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dc.contributor.authorVương, Quốc Duy-
dc.contributor.authorLê, Long Hậu-
dc.date.accessioned2018-11-20T06:49:59Z-
dc.date.available2018-11-20T06:49:59Z-
dc.date.issued2017-
dc.identifier.issn2454-1311-
dc.identifier.urihttp://localhost:8080//jspui/handle/123456789/5060-
dc.description.abstractThis 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.isoenvi_VN
dc.relation.ispartofseriesThe journal of advanced Engineering, Management and Science;3 .- p.155-160-
dc.subjectHa Noi Stock Exchangevi_VN
dc.subjectMarket index – trading volume relationsvi_VN
dc.subjectGranger causality testvi_VN
dc.titleThe Causality Relationship between Hnx Index and Stock Trading Volume in Hanoi Stock Exchangevi_VN
dc.typeArticlevi_VN
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