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Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Vương, Quốc Duy | - |
dc.contributor.author | Lê, Long Hậu | - |
dc.date.accessioned | 2018-11-20T06:49:59Z | - |
dc.date.available | 2018-11-20T06:49:59Z | - |
dc.date.issued | 2017 | - |
dc.identifier.issn | 2454-1311 | - |
dc.identifier.uri | http://localhost:8080//jspui/handle/123456789/5060 | - |
dc.description.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. | vi_VN |
dc.language.iso | en | vi_VN |
dc.relation.ispartofseries | The journal of advanced Engineering, Management and Science;3 .- p.155-160 | - |
dc.subject | Ha Noi Stock Exchange | vi_VN |
dc.subject | Market index – trading volume relations | vi_VN |
dc.subject | Granger causality test | vi_VN |
dc.title | The Causality Relationship between Hnx Index and Stock Trading Volume in Hanoi Stock Exchange | vi_VN |
dc.type | Article | vi_VN |
Appears in Collections: | Tạp chí quốc tế |
Files in This Item:
File | Description | Size | Format | |
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_file_ | 198.91 kB | Adobe PDF | View/Open | |
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