Does market timing work in Vietnam stock market, under the moderating roles of review frequency and profit target, during normal time and during time of crisis? (Record no. 31329)
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| 000 -LEADER | |
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| fixed length control field | 03993nas a2200361 a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20260818094110.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 260625s20269999th u ms t 000 eng d |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | .b1251214x |
| 099 #9 - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | AIT Diss. no.DBA-SOM-26-03 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Le Minh Tuan |
| 245 10 - TITLE STATEMENT | |
| Title | Does market timing work in Vietnam stock market, under the moderating roles of review frequency and profit target, during normal time and during time of crisis? |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Pathum Thani, Thailand : |
| Name of publisher, distributor, etc. | Asian Institute of Technology, |
| Date of publication, distribution, etc. | 2026 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 634 leaves : |
| Other physical details | ill.+ |
| Accompanying material | 1 online resource |
| 490 1# - SERIES STATEMENT | |
| Series statement | Dissertation ; |
| Volume/sequential designation | no. DBA-SOM-26-03 |
| 500 ## - GENERAL NOTE | |
| General note | A dissertation submitted in partial fulfillment of the requirements for the degree of Doctor of Business Administration |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (Ph.D.) - Asian Institute of Technology, 2026 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | This study is inspired by the burning question of my investment fund: (#1) 2should we continue to spend to increase the forecasting accuracy?3; or (#2) 2should we change to use a simple investment method to save cost?3. This study is based on the foundation of market timing research done for the US stock market by William Sharpe (1975); investigating the potential gains from market timing in Vietnam stock market; using the secondary data of the aggregate market index VNIndex (representing the whole stock market of Vietnam) and additional three leading blue chip stocks VCB/ FPT/ HPG; during time-frame of 12 years (2012{u2013}2023) representing a normal time and time-frame of 3 years (2019{u2013}2021) representing a time of crisis; under the moderating roles of review frequency and profit target.The outcome of this study contributes three new key understandings versus previous studies. First, while previous studies mostly confirmed the superior performance of perfect market timing in the developed and emerging stock markets, this study shows that perfect market timing does not deliver the outstanding investment performance in the context of frontier stock market like Vietnam, not only during the normal time but also during the time of crisis, as this is the first study to investigate the performance of market timing during the time of crisis. Second, while previous studies mostly confirm the negative moderating role of review frequency, this study shows that review frequency does not consistently moderate the measure of Sharpe Ratio, meaning the higher review frequency does not help to reduce risk. Third, while previous studies have not investigated the moderating role of profit target, this study (as the first study on this aspect) shows that the inverted U-shape is the mode of moderation, with specific upside-down quadratic function mode for VNIndex. This study also contributes practically with valuable implications for investors, contributes methodologically with new research methods, and suggests some recommendations for future research. Most importantly, this study concretely answers the above burning question of my investment fund: the answer is (#2) 2we should change to use a simple investment method to save cost3. Hopefully this study also provides helpful insights for other investors to find out the right direction in their investment journey. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Investments |
| Geographic subdivision | Vietnam |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Stock exchanges |
| Geographic subdivision | Vietnam |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Speculation |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Badir, Yuosre F., |
| Relator term | Chairperson |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | White, Steven, |
| Relator term | Examination Committee |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Santoso, Djoen San, |
| Relator term | Examination Committee |
| 810 2# - SERIES ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | Asian Institute of Technology. |
| Title of a work | Dissertation ; |
| Volume/sequential designation | no. DBA-SOM-26-03 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Materials specified | Full-Text |
| Uniform Resource Identifier | <a href="http://203.159.5.9/ait-thesis/detail.php?q=B24599">http://203.159.5.9/ait-thesis/detail.php?q=B24599</a> |
| 907 ## - LOCAL DATA ELEMENT G, LDG (RLIN) | |
| a | .b1251214x |
| b | mnarc |
| c | a |
| 902 ## - LOCAL DATA ELEMENT B, LDB (RLIN) | |
| a | 260626 |
| 998 ## - LOCAL CONTROL INFORMATION (RLIN) | |
| Operator's initials, OID (RLIN) | 0 |
| Cataloger's initials, CIN (RLIN) | 260625 |
| First date, FD (RLIN) | m |
| -- | h |
| -- | a |
| -- | 0 |
| 945 ## - LOCAL PROCESSING INFORMATION (OCLC) | |
| l | mnarc |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | 67-Electronic Resource |
| 909 ## - LOCAL ITEMS USED | |
| Barcode | Barcode : - |
| CREATED | CREATED : 2026-06-25 |
| RECORD Id | RECORD # : i13609737 |
| LPATRON | LPATRON : 0 |
| LCHKIN | LCHKIN : - |
| RENEWALS | # RENEWALS : 0 |
| -- | # OVERDUE : 0 |
| -- | IUSE3 : 0 |
| -- | TOT CHKOUT : 0 |
| -- | TOT RENEW : 0 |
| Withdrawn status | Lost status | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Total checkouts | Full call number | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Available for Loans | Asian Institute of Technology Library | Asian Institute of Technology Library | Archives | 18/08/2026 | AIT Diss. no.DBA-SOM-26-03 | 18/08/2026 | 1 | 18/08/2026 | 67-Electronic Resource |

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