The Causality Relationship between Hnx Index and Stock Trading Volume in Hanoi Stock Exchange( Vol-3,Issue-3,March 2017 ) |
|
Author(s): Vuong Quoc Duy, Le Long Hau |
Total View : 917 Downloads : 164 Page No: 155-160 DOI: 10.24001/ijaems.3.3.1 |
Keywords: |
|
Ha Noi Stock Exchange, market index – trading volume relations, Granger causality test. |
|
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. |
|
Cite This Article: |
|
Show All (MLA | APA | Chicago | Harvard | IEEE | Bibtex) | |
Share: |
|