Factors that affect Stock Price and Beta CAPM of Vietnam Banks and Enhancing Management Information System – Case of Asia Commercial Bank
This paper aims to improve Risk management information system (RMIS) that is becoming an
important element in MIS system of banking sector in Vietnam in recent years and in future.
This study mainly use combination of quantitative methods including OLS regression for the case of
Asia Commercial Bank (ACB).
Research results indicate that GDP growth (G), CPI and Risk free rate (Rf) have highest effects on
both ACB beta CAPM and stock price.
Besides, this study also give out recommendations for enhancing management information system
(MIS) for upgrading roles of banks in Vietnam economic development. Then, we can suggest
suitable plans for sustainable management strategies.
Our research limitation is within bank sector, then we can expand for other industries and markets
Author's Name: Dinh Tran Ngoc Huy and Nguyen Thi Hang
Volume: Volume 11
Issues: Volume 11
Keywords: Risk Management Information System, Economic Development, Vietnam.