Hn ch đ tài và h ng nghiên cu tip theo

Một phần của tài liệu Mối quan hệ giữa giám sát ngân hàng, tập trung quyền sở hữu quản lý và giá trị công ty Luận văn thạc sĩ 2014 (Trang 75)

2. 2T ng quan các kt qu nghiên cu t rc đây

5.2 Hn ch đ tài và h ng nghiên cu tip theo

B ng nghiên c u th c nghi m, tác gi đã c g ng tìm ra m i t ng quan gi a ba y u t g m t l c ph n s h u b i thành viên h i đ ng qu n tr và ban giám

đ c, s l ng m i quan h tín d ng v i các ngân hàng và hi u qu ho t đ ng c a các công ty v i phát hi n m i b sung thêm vào các nghiên c u th c nghi m hi n

có. Tuy nhiên, khi th c hi n nghiên c u, tác gi g p ph i m t s h n ch ch a đ c kh c ph c nh sau:

V d li u m u nghiên c u còn h n ch , ch gi i h n cho các công ty phi tài chính và niêm y t trên s giao d ch ch ng khoán Thành ph H Chí Minh nên ch a đ i di n đ y đ cho toàn th tr ng Vi t Nam.

Bi n nghiên c u RDSALES: t l chi tiêu chi phí nghiên c u phát tri n R&D

trên doanh thu, đ c bi t đ n là y u t tác đ ng c a Tobin's Q đ c s d ng trong bài nghiên c u g c. Tuy nhiên, d li u R&D h u nh không đ c các công ty trên th tr ng Vi t Nam công b , thay vào đó tác gi s d ng ch tiêu s thay đ i trong toàn b giá tr tài s n c a công ty n m hi n t i so v i n m tr c chia cho doanh

thu n m hi n t i. Vi c thay th này có th nh h ng đ n đ tin c y c a k t qu nghiên c u.

Ngoài các kho n vay t ngân hàng, các kho n vay t các t ch c, cá nhân

khác nh trái phi u doanh nghi p, ch ng ch n …c ng có tác d ng t o ra c ch giám sát bên ngoài nên c ng có kh n ng tác đ ng đ n giá tr doanh nghi p. Tuy

nhiên, do đ c đi m th tr ng Vi t Nam, các doanh nghi p h u nh b h n ch phát hành trái phi u, c ng nh ít có kh n ng ti p c n các ngu n v n vay khác ngoài ngân hàng, nên tác gi đã b qua tác đ ng, không đ a các nhân t này vào nghiên c u.

Do h n ch t v n đ công khai và minh b ch các thông tin công b c a các công ty trên th tr ng Vi t Nam nên d li u m u thu th p đ c có th ch a hoàn toàn chính xác, ph n ánh đ́ng b n ch t c a các m i quan h . Do b n ch t s ki n kinh t và các v n đ thu th p s li u, h s xác đ nh R2 còn th p, nên m c đ gi i thích c a k t qu c l ng là ch a cao.

Các khó kh n trong v n đ thu th p d li u và h n ch trong k thu t c

l ng đã nêu ra có th là c s đ các nghiên c u sau này kh c ph c và phát tri n thêm.

T̀I LI U THAM KH O

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A. Danh m c tài li u ti ng Vi t

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Ph l c 1: K t Qu Th ng Kê Mô T Các Bi n

Ph L c 2: K t qu h i quy ph các bi n đ c l p I. Bi n AGE

Dependent Variable: AGE Method: Panel Least Squares Date: 08/24/14 Time: 22:52 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C 18.88219 4.919380 3.838327 0.0001

BLOCK 6.853859 2.284557 3.000083 0.0028

CAPEXTA -5.060379 4.410050 -1.147465 0.2516

COVERAGE -4.95E-05 0.000112 -0.442066 0.6586

COLLATERAL 1.723659 0.801849 2.149605 0.0320

EBITSD 5.74E-07 1.47E-06 0.389907 0.6967

LEVERAGE -5.573573 1.713066 -3.253566 0.0012

LOG(TA) -0.333943 0.382984 -0.871950 0.3836

PAYOUT -1.511425 2.122952 -0.711945 0.4768

RDSALES -0.205208 0.637029 -0.322132 0.7475

Log likelihood -2249.750 Hannan-Quinn criter. 7.276384

F-statistic 2.610452 Durbin-Watson stat 0.375055

Prob(F-statistic) 0.004121

II. Bi n BLOCK

Dependent Variable: BLOCK Method: Panel Least Squares Date: 08/24/14 Time: 22:53 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C -0.408576 0.085799 -4.762010 0.0000

AGE 0.002111 0.000704 3.000083 0.0028

CAPEXTA -0.068456 0.077435 -0.884046 0.3770

COVERAGE -3.00E-06 1.96E-06 -1.531468 0.1262

COLLATERAL 0.027085 0.014084 1.923145 0.0549

EBITSD 1.13E-08 2.58E-08 0.435850 0.6631

LEVERAGE -0.002869 0.030324 -0.094626 0.9246

LOG(TA) 0.039327 0.006536 6.017287 0.0000

PAYOUT 0.001499 0.037275 0.040228 0.9679

RDSALES 0.015030 0.011165 1.346201 0.1787

SGROWTH 0.010177 0.010464 0.972588 0.3311

R-squared 0.122249 Mean dependent var 0.179066

Adjusted R-squared 0.107930 S.D. dependent var 0.166925

S.E. of regression 0.157659 Akaike info criterion -0.839290

Sum squared resid 15.23701 Schwarz criterion -0.761088

Log likelihood 272.8584 Hannan-Quinn criter. -0.808901

F-statistic 8.537572 Durbin-Watson stat 0.325500

Prob(F-statistic) 0.000000

III.Bi n CAPEXTA

Dependent Variable: CAPEXTA Method: Panel Least Squares Date: 08/24/14 Time: 22:53 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C -0.033921 0.045523 -0.745132 0.4565

LEVERAGE -0.158340 0.014456 -10.95353 0.0000

LOG(TA) 0.011198 0.003477 3.220842 0.0013

PAYOUT 0.027466 0.019399 1.415871 0.1573

RDSALES 0.011209 0.005811 1.929001 0.0542

SGROWTH 0.018999 0.005405 3.515388 0.0005

R-squared 0.219334 Mean dependent var 0.044696

Adjusted R-squared 0.206599 S.D. dependent var 0.092264

S.E. of regression 0.082182 Akaike info criterion -2.142287

Sum squared resid 4.140140 Schwarz criterion -2.064086

Log likelihood 679.3936 Hannan-Quinn criter. -2.111899

F-statistic 17.22267 Durbin-Watson stat 1.856994

Prob(F-statistic) 0.000000

IV.Bi n COLLATERAL

Dependent Variable: COLLATERAL Method: Panel Least Squares Date: 08/24/14 Time: 22:53 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C 0.075201 0.249794 0.301051 0.7635

AGE 0.004341 0.002019 2.149605 0.0320

BLOCK 0.221421 0.115135 1.923145 0.0549

CAPEXTA 0.243378 0.221324 1.099650 0.2719

COVERAGE -1.09E-05 5.60E-06 -1.939381 0.0529

EBITSD 2.69E-08 7.38E-08 0.364438 0.7157

LEVERAGE 0.259366 0.086069 3.013482 0.0027

LOG(TA) 0.027806 0.019198 1.448369 0.1480

PAYOUT -0.132671 0.106443 -1.246411 0.2131

RDSALES 0.037577 0.031934 1.176704 0.2398

SGROWTH 0.036694 0.029905 1.227017 0.2203

R-squared 0.068246 Mean dependent var 0.689103

Adjusted R-squared 0.053047 S.D. dependent var 0.463232

S.E. of regression 0.450778 Akaike info criterion 1.261789

Sum squared resid 124.5623 Schwarz criterion 1.339991

Log likelihood -382.6782 Hannan-Quinn criter. 1.292178

F-statistic 4.489927 Durbin-Watson stat 0.698703

Prob(F-statistic) 0.000004

V. Bi n COVERAGE

Dependent Variable: COVERAGE Method: Panel Least Squares

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C 652.5585 1796.492 0.363240 0.7166 AGE -6.443061 14.57488 -0.442066 0.6586 BLOCK -1269.552 828.9767 -1.531468 0.1262 CAPEXTA 751.1730 1593.071 0.471525 0.6374 COLLATERAL -561.6462 289.6008 -1.939381 0.0529 EBITSD 0.003583 0.000511 7.012871 0.0000 LEVERAGE -858.3812 622.6215 -1.378656 0.1685 LOG(TA) 34.32066 138.3034 0.248155 0.8041 PAYOUT 737.7003 765.9419 0.963128 0.3359 RDSALES -716.2779 228.1053 -3.140119 0.0018 SGROWTH 134.9971 215.2768 0.627086 0.5308

R-squared 0.110663 Mean dependent var 276.5198

Adjusted R-squared 0.096155 S.D. dependent var 3410.157

S.E. of regression 3242.062 Akaike info criterion 19.02328

Sum squared resid 6.44E+09 Schwarz criterion 19.10148

Log likelihood -5924.263 Hannan-Quinn criter. 19.05367

F-statistic 7.627747 Durbin-Watson stat 2.064834

Prob(F-statistic) 0.000000

VI.Bi n LEVERAGE

Dependent Variable: LEVERAGE Method: Panel Least Squares Date: 08/24/14 Time: 22:58 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C -0.255929 0.115911 -2.207972 0.0276

AGE -0.003046 0.000936 -3.253566 0.0012

BLOCK -0.005090 0.053795 -0.094626 0.9246

CAPEXTA -1.033774 0.094378 -10.95353 0.0000

COVERAGE -3.60E-06 2.61E-06 -1.378656 0.1685

COLLATERAL 0.056283 0.018677 3.013482 0.0027

EBITSD -1.45E-07 3.39E-08 -4.276832 0.0000

LOG(TA) 0.063126 0.008588 7.350563 0.0000

PAYOUT -0.231128 0.048762 -4.739915 0.0000

RDSALES -0.006639 0.014890 -0.445829 0.6559

SGROWTH 0.010000 0.013942 0.717276 0.4735

R-squared 0.301966 Mean dependent var 0.510075

Adjusted R-squared 0.290578 S.D. dependent var 0.249312

S.E. of regression 0.209988 Akaike info criterion -0.266061

VII. Bi n LOG(TA)

Dependent Variable: LOG(TA) Method: Panel Least Squares Date: 08/24/14 Time: 23:01 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C 12.50415 0.142185 87.94254 0.0000

AGE -0.003709 0.004254 -0.871950 0.3836

BLOCK 1.418162 0.235681 6.017287 0.0000

CAPEXTA 1.486122 0.461408 3.220842 0.0013

COVERAGE 2.93E-06 1.18E-05 0.248155 0.8041

COLLATERAL 0.122654 0.084684 1.448369 0.1480

EBITSD 1.38E-06 1.45E-07 9.545814 0.0000

LEVERAGE 1.283186 0.174570 7.350563 0.0000

PAYOUT 0.362513 0.223361 1.622990 0.1051

RDSALES 0.172118 0.066784 2.577216 0.0102

SGROWTH 0.025247 0.062877 0.401521 0.6882

R-squared 0.320627 Mean dependent var 13.72381

Adjusted R-squared 0.309544 S.D. dependent var 1.139380

S.E. of regression 0.946753 Akaike info criterion 2.745913

Sum squared resid 549.4568 Schwarz criterion 2.824115

Log likelihood -845.7249 Hannan-Quinn criter. 2.776302

F-statistic 28.93025 Durbin-Watson stat 0.616506

Prob(F-statistic) 0.000000

VIII. Bi n EBITSD

Dependent Variable: EBITSD Method: Panel Least Squares Date: 08/24/14 Time: 22:54 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C -1147185. 128548.5 -8.924139 0.0000 AGE 432.2154 1108.508 0.389907 0.6967 BLOCK 27527.04 63157.21 0.435850 0.6631 CAPEXTA -228469.8 120828.6 -1.890859 0.0591 COVERAGE 20.72652 2.955497 7.012871 0.0000 COLLATERAL 8050.507 22090.20 0.364438 0.7157

SGROWTH 25401.43 16345.61 1.554021 0.1207

R-squared 0.348259 Mean dependent var 74356.62

Adjusted R-squared 0.337627 S.D. dependent var 302962.3

S.E. of regression 246569.9 Akaike info criterion 27.68615

Sum squared resid 3.73E+13 Schwarz criterion 27.76435

Log likelihood -8627.079 Hannan-Quinn criter. 27.71654

F-statistic 32.75570 Durbin-Watson stat 2.001411

Prob(F-statistic) 0.000000

IX.Bi n PAYOUT

Dependent Variable: PAYOUT Method: Panel Least Squares Date: 08/24/14 Time: 22:54 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C 0.101054 0.094583 1.068418 0.2858

AGE -0.000547 0.000768 -0.711945 0.4768

BLOCK 0.001761 0.043764 0.040228 0.9679

CAPEXTA 0.118679 0.083821 1.415871 0.1573

COVERAGE 2.05E-06 2.13E-06 0.963128 0.3359

COLLATERAL -0.019054 0.015287 -1.246411 0.2131

EBITSD -2.64E-08 2.80E-08 -0.944656 0.3452

LEVERAGE -0.152967 0.032272 -4.739915 0.0000

LOG(TA) 0.011803 0.007272 1.622990 0.1051

RDSALES -0.002112 0.012115 -0.174350 0.8616

SGROWTH 0.023435 0.011307 2.072524 0.0386

R-squared 0.076844 Mean dependent var 0.172756

Adjusted R-squared 0.061784 S.D. dependent var 0.176366

S.E. of regression 0.170831 Akaike info criterion -0.678812

Sum squared resid 17.88934 Schwarz criterion -0.600610

Log likelihood 222.7893 Hannan-Quinn criter. -0.648423

F-statistic 5.102636 Durbin-Watson stat 1.389146

Prob(F-statistic) 0.000000

X. Bi n RDSALES

Dependent Variable: RDSALES Method: Panel Least Squares Date: 08/24/14 Time: 22:56 Sample: 2008 2013

Periods included: 6

C -0.759635 0.314108 -2.418387 0.0159

AGE -0.000825 0.002560 -0.322132 0.7475

BLOCK 0.196114 0.145680 1.346201 0.1787

CAPEXTA 0.538272 0.279042 1.929001 0.0542

COVERAGE -2.21E-05 7.04E-06 -3.140119 0.0018

COLLATERAL 0.059976 0.050969 1.176704 0.2398

EBITSD 7.24E-07 8.86E-08 8.169096 0.0000

LEVERAGE -0.048827 0.109520 -0.445829 0.6559

LOG(TA) 0.062278 0.024165 2.577216 0.0102

PAYOUT -0.023475 0.134643 -0.174350 0.8616

SGROWTH 0.119441 0.037518 3.183518 0.0015

R-squared 0.216099 Mean dependent var 0.225878

Adjusted R-squared 0.203311 S.D. dependent var 0.638038

S.E. of regression 0.569496 Akaike info criterion 1.729341

Sum squared resid 198.8116 Schwarz criterion 1.807542

Log likelihood -528.5544 Hannan-Quinn criter. 1.759730

F-statistic 16.89864 Durbin-Watson stat 1.592262

Prob(F-statistic) 0.000000

XI.Bi n SGROWTH

Dependent Variable: SGROWTH Method: Panel Least Squares Date: 08/24/14 Time: 22:57 Sample: 2008 2013

Periods included: 6

Cross-sections included: 104

Total panel (balanced) observations: 624

Variable Coefficient Std. Error t-Statistic Prob.

C -0.207463 0.336877 -0.615842 0.5382

AGE -0.000265 0.002734 -0.096788 0.9229

BLOCK 0.151391 0.155658 0.972588 0.3311

CAPEXTA 1.040127 0.295878 3.515388 0.0005

COVERAGE 4.75E-06 7.57E-06 0.627086 0.5308

COLLATERAL 0.066770 0.054416 1.227017 0.2203

EBITSD 1.54E-07 9.94E-08 1.554021 0.1207

LEVERAGE 0.083856 0.116909 0.717276 0.4735

LOG(TA) 0.010415 0.025938 0.401521 0.6882

PAYOUT 0.296921 0.143265 2.072524 0.0386

RDSALES 0.136170 0.042773 3.183518 0.0015

R-squared 0.084827 Mean dependent var 0.189165

Adjusted R-squared 0.069898 S.D. dependent var 0.630506

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