Huy, Dinh Tran Ngoc - In: Hyperion Economic Journal 2 (2014) 1, pp. 26-37
This study estimates market risk of total 45 listed companies in Viet Nam public utilities, natural gas and oil industry during the financial crisis period 2007-2009. Firstly, we found out in the research sample that there are 82% of firms, of total listed firms, with beta values lower than (<) 1, meaning with lower risk, and the systemic risk is acceptable. Secondly, there are 11% among total 45 listed firms, whose beta values higher than (>)...</)>
