Please use this identifier to cite or link to this item: https://dspace.ctu.edu.vn/jspui/handle/123456789/5060
Title: The Causality Relationship between Hnx Index and Stock Trading Volume in Hanoi Stock Exchange
Authors: Vương, Quốc Duy
Lê, Long Hậu
Keywords: Ha Noi Stock Exchange
Market index – trading volume relations
Granger causality test
Issue Date: 2017
Series/Report no.: The journal of advanced Engineering, Management and Science;3 .- p.155-160
Abstract: This paper examines the casual relations between the market return and trading volume for the Ha Noi Stock Exchange during the period from May 3th , 2013 to March 2rd, 2016. This paper uses Granger test and the results showed that the change of the volume of transactions that affect the change of HNX-Index. On the basis of this conclusion, we shall determine the degree of influence of the change in trading volume with HNX-Index by means of regression analysis.
URI: http://localhost:8080//jspui/handle/123456789/5060
ISSN: 2454-1311
Appears in Collections:Tạp chí quốc tế

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