Factors that affect Stock Price and Beta CAPM of Vietnam Banks and Enhancing Management Information System – Case of Asia Commercial Bank

Authors

  • Dinh Tran Ngoc Huy
  • Nguyen Thi Hang

DOI:

https://doi.org/10.47059/revistageintec.v11i2.1667

Abstract

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 as well.

Downloads

Published

2021-05-31

Issue

Section

Articles