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Tiêu đề The Effect of Audit Quality on Earnings Management of Vietnam Listed Firms
Tác giả Tran Phuong Quynh
Người hướng dẫn PhD. La Xuan Dao, MSc. Hong Duong Son
Trường học University of Economics and Law
Chuyên ngành Accounting and Auditing
Thể loại Graduation Thesis
Năm xuất bản 2017
Thành phố HCMC
Định dạng
Số trang 55
Dung lượng 658,88 KB

Cấu trúc

  • 1. Prologue (8)
  • 2. Research objectives, subjective and scope (11)
  • 3. Research methodology (11)
  • 4. The structure of research (12)
  • 5. Contributions of research (13)
  • Chapter 1: The theoretical foundations and hypothesis development (14)
    • 1.1 Theoretical Foundations (14)
      • 1.1.1 Accrual Basis and Cash Basis (14)
      • 1.1.2 Agency theory and audit monitoring mechanism (15)
    • 1.2 The hypothesis development and research model (16)
      • 1.2.1 Earnings Management (16)
      • 1.2.2 Audit Quality (21)
      • 1.2.3 The impact of Audit Quality on Earnings management (22)
  • Chapter 2: The Effect of Audit Quality on Earnings Management in Vietnam from 2012 (13)
    • 2.1 Research methodology (26)
    • 2.2 Variable Measurement (27)
      • 2.2.1 Measurement on Earnings Management (27)
      • 2.2.2 Estimation models and regression formula (29)
  • Chapter 3: Descriptive Statistics and Factor Analyses (35)
    • 3.1 Models selection (35)
      • 3.1.1 Selection between Pooled OLS and Fixed Effect Model (35)
      • 3.1.2 Selection between Fixed Effect Model and Random Effect Model (36)
    • 3.2 Descriptive Statistics and Factor Analyses (36)
    • 3.3 Autocorrelation test and Multicollinearity test (41)
  • Chapter 4: Limitations and Recommendations (44)
    • 4.1 Limitations of the research (44)
    • 4.2 Facts of Vietnam and Recommendations (44)

Nội dung

This also investigates the impact of audit quality on the earnings management of listed firms in Ho Chi Minh City Vietnam from model of Lukman Ahmad, Edi Suhara and Yusri Ilyas 2016.. Th

Prologue

Enron, once celebrated as "America’s Most Innovative Company" by Fortune magazine for nearly six consecutive years, became a symbol of corruption within the Western economic system From 1961 to 2001, its share price soared to an impressive 90 USD per share, fueled by optimistic growth projections from management, which claimed it could rise to 130 USD This promise attracted numerous investors and pension funds eager to invest their savings in what was perceived as a blue-chip stock However, the situation took a dramatic turn as Enron's share price plummeted to mere cents, leading to the loss of billions of dollars in investor savings.

Enron engaged in numerous fraudulent activities that significantly impacted the financial market, including the creation of fake offshore entities, inflating asset prices, concealing losses, and misrepresenting loans as profits The company collaborated with banks and law firms to mislead investors, selling overvalued assets with their assistance Additionally, Enron restructured and improperly prepared favorable transactions before submitting them to the SEC, further complicating the deception.

At the close of the 20th century, Enron was audited by Arthur Andersen, a prominent global accounting firm However, Arthur Andersen faced allegations of significant negligence in overseeing Enron's financials, leading to questions about the integrity of their audit process Consequently, Arthur Andersen bears partial responsibility for issuing an inappropriate audit opinion on Enron's financial statements, highlighting serious concerns regarding audit quality and earnings management practices.

In 2008, Bach Tuyet Cotton Corporation became a controversial topic in Vietnam, resulting in significant losses for nearly 1,500 shareholders, according to Tuoitre newspaper The corporation halted transactions and canceled its stock exchange listing in August 2009 due to breaches of disclosure obligations and three consecutive years of financial losses The auditors bear partial responsibility in this case, as they are tasked with ensuring a true and fair view of the financial statements.

Following Vietstock statistics, the amount earnings management from listed firms that had been adjusted after auditing from 2012 to 2014 is statically recorded in below table

Table: The adjustment in earnings management of listed firms from 2012 to 2014 Year Adjustment Earnings Management Number Percentage

Source is statically recorded from Vietstock forum

Earnings management adjustment rates are notably high but show a decreasing trend over the years From 2012 to mid-2015, over 70% of companies experienced either an increase or decrease in adjustments post-audit, with the first half of 2015 alone accounting for nearly 52% of these companies Overall, the incidence of decreased adjustments following audits is higher than that of increased adjustments.

In Vietnam, there are notable instances of earnings management adjustments, particularly highlighted by the case of Ocean Group (OGC), which unexpectedly transformed a profit of hundreds of billions VND into a loss exceeding thousands of billions VND, prompting multiple audit firms to issue qualified opinions OGC attributed these adjustments to changes in revenue and provision recognition, compounded by the arrest of its leaders in 2014, which significantly impacted business information and led to substantial losses Similarly, Hanoi South Urban Development JSC (NHN) surprised shareholders in 2016 by reporting a negative profit after tax of nearly 99 billion VND, despite previously announcing a profit prior to auditing.

In 2016, the Truong Thanh Furniture Corporation (TTF), a leading Vietnamese wood manufacturing firm, experienced a significant upheaval in the stock market after announcing an initial profit of 54 billion VND in the first quarter, only to report an unexpected loss of 1.123 billion VND in the second quarter An audit by Ernst and Young Vietnam revealed discrepancies, including a missing inventory worth 980 billion VND and issues related to provisions for bad debts, leading to substantial financial losses This situation raised concerns among investors and stakeholders regarding the accuracy of TTF's financial statements and overall business performance.

In the financial market, financial statements play a crucial role in providing information about listed companies, with audit firms serving as third parties to reduce information asymmetry and offer opinions on the accuracy of these statements While numerous studies in developed countries have explored the relationship between earnings management and audit quality, research in developing countries remains scarce This study, titled "The Effect of Audit Quality on Earnings Management of Vietnam Listed Firms," aims to examine how various factors, including the quality of audit services, influence current earnings management practices in Vietnam.

Research objectives, subjective and scope

The objective of research are investigating and analyzing the impact of audit quality on earnings management of listed companies in Ho Chi Minh City (HOSE) from

Between 2012 and 2016, a study was conducted in Vietnam to investigate the impact of audit quality on earnings management among listed companies in Ho Chi Minh City The research aimed to determine whether higher audit quality influences the practices of earnings management within these firms.

The research subjective is financial statements of 196 listed firms in Ho chi Minh Stock Exchange from 2012 to 2016

This research examines the audit quality of 196 publicly listed firms over a five-year period from 2012 to 2016, utilizing a total of 980 observations to assess discretionary accruals through a regression model The data was sourced from DataStream by Thomson Reuters, as part of the Center for Economic and Financial Research at the University of Law and Economics The firms analyzed are categorized into eight primary industries according to the Global Industry Classification Standard (GICS), intentionally excluding specialized sectors such as finance, insurance, and real estate.

Research methodology

The research uses the data which are aggregated statistically from Thomson Reuters DataStream from 2012 to 2016 including five years and 196 listed companies on

The Ho Chi Minh City Stock Exchange (HOSE) features a diverse range of listed companies across multiple industries, excluding financial services, insurance, and real estate, due to the unique characteristics that differentiate these sectors from others.

Earnings management research employs a quantitative approach, utilizing a data model that integrates Pooled Ordinary Least Squares (OLS), Random Effects Model (REM), and Fixed Effects Model (FEM) This analysis is structured as panel data, encompassing multiple cross-company units alongside various time periods.

The initial chapter of the research focused on examining empirical studies related to earnings management and audit quality Based on the findings from these studies, the research proposes five key hypotheses.

H1: The logarithm firms’ size is positively associated with earnings management H2: The operating cash flow is negatively associated with earnings management H3: The firm’s leverage is positively associated with earnings management

H4: The level of auditor’s size is negatively associated with earnings management

H5: The level of industry specialization auditors is negatively associated with earnings management

The research employs the modified Jones model by Dechow (1995) to analyze panel data, focusing on the influence of audit quality (independent variable) on earnings management (dependent variable), utilizing the framework established by Lukman Ahmad, Edi Suhara, and Yusri Ilyas (2016) Ultimately, descriptive statistics and factor analyses are conducted to elucidate the proposed hypotheses.

The structure of research

This research examines the influence of audit quality on the earnings management practices of listed companies in Ho Chi Minh City (HOSE) from 2012 to 2016 The study is structured into several key sections that explore this relationship in depth.

Chapter 1 outlines the theoretical foundations and hypothesis development, focusing on a literature review that defines audit quality and earnings management It explores the relationship between audit quality and earnings management through empirical studies, establishing a framework for understanding how audit quality influences earnings management practices.

Chapter 2 explores the relationship between audit quality and earnings management in Vietnam's listed firms, specifically evaluating earnings management through discretionary accruals using the Modified Jones model by Dechow (1995) Discretionary accruals are determined by subtracting non-discretionary accruals from total accruals, with detailed measurements provided in this chapter The study further assesses the impact of audit quality on earnings management utilizing the model developed by Lukman Ahmad, Edi Suhara, and Yusri Ilyas.

Chapter 3 focuses on descriptive statistics and factor analyses, outlining the methodology for measuring variables using econometric tools It covers Pooled Ordinary Least Squares (OLS), Fixed Effects Model (FEM), and Random Effects Model (REM) for regression analysis Additionally, the chapter provides detailed descriptive statistics for each factor and includes tests for autocorrelation and multicollinearity in panel data, supported by descriptive tables.

Chapter 4 discusses the limitations identified in the study that evaluates the influence of audit quality on earnings management using a regression model Following the analysis, the research concludes by offering several recommendations tailored to the context of Vietnam.

Contributions of research

Audit quality is assessed using two proxies: auditor size and industry specialization, while earnings management is measured through the modified Jones model This study utilizes secondary data from Thomson Reuters, differing from previous research that primarily relied on firms' evaluations of audit quality The findings indicate that audit quality does not influence earnings management among listed companies in Ho Chi Minh City, suggesting new avenues for exploring other factors that may affect earnings management.

The theoretical foundations and hypothesis development

Theoretical Foundations

1.1.1 Accrual Basis and Cash Basis

The key distinction between accrual basis and cash basis accounting is the timing of revenue and expense recognition Under the cash basis, transactions are recorded only when cash is received or paid In contrast, the accrual basis recognizes revenue and expenses when they are incurred, regardless of cash flow This approach is supported by both Generally Accepted Accounting Principles (GAAP) and International Financial Reporting Standards (IFRS), emphasizing its importance in accurate financial reporting.

Under current regulations, companies are required to prepare income statements on an accrual basis, ensuring that revenues and expenses are recorded in the appropriate periods This presents significant opportunities for companies to engage in earnings management through accruals Conversely, when cash flow statements are prepared using the direct method, managers have limited opportunities to manipulate earnings for personal gain Consequently, discrepancies between the variables in the income statement and those in the cash flow statement result in total accruals, highlighting the impact of accounting methods on financial reporting.

TA it : The total accruals for sample firm i.e in year t

IBEI it : The income before extraordinary item of firm i in year t

OCF it : The net operating cash flow of firm i in year t

Then, the equation can be changed into: it it it

Managers can manipulate total accruals to influence earnings management, which consists of nondiscretionary accruals (unmanaged) and discretionary accruals (managed) Nondiscretionary accruals adhere to standard accounting practices, while discretionary accruals are subject to the manager's judgment for personal objectives.

1.1.2 Agency theory and audit monitoring mechanism

Agency theory, as defined by ICAEW, highlights the relationship between principals, such as owners, and agents, who are entrusted to perform services on their behalf This delegation of decision-making authority fosters efficiency in the economy but also necessitates a significant level of trust from principals in their agents to act in their best interests When doubts about an agent's motives emerge, it can lead principals to reconsider the trust they have placed in them, raising important questions about the effectiveness of this agency relationship.

Principals often struggle to trust agents due to concerns about information asymmetries and opportunistic behavior To address this, principals can align agents' interests through tailored remuneration packages and incentives Additionally, independent audit services serve as a vital monitoring mechanism, ensuring accurate reporting and maintaining confidence in agents' work This oversight not only helps to mitigate information asymmetries but also reduces agency costs linked to managers' opportunistic behavior in financial reporting.

De Angelo (1986), in some case “the provision of audited financial statements is the least- cost contractual response to owner-manager like agency costs”

Thus, the audit quality is extremely important to monitor mechanism and prevent misreporting on financial statement.

The Effect of Audit Quality on Earnings Management in Vietnam from 2012

Research methodology

The study analyzes financial data from 196 companies listed on the Ho Chi Minh City Stock Exchange over a five-year period from 2012 to 2016, resulting in 980 observations used for measuring discretionary accruals and regression analysis Data was sourced from DataStream by Thomson Reuters, housed within the Center for Economic and Financial Research at the University of Law and Economics The companies are categorized into eight primary industries based on the Global Industry Classification Standard (GICS), excluding specialized sectors such as finance, insurance, and real estate.

Table 2.1: The group of industries from Global Industry Classification Standard (GICS)

The source is statically recorded from Global Industry Classification Standard (GICS) of standard classification of Thomson Reuters

The research utilizes Thomson Reuters' DataStream to collect data in two key stages: first, it gathers financial statement line items for earnings management, including total assets, net revenue, accounts receivable, property, plant, and equipment (PPE), income before extraordinary items, and operating cash flow, following the Modified Jones model by Dechow (1995) Subsequently, the study analyzes the impact of audit quality on earnings management, employing two proxies for audit quality: auditor size and industry specialization.

This research employs a quantitative approach to earnings management, utilizing a model selection process among Pooled-OLS, Random Effects Model, and Fixed Effects Model The study analyzes panel data comprising 196 firms over five years, resulting in 980 observations This panel data structure enhances the analysis by providing more informative data, increased variability, reduced co-linearity among variables, greater degrees of freedom, and improved efficiency Econometric tools, specifically E-Views, are applied to conduct regression analysis, measuring earnings management and assessing the impact of audit quality on it Detailed descriptive statistics and regression analysis results are presented in Chapter 3.

Variable Measurement

This study focuses on earnings management, with total accruals comprising discretionary accruals (DA) and non-discretionary accruals (NDA) Total accruals can be assessed using two methods: the balance sheet approach and the cash flow statement approach The balance sheet approach calculates total accruals as the change in noncash working capital before income taxes payable, minus total depreciation expense, while the cash flow statement approach defines total accruals as income before extraordinary items minus operating cash flows Research by Hribar and Collins (2002) indicates that the balance sheet approach may be affected by measurement errors in accrual estimates Consequently, this study utilizes the cash flow statement approach for measuring total accruals.

Discretionary accruals serve as a prominent proxy for earnings management, as highlighted in existing literature following Dechow (1995) Various methods can estimate discretionary accruals, but research commonly utilizes the pooled variation of the Modified Jones model for this purpose The estimation of discretionary accruals is conducted using a specific formula derived from this model.

1(1/ 1) 2( / 1 / 1) 3( / 1) it it it it it it it it

( / ) [ (1/ ) ( / / ) ( / )] it it it it it it it it it it

DA  TA A    A   REV A   REC A   PPE A 

TA it : The total accruals for sample firm i in year t

A it  : The total assets for sample firm i in year t-1

 : The change in net revenue for sample firm i in year t

 : The change in account receivable for sample firm i in year t

PPE it : The gross property, plant and equipment for sample firm i in year t

IBEI t : The income before extraordinary item of year t

OCF t : The net operating cash flow of year t

There is the reason that research has chosen the modified Jones model of Dechow

(1995) as proxy for earnings management because the model has captured credit sales manipulation instead of Jones model of Jones (1991)

The measurement of discretionary accruals involves three key steps, beginning with the calculation of total accruals, which is derived from income before extraordinary items minus operating cash flows, in accordance with Becker's (1998) cash flow statement approach.

From 2012 to 2016, the coefficients β1, β2, and β3 were estimated for each industry to calculate nondiscretionary accruals The analysis categorized listed firms into eight primary industries based on the Global Industry Classification Standard (GICS), excluding specialized sectors such as finance, insurance, and real estate The industries included in this study are consumer discretionary, consumer staples, energy, health care, industrials, information technology, materials, and utilities.

The third step is that discretionary accruals are then subtracted from the scaled total accruals (TA) minus for the scaled nondiscretionary accruals

2.2.2 Estimation models and regression formula

This study employs a regression model to analyze the effect of audit quality, as the independent variable, on earnings management, the dependent variable, based on the framework established by Lukman Ahmad, Edi Suhara, and Yusri Ilyas (2016) The research aims to estimate the coefficients of this regression model to understand the relationship between these two variables.

0 1 2 3 4 5 it it it it it it it

DA  Big  Spec Size  Lev OCF e

DA it The discretionary accruals

Big it : The dummy variable (1 if the company audited by Big4audit firm, otherwise, 0)

Spec it : The dummy variable (1 if market share is greater than others by 20% otherwise, 0)

Size it : The firms’ size as natural log of firm’s total asset

Lev it : The ratio of total debt to total asset

OCF it : The operating cash flow at fiscal year end e it : The error term

The model incorporates three control variables commonly utilized in prior studies to account for factors affecting discretionary accruals: the natural logarithm of the firm's total assets (Size), operating cash flows (OCF), and leverage (LEV).

The natural log of firm’s total asset (Size)

The first control variable in the model is the natural logarithm of a firm's total assets, referred to as Size This variable is essential for examining the potential influence of firm size on the discretionary accruals of the sample firms Research by Bauwhede (2003) and Jeong and Rho (2004) indicates that firm size significantly affects accrual choices, with larger firms more likely to engage in earnings management compared to their smaller counterparts.

Research by Maijoor and Vanstraelen (2006) suggests a negative relationship between the natural log of total assets and earnings management, while Becker (1998) found no correlation between these variables The discrepancies in findings may stem from variations in measuring earnings management or differences in data collection across countries This study anticipates a positive correlation between the Size variable and discretionary accruals.

H1: The logarithm firms’ size is positively associated with earnings management The operating cash flow (OCF)

The second control variable in the model is operating cash flows (OCF), which, according to Dechow (1995), exhibits a negative relationship with the level of accruals This relationship arises because total accruals are determined by subtracting operating cash flows from income before extraordinary items, with discretionary accruals being a component of total accruals Consequently, the research anticipates a negative coefficient for both operating cash flows and discretionary accruals.

H2: The operating cash flow (OCF) is negatively associated with earnings management

Leverage (LEV) is a crucial control variable in the model, as high leverage is linked to the risk of violating debt covenants (Press and Weintrop, 1990) Such violations influence discretionary accrual choices (DeFond and Jiambalvo, 1994), prompting managers of highly leveraged firms to engage in income-increasing discretionary accruals to avoid covenant breaches However, high leverage also correlates with financial distress (Beneish and Press, 1995), and troubled companies often exhibit significant negative accruals due to contractual renegotiations that incentivize earnings reduction (DeAngelo, 1994) This study anticipates a positive relationship between leverage and discretionary accruals.

H3: The firm’s leverage is positively associated with earnings management

The proxies of Audit Quality

The audit quality has 2 independent variables to be represented in this research as auditor’s size and industry specialization auditors as dummy variable

Auditor size is a key independent variable influencing audit quality According to De Angelo (1981) and Healy and Wahlen (1999), higher audit quality correlates with reduced earnings management, suggesting that Big Four firms, with their substantial investments in technology and employee training, offer superior audit quality Research by Becker (1998) and Francis and Krishnan (1999) supports the notion that increased audit quality from Big Four firms leads to lower earnings management However, Jeong and Rho (2004) argue that there may be no significant difference in audit quality between Big Four and non-Big Four firms, attributing this discrepancy to variations in auditing environments, such as legal frameworks and demand for audit quality in Korea compared to the US.

Big4 firms, otherwise, 0 This research expects a negative coefficient on Auditor’s Size and discretionary accruals This research test relationship between them and proposes:

H4: The level of auditor’s Sizeis negatively associated with earnings management Industry specialization auditors

Industry specialization auditors play a crucial role in determining audit quality, as defined by Palmrose (1986) as the largest and notable suppliers within each industry Balsam (2003) further emphasizes that the market share of an audit firm serves as a key indicator of its industry expertise, which is developed through repeated audit experiences Consequently, a firm's market share in the audit sector tends to grow as clients perceive an increase in the quality of audits provided by specialized auditors.

This study evaluates auditor industry specialization by analyzing each auditor's market share within specific industries The calculation of an auditor's industry market share is derived from the original formula established by Gramling and Stone (2001).

Marketshare ki : The market share of Audit Company i in industry k

S kij :The total assets of clients of firm j audited by audit firm i in industry k

J: The number of clients that are served by audit firm i in industry k

I: The number of audit firms in industry k

Industry specialization auditors are defined by their focus on the unique distribution of audit services provided by individual audit firms across various sectors This research utilizes the total assets of clients audited by a specific firm in a particular industry, leveraging data sourced from the reputable Thomson Reuters database for accurate analysis.

According to Kwong (2011), an audit firm is classified as a specialist if it holds over 20% of the market share in a specific industry In this study, auditors specializing in an industry are assigned a value of 1 if their market share exceeds others by 20%, and 0 otherwise The research anticipates a negative correlation between industry specialization auditors and discretionary accruals, examining the relationship between these variables.

H5: The level of industry specialization auditors is negatively associated with earnings management

Table 2.2: The association between independent variables and dependent variable

Big it The dummy variable (1 if the company audited by

Spec it The dummy variable (1 if market share is greater than others by 20% otherwise, 0)

Size it The control variable in model is firms’ Size as natural log of firm’s total asset

Lev it The control variable in model is leverage +

OCF it The control variable in model is operating cash flows -

The source is statically recorded by author from proposed hypothesizes

Descriptive Statistics and Factor Analyses

Models selection

3.1.1 Selection between Pooled OLS and Fixed Effect Model

Pool-OLS, FEM and REM for regression model

This research employs two distinct tests: the Redundant Fixed Effects Test and the Hausman Test, to determine the appropriate model selection between Pooled Ordinary Least Squares (Pooled-OLS) and Fixed Effects Model (FEM), as well as between Random Effects Model (REM) and Fixed Effects Model (FEM).

Table 3.1: The Redundant Fixed Effects Test

The source is measured and calculated by author from Thomson Reuters data

The research conducted a comparison between the Pooled-OLS and Fixed Effects Model (FEM) for each industry using the Redundant Fixed Effects Test This test involved analyzing the p-value against a 5% significance level to determine the efficiency of the models If the p-value is less than 5%, the null hypothesis (H0) that the Pooled-OLS model is efficient is rejected According to Table 3.1, the p-value from the cross-section Redundant Fixed Effects Test was 0.0000, which is below the 5% threshold, leading the research to favor the Fixed Effects Model (FEM) over the Pooled-OLS model.

3.1.2 Selection between Fixed Effect Model and Random Effect Model

Test Summary Chi-Sq Statistic Chi-Sq d.f Probability

The source is measured and calculated by author from Thomson Reuters data

The research utilized the Hausman Test to choose between the Random Effects Model (REM) and the Fixed Effects Model (FEM) This test involved analyzing the p-value of the regression model against a 5% significance level If the p-value is below this threshold, the research rejects the null hypothesis (H0) that the REM model is efficient.

The research indicates that the null hypothesis (H0) is rejected when the p-value is less than the 5% significance level As shown in Table 3.2, the p-value for the cross-section random test was 0.0000, which is below the 5% threshold Consequently, the study opted for the Fixed Effects Model (FEM) over the Random Effects Model (REM).

The research evaluates the Fixed Effects Model (FEM) for regression model after performing Redundant Fixed Effects Test and Hausman Test above.

Descriptive Statistics and Factor Analyses

Table 3.3: The descriptive statistics for regression model

DA BIG SPEC SIZE LEV OCF

The source is measured and calculated by author from Thomson Reuters data

Table 3.3 presents the descriptive statistics for the regression model analyzing the relationship between audit quality and earnings management in companies listed on HOSE The data reveals a substantial variation in earnings management adjustments, with a minimum decrease of 102% and a maximum increase of 114% This indicates a significant diversity among listed firms in their approach to earnings management.

In the analyzed sample, 26.9% of firms are audited by Big Four firms, while the remainder is audited by non-Big Four firms, with an average market share of around 14% for audit firms Table 3.3 illustrates the use of dummy variables, where a value of 1 indicates that a listed firm is audited by a Big Four firm, and a value of 0 signifies audits by non-Big Four firms Additionally, if the market share of an audit firm exceeds others by 20%, it is represented as 1, while lesser shares are marked as 0.

The sample of listed firms exhibits a wide range of total assets, varying from over 457 billion VND to nearly 7.2 million billion VND, with an average total asset value of approximately 300 thousand billion VND.

The leverage range among the sample listed companies varies from no borrowings to 75.81% of asset financing through debt, with an average leverage value of 25.5% This suggests that, on average, 25.5% of total assets of these firms are financed by borrowings Additionally, the operating cash flow for the 196 listed companies analyzed from 2012 to 2016 fluctuated significantly, with cash outflows reaching 18 billion VND and cash inflows peaking at nearly 1.8 trillion VND.

Table 3.4: The result of model regression analysis

Variable Coefficient Std Error T-Statistic Probability

The source is measured and calculated by author from Thomson Reuters data

The coefficient for the Big variable is β1, with a p-value of 0.35, indicating that the first proxy of audit quality does not significantly affect earnings management in Vietnam This suggests that there is no notable difference in the audit quality provided by Big4 firms compared to non-Big4 firms in the country.

The analysis of industry specialization auditors reveals that the Spec variable (β2) has a p-value of 0.34, indicating no significant impact on discretionary accruals This suggests that the audit quality of both Big Four and non-Big Four firms does not influence earnings management among listed companies on the Ho Chi Minh Stock Exchange Consequently, the findings indicate that audit quality does not affect earnings management practices of listed firms in Vietnam, aligning with the research conclusions of Jeong and Rho.

A 2004 study asserts that there is no significant difference in audit quality between Big Four firms and non-Big Four firms This conclusion is largely influenced by factors such as the auditing environment, including legal systems, low demand for high audit quality, and minimal risk of auditor litigation Additionally, some listed companies choose to engage Big Four firms to enhance their market share, while Big Four firms face challenges related to target revenue, contributing to the parity in audit quality between the two categories of firms.

The analysis of three control variables reveals that the coefficient for Lev (β3) has a p-value of 0.0981, indicating it is not statistically significantly associated with discretionary accruals This suggests that borrowing data may be sensitive information that some firms might choose to conceal to enhance earnings management Notably, much of the collected debt data totals to zero.

The analysis reveals a significant positive association between firm size and discretionary accruals, with a coefficient of β4 = 0.11 and a p-value of 0.00, confirming the H1 hypothesis that larger audited firms tend to engage in higher levels of earnings management Conversely, the operating cash flow shows a negative relationship with discretionary accruals, indicated by a coefficient of β5 = -0.00289 and a p-value of 0.00, supporting the H2 hypothesis and aligning with previous research findings Collectively, these control variables—firm size and operating cash flow—demonstrate a notable impact on earnings management, as evidenced by an R-squared value of 0.613.

This research, based on descriptive statistics and factor analyses of 980 observations from the Ho Chi Minh Stock Exchange (HOSE) between 2012 and 2016, finds no statistically significant association between audit quality and earnings management These findings align with previous studies conducted in Korea, including those by Choi and Paek (1998), Park (1999), and Jeong and Rho (2004) Specifically, Choi and Paek (1998) concluded that Big6 firms do not provide higher audit quality compared to non-Big firms, as they merely allocate more time and charge higher fees for audit procedures Similarly, Park (1999) compared discretionary accruals of client firms between Big6 and non-Big6 firms and found no significant differences.

Studies indicate limitations in variables such as firm size, leverage, and business nature Jeong and Rho (2004) found no significant difference in audit quality between Big6 and non-Big6 firms in Korea, highlighting a contrast with U.S research that considers factors like legal systems and the demand for high audit quality The conclusion reaffirms findings from other Korean studies, showing that audit quality does not influence earnings management among listed firms on the Ho Chi Minh Stock Exchange.

In Vietnam, the quality of audits provided by Big4 firms and non-Big4 firms shows no significant difference due to several factors One key reason is the minimal risk of litigation and penalties for audit firms failing to adhere to generally accepted auditing standards or for inaccuracies in financial statements A notable example is the DFK's involvement in the Truong Thanh Furniture Corporation (TTF) case, where their accountability for the 2016 audited financial statement is questionable Although DFK was not held responsible for that year's statement, they should be considered liable for their unqualified opinion on previous years' financial statements, particularly regarding the inflated inventory amounts The response from the Ministry of Finance regarding potential penalties remains unclear.

In 2016, VACPA conducted inspections on more than 15 audit firms in Vietnam, focusing solely on the quality assessment of financial statement audit records, while excluding the review of audit settlement reports for completed projects The majority of the firms assessed were small to medium-sized enterprises, with the Big Four audit firms not included in the evaluation.

Many audit firms perceive a low likelihood of facing severe consequences for maintaining low audit quality Even when penalized by VACPA, the sanctions typically involve minor penalties, such as light reprimands or brief suspensions, which fail to deter opportunistic behavior Consequently, these firms are incentivized to prioritize client acquisition over maintaining high standards Additionally, the minimal litigation risks associated with auditing do not significantly impact the majority of audit firms, allowing them to operate with relative impunity.

Many Big Four firms are currently reducing audit fees to attract new clients and retain existing ones, placing them in a weaker bargaining position during annual contract renewals While competitive pricing for goods and services benefits the market by lowering costs for consumers, excessive discounts on audit services can jeopardize the integrity of audit procedures and increase the risk of errors.

Autocorrelation test and Multicollinearity test

The study employed the Durbin-Watson coefficient to identify autocorrelation in the data As indicated in Table 3.4, the coefficient value is 2.477, falling between 1 and 3, which confirms the absence of autocorrelation in the panel data.

The study examined the correlation between variables to identify multicollinearity in panel data, which occurs when the correlation coefficient between independent variables exceeds an absolute value of 0.8 and is statistically significant The detailed correlations among the variables are provided below.

Table 3.5: The Correlation Probability of variables

Big Spec Log(Size) Lev OCF

The source is measured and calculated by author from Thomson Reuters data

Most of the correlation coefficient between the two independent variables are less than 0.8 and significant so that there are no multicollinearity in regression model

This chapter outlines the methodology for measuring variables using econometric tools, focusing on Pooled-OLS (Ordinary Least Squares), Fixed Effects Model (FEM), and Random Effects Model (REM) for regression analysis It presents detailed descriptive statistics for each factor and applies tests for autocorrelation and multicollinearity to ensure model reliability, supported by descriptive tables The research concludes that, based on 980 observations from the Ho Chi Minh Stock Exchange (HOSE) between 2012 and 2016, there is no statistically significant relationship between audit quality and earnings management.

Limitations and Recommendations

Limitations of the research

This research identifies limitations that future studies on audit quality and earnings management should consider Specifically, the analysis of auditor specialization relies on various metrics to assess market share, such as audit fees and total assets of client firms; however, data on audit fees is not publicly available in the Vietnamese market at this time Consequently, this study substitutes total assets for audit fees, indicating a potential area for future research if audit fee data becomes accessible.

The study's data is confined to a five-year period from 2012 to 2016, excluding earlier years such as 2008, which experienced a global credit crisis that impacted Vietnam's stock exchange market This limitation hinders the research's ability to comprehensively evaluate econometric tools in addressing external factors like inflation, global crises, and specific industries such as financial services, real estate, and insurance.

This research focuses solely on the impact of external auditors on earnings management, excluding the role of internal auditors, such as those from the audit committee, due to insufficient data regarding the latter.

Therefore, this research recommends some highlight points for future research on earnings management, audit quality and technical expertise to solve regression model.

Facts of Vietnam and Recommendations

In 2014, the Ministry of Finance issued the number of documents directly related to auditing practice This includes Circular No 200/2014 / TT-BTC dated 22 December,

In 2014, the enterprise accounting regime was established, leading to the issuance of Circular No 53/2016/TT-BTC on March 21, 2016, which amended several articles of Circular 200/2014/TT-BTC Additionally, Circular 70/2015/TT-BTC, dated August 5, 2015, outlines the standards of professional ethics in auditing.

On December 28, 2016, the Chairman of the Vietnam Association of Certified Public Accountants issued Decision No 366-2016/QD-VACPA, which introduced the "Sample Audit Program for Financial Statement Audits," effective from January 1, 2017 This program serves as a valuable resource for audit firms and auditors in establishing auditing documentation and work performance records Additionally, it provides a reference for educators and students in colleges and universities studying specialized subjects related to auditing.

The Ministry of Finance is dedicated to enhancing audit quality by advancing the completion of Circular No 200/2014/TT-BTC into a new Circular that aligns with updated International Financial Reporting Standards (IFRS), including IFRS 15 on revenue from contracts with customers This initiative will provide small listed companies and audit firms with a comprehensive understanding of the nature, amount, timing, and uncertainty of revenue and cash flows from customer contracts, supporting their growth in a globalized market.

In 2016, the stock market was significantly impacted by the scandal involving Truong Thanh Furniture Corporation (TTF), a leading Vietnamese wood manufacturer Initially, TTF reported a profit of 54 billion VND in the first quarter, but faced a shocking loss of 1.123 billion VND in the second quarter The situation was further complicated by the audit conducted by DFK Company, which had issued an unqualified report for TTF as of December 31, 2015 This discrepancy raised serious concerns regarding the quality and accountability of DFK's auditing practices.

The Ministry of Finance is responsible for overseeing independent audits and enforcing strict penalties for auditors and audit firms that violate auditing standards or present irregularities in financial statements Potential sanctions include fines, reprimands, temporary suspension of audit services, revocation of licenses, or a combination of these measures Additionally, capital owners must exercise greater caution when selecting independent audit firms to ensure compliance with generally accepted auditing standards.

The study identifies limitations in assessing the influence of audit quality on earnings management using a regression model and draws conclusions based on its findings Additionally, it offers several recommendations tailored to the context of Vietnam.

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APPENDIX Appendix: List of sample list firms in Ho Chi Minh Stock Exchange

No Code Company Common Name GICS Sector Name

1 GIL.HM BinhThanh Import Export Production and Trade JSC Consumer Discretionary

2 CMV.HM Camau Trading JSC Consumer Discretionary

3 DSN.HM Dam Sen Water Park Corp Consumer Discretionary

4 DRC.HM Danang Rubber JSC Consumer Discretionary

5 PAC.HM Dry Cell and Storage Battery JSC Consumer Discretionary

6 GDT.HM DucThanh Wood Processing JSC Consumer Discretionary

7 EVE.HM Everpia JSC Consumer Discretionary

8 HAX.HM Hang Xanh Motors Service JSC Consumer Discretionary

9 HOT.HM Hoi An Tourist Service JSC Consumer Discretionary

10 COM.HM Materials Petroleum JSC Consumer Discretionary

11 KMR.HM Mirae JSC Consumer Discretionary

12 PNJ.HM Phu Nhuan Jewelry JSC Consumer Discretionary

13 PHR.HM Phuoc Hoa Rubber JSC Consumer Discretionary

14 RIC.HM Royal International Corp Consumer Discretionary

15 GMC.HM Saigon Garment Manufacturing Trade JSC Consumer Discretionary

16 SFC.HM Saigon Fuel JSC Consumer Discretionary

17 SVC.HM Saigon General Service Corp Consumer Discretionary

18 SVT.HM Saigon Viendong Technology JSC Consumer Discretionary

19 STT.HM Saigontourist Transport Corp Consumer Discretionary

20 SRC.HM Saovang Rubber JSC Consumer Discretionary

21 SAV.HM Savimex Corp Consumer Discretionary

22 TCT.HM Tay Ninh Cable Car Tour Co Consumer Discretionary

23 TCM.HM Thanh Cong Textile Garment Investment Trading JSC Consumer Discretionary

24 VNG.HM Thanh Thanh Cong Tourist JSC Consumer Discretionary

25 CSM.HM Southern Rubber Industry JSC Consumer Discretionary

26 TNA.HM Thien Nam Trading Import Export JSC Consumer Discretionary

27 TNC.HM Thong Nhat Rubber JSC Consumer Discretionary

28 TMT.HM Tmt Motors Corp Consumer Discretionary

29 HTL.HM Truong Long Engineering and Auto JSC Consumer Discretionary

30 TTF.HM Truong Thanh Furniture Corp Consumer Discretionary

31 VTB.HM Viettronics Tan Binh JSC Consumer Discretionary

32 VNM.HM Vietnam Dairy Products JSC Consumer Staples

33 MSN.HM Masan Group Corp Consumer Staples

34 AGM.HM An Giang Import Export Co Consumer Staples

35 AGF.HM An Giang Fisheries Import & Export JSC Consumer Staples

36 ABT.HM Bentre Aquaproduct Import and Export JSC Consumer Staples

37 BBC.HM Bibica Corp Consumer Staples

38 CMX.HM Ca Mau Frozen Seafood Processing Import Export Corp Consumer Staples

39 CLC.HM Cat Loi JSC Consumer Staples

40 SCD.HM Chuong Duong Beverages JSC Consumer Staples

41 ACL.HM Cuulong Fish JSC Consumer Staples

42 HLG.HM Hoang Long Group Consumer Staples

43 HVG.HM Hung Vuong Corp Consumer Staples

44 ICF.HM Investment Commerce Fisheries Corp Consumer Staples

45 KDC.HM Kido Group Corp Consumer Staples

46 LIX.HM LIX Detergent JSC Consumer Staples

47 LAF.HM Long An Food Processing Export JSC Consumer Staples

48 AAM.HM Mekong Fisheries JSC Consumer Staples

49 ANV.HM Nam Viet Corp Consumer Staples

50 NSC.HM National Seed JSC Consumer Staples

51 PAN.HM PAN Group JSC Consumer Staples

52 TS4.HM Seafood JSC No 4 Consumer Staples

53 SSC.HM Southern Seed Corp Consumer Staples

54 SBT.HM Thanh Thanh Cong Tay Ninh JSC Consumer Staples

55 TAC.HM Tuongan Vegetable Oil JSC Consumer Staples

56 VHC.HM Vinh Hoan Corp Consumer Staples

57 ASP.HM An Pha Petroleum Group JSC Energy

58 CNG.HM CNG Vietnam JSC Energy

59 GSP.HM International Gas Product Shipping JSC Energy

60 PXT.HM Petroleum Pipeline & Tank Construction JSC Energy

61 PJT.HM Petrolimex Joint Stock Tanker Co Energy

62 PVD.HM PetroVietnam Drilling & Well Service Corp Energy

63 PVT.HM Petrovietnam Transportation Corp Energy

Petroleum Equipment Assembly and Metal Structure

65 PGC.HM Petrolimex Gas Corp JSC Energy

66 DHG.HM Dhg Pharmaceutical Joint-Stock Co Health Care

67 DCL.HM Cuu Long Pharmaceutical JSC Health Care

68 DMC.HM Domesco Medical Import Export Joint Stock Corp Health Care

69 IMP.HM Imexpharm Corp Health Care

70 OPC.HM OPC Pharmaceutical JSC Health Care

71 SPM.HM SPM Corp Health Care

72 TRA.HM Traphaco JSC Health Care

73 VMD.HM Vimedimex Medi Pharma JSC Health Care

74 CTD.HM Cotec Construction JSC Industrials

75 APC.HM An Phu Irradiation JSC Industrials

76 BRC.HM Ben Thanh Rubber JSC Industrials

77 BTT.HM Ben Thanh Trading & Service JSC Industrials

78 BCE.HM Binh Duong Construction & Civil Engineering JSC Industrials

79 BMP.HM Binh Minh Plastics JSC Industrials

80 CYC.HM Chang Yih Ceramic JSC Industrials

81 CDC.HM Chuong Duong Corp Industrials

82 C32.HM Construction Investment Corp 3-2 Industrials

83 SC5.HM Construction JSC No5 Industrials

84 CCI.HM CuChi Commercial and Industrial Developing Industrials

85 DQC.HM Dien Quang Lamp JSC Industrials

86 DVP.HM Dinhvu Port Investment & Development JSC Industrials

87 DAG.HM Dong A Plastic Group JSC Industrials

88 PDN.HM Dong Nai Port JSC Industrials

89 DLG.HM Duc Long Gia Lai Group JSC Industrials

90 TCO.HM Duyen Hai Multi Modal Transport JSC Industrials

91 FCN.HM Fecon Corp Industrials

92 GMD.HM Gemadept Corp Industrials

93 HTV.HM HaTien Transport JSC Industrials

94 HAH.HM Hai An Transport and Stevedoring JSC Industrials

95 MHC.HM MHC JSC Industrials

96 HBC.HM Hoa Binh Construction & Real Estate Corp Industrials

97 HHS.HM Hoang Huy Investment Services JSC Industrials

98 CII.HM Ho Chi Minh City Infrastructure Investment JSC Industrials

99 HU1.HM HUD1 Investment and Construction JSC Industrials

100 HU3.HM HUD3 Investment and Construction JSC Industrials

101 HTI.HM Idico Infrastructure Development Investment JSC Industrials

103 LGL.HM Long Giang Investment and Urban Development JSC Industrials

104 MDG.HM Mien Dong JSC Industrials

105 PIT.HM Petrolimex International Trading JSC Industrials

106 PNC.HM Phuong Nam Cultural Joint Stock Corp Industrials

107 TV1.HM Power Engineering Consulting JSC 1 Industrials

Post and Telecommunications Investment and

109 RAL.HM Rang Dong Light Source and Vacuum Flask JSC Industrials

110 REE.HM Refrigeration Electrical Engineering Corp Industrials

111 SAM.HM Sacom Development and Investment Corp Industrials

112 SMA.HM Saigon Machinery Spare Parts JSC Industrials

113 SFI.HM Sea & Air Freight International Industrials

114 SRF.HM Seaprodex Refrigeration Industry Corp Industrials

115 SHI.HM SonHa International Corp Industrials

116 STG.HM South Logistics JSC Industrials

117 TCR.HM Taicera Enterprise Co Industrials

118 TCL.HM Tan Cang Logistics and Stevedoring JSC Industrials

119 TYA.HM Taya Vietnam Electric Wire and Cable JSC Industrials

120 TSC.HM Techno-Agricultural Supplying JSC Industrials

121 TLG.HM Thien Long Group Corp Industrials

122 EMC.HM Thu Duc Electro Mechanical JSC Industrials

123 THG.HM Tien Giang Investment and Construction JSC Industrials

124 TMS.HM Transimex Corp Industrials

125 UDC.HM Urban Development and Construction Corp Industrials

126 VTO.HM Vietnam Tanker JSC Industrials

127 VHG.HM Quang Nam Rubber Investment JSC Industrials

128 VSC.HM Vietnam Container Shipping JSC Industrials

129 VNE.HM Vietnam Electricity Construction Joint Stock Corp Industrials

130 VOS.HM Viet Nam Ocean Shipping JSC Industrials

131 VIP.HM Viet Nam Petroleum Transport JSC Industrials

132 VNS.HM Vietnam Sun Corp Industrials

133 VNL.HM Vinalink International Freight Forwarders Industrials

Viet Nam Mechanization Electrification and

Water Supply Sewerage Construction and Investment

136 FPT.HM FPT Corp Information Technology

137 CMG.HM CMC Corp Information Technology

139 CMT.HM Information and Networking Technology JSC Information Technology

140 HPG.HM Hoa Phat Group JSC Materials

141 HSG.HM Hoa Sen Group Materials

142 AAA.HM An Phat Plastic and Green Environment JSC Materials

143 BGM.HM Bacgiang Exploitable Mineral JSC Materials

144 ACC.HM Becamex Asphalt & Concrete JSC Materials

145 SVI.HM Bien Hoa Packaging Co Materials

146 BMC.HM Binh Dinh Minerals JSC Materials

147 KSB.HM Binh Duong Mineral and Construction JSC Materials

148 CTI.HM CuongThuan Idico Development Investment Corp Materials

149 DXV.HM Danang Building Material Vicem JSC Materials

150 DTL.HM Dai Thien Loc Corp Materials

151 DIC.HM Dic Investment and Trading JSC Materials

152 DHC.HM DongHai of Bentre JSC Materials

153 DPR.HM Dong Phu Rubber JSC Materials

154 DHM.HM Duong Hieu Trading and Mining JSC Materials

155 HAI.HM HAI Agrochem JSC Materials

156 HVX.HM Vicem Hai Van Cement JSC Materials

157 KSH.HM KSH Investment and Development JSC Materials

158 HAP.HM Hapaco Group JSC Materials

159 HT1.HM Ha Tien 1 Cement JSC Materials

160 HMC.HM Hochiminh City Metal Corp Materials

161 DHA.HM Hoa An JSC Materials

162 LBM.HM Lamdong Minerals and Building Materials JSC Materials

163 LCM.HM Laocai Mineral Exploitaion and Processing JSC Materials

164 MCP.HM My Chau Printing & Packaging Holdings Co Materials

165 NKG.HM Nam Kim Steel JSC Materials

166 NAV.HM Namviet Joint Stock Co Materials

167 NNC.HM Nui Nho Stone JSC Materials

168 DPM.HM PetroVietnam Fertilizer and Chemicals Corp Materials

169 POM.HM Pomina Steel Corp Materials

170 RDP.HM Rang Dong Plastic JSC Materials

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