摘要：The paper examined the impact of microeconomic factors on the abnormal return of listed stocks
on the Vietnam stock market. The research team performed regression analysis based on the data
collected from 149 companies listed on Ho Chi Minh City Stock Exchange between 2012 and 2017.
The research results show that the variables of profitability, capital structure and the growth rate all
had positive impacts on the abnormal return of listed companies. Meanwhile, the size of enterprises
was proven to have the reverse impact on the abnormal return.
