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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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File | Description | Size | Format | |
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_file_ | 198.91 kB | Adobe PDF | View/Open | |
Your IP: 18.117.184.236 |
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