequacy. Global Journal of Management and Business Research. (13)9: 26-29.
  9. Ovat OO. (2013). Liquidity Constraints and Entrepreneurial Financing in Nigeria: The Fate of Fresh Graduate Entrepreneurs. Global Journal of Management and Business Research, (13)9 : 49-57.
Publication Details
  Published in : Volume 1 | Issue 4 | September-October 2015
  Date of Publication : 2015-10-25
License:  This work is licensed under a Creative Commons Attribution 4.0 International License.
Page(s) : 151-156
Manuscript Number : IJSRST151413
Publisher : Technoscience Academy
PRINT ISSN : 2395-6011
ONLINE ISSN : 2395-602X
Cite This Article :
Dinh Tran Ngoc Huy, "A One Factor Model Affects the Risk Level of Viet Nam Hardware Industry During and After the Global Crisis 2007-2011", International Journal of Scientific Research in Science and Technology(IJSRST), Print ISSN : 2395-6011, Online ISSN : 2395-602X, Volume 1, Issue 4, pp.151-156, September-October-2015
URL : http://ijsrst.com/IJSRST151413