* Số tạp chí: 75 (2015) - Mã số: 156.100615
* Tác giả: ThS. Huỳnh Thị Thúy Vy , ThS. Trần Thị Họa Mi
The paper test the existence and the impact of asset growth on abnormal stocks returns on the Vietnam stock market. Using construction portfolio methods and regression Fama-MacBeth two stages, a negative correlation exists between asset growth and abnormal returns of stocks, however this effect is not too strong and persistent. More specifically, for large and small companies, this relationship is clearly evident. Meanwhile, the company has average size, the relationship is not viable economically and statistically.