Dividend Payout Policies of Listed Companies on the Ho Chi Minh City Stock Exchange

Nguyen, Tung (2022) Dividend Payout Policies of Listed Companies on the Ho Chi Minh City Stock Exchange. Masters thesis, Dublin, National College of Ireland.

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Abstract

This paper is a research project focuses on exploring how well machine learning can predict dividend policy of public companies listed on the Ho Chi Minh City Stock Exchange in Vietnam. As dividend payment is of great interest to investors and academics alike, and the number of available research on this topic is quite limited, this research hopes to contribute to the pool of knowledge regarding dividend policy on the stock market in Vietnam. The dataset used is collected from non-financial companies listed on the stock exchange from 2007 to 2021, upon which panel regression models were applied to predict dividend pay-out ratio. Overall, despite the error metrics that were used to evaluate the prediction returned relatively small values, the chosen statistical learning model did not perform well in predicting dividend policy of listed firms as the prediction’s residuals plot was not randomly distributed, therefore violating the linearity assumption of the model. The paper’s findings thus raise the need for future research with additional data as well as new variables to better predict the dividend policy of public companies in Vietnam.

Item Type:	Thesis (Masters)
Subjects:	D History General and Old World > DS Asia H Social Sciences > HG Finance H Social Sciences > HG Finance > Investment > Stock Exchange
Divisions:	School of Computing > Master of Science in FinTech
Depositing User:	Clara Chan
Date Deposited:	07 Nov 2022 14:29
Last Modified:	07 Nov 2022 14:29
URI:	https://norma.ncirl.ie/id/eprint/5846

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