Time Series Analysis of Financial Indicators in Vietnam: A Longitudinal Perspective
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| Format: | Recurso digital |
| Langue: | anglais |
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2025
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| _version_ | 1866901929008824320 |
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| author | Tang, Vu Hung |
| author_facet | Tang, Vu Hung |
| contents | <p>This study investigates the financial performance of Vietnamese enterprises through a time series lens, utilizing quarterly data from 2018 to 2024 across ten large firms operating in diverse sectors. By focusing on key indicators such as Return on Assets (ROA), firm size, leverage, and equity ratio, the research applies advanced time series methods including ARIMA modeling, stationarity testing, and multivariate regression analysis. The findings reveal consistent temporal trends in profitability, significant relationships between financial structure and performance, and the feasibility of short-term forecasting using autoregressive models. Notably, leverage was found to negatively affect profitability, while firm size and equity ratio showed positive associations. The study contributes theoretically by integrating time series methodology into firm-level financial analysis in emerging markets and offers practical insights for financial managers regarding performance prediction and strategic capital allocation. Limitations and avenues for future research are also discussed.</p> |
| format | Recurso digital |
| id | zenodo_https___doi_org_10_5281_zenodo_17874865 |
| institution | Zenodo |
| language | eng |
| publishDate | 2025 |
| publisher | Zenodo |
| record_format | zenodo |
| spellingShingle | Time Series Analysis of Financial Indicators in Vietnam: A Longitudinal Perspective Tang, Vu Hung Time series analysis Financial performance Return on Assets (ROA) Leverage Firm size ARIMA model Vietnamese enterprises Forecasting Emerging markets Panel data <p>This study investigates the financial performance of Vietnamese enterprises through a time series lens, utilizing quarterly data from 2018 to 2024 across ten large firms operating in diverse sectors. By focusing on key indicators such as Return on Assets (ROA), firm size, leverage, and equity ratio, the research applies advanced time series methods including ARIMA modeling, stationarity testing, and multivariate regression analysis. The findings reveal consistent temporal trends in profitability, significant relationships between financial structure and performance, and the feasibility of short-term forecasting using autoregressive models. Notably, leverage was found to negatively affect profitability, while firm size and equity ratio showed positive associations. The study contributes theoretically by integrating time series methodology into firm-level financial analysis in emerging markets and offers practical insights for financial managers regarding performance prediction and strategic capital allocation. Limitations and avenues for future research are also discussed.</p> |
| title | Time Series Analysis of Financial Indicators in Vietnam: A Longitudinal Perspective |
| topic | Time series analysis Financial performance Return on Assets (ROA) Leverage Firm size ARIMA model Vietnamese enterprises Forecasting Emerging markets Panel data |
| url | https://doi.org/10.5281/zenodo.17874865 |