| dc.contributor.author | Tran, Tran Uyen Khiet | |
| dc.date.accessioned | 2017-04-17T20:59:06Z | |
| dc.date.accessioned | 2018-06-19T08:35:19Z | |
| dc.date.available | 2017-04-17T20:59:06Z | |
| dc.date.available | 2018-06-19T08:35:19Z | |
| dc.date.issued | 2015 | |
| dc.identifier.other | 022002233 | |
| dc.identifier.uri | http://10.8.20.7:8080/xmlui/handle/123456789/1786 | |
| dc.description.abstract | This study examines the causal relationship between stock return and trading volume
in Ho Chi Minh Stock Exchange (HOSE) and Unlisted Public Company Market (UPCOM). The
data used in this study is daily trading volume and stock returns over the period from January
4th, 2010 to December 31st, 2014. Using the Granger causality test, we point out that there is no
relation between stock return and trading volume on UPCOM but there is uni-directional
causality that return causes trading volume on HOSE. In addition, running contemporaneous
regression equations and linear regression model reveals that there is no contemporaneous
relationship between stock return and trading volume on HOSE but there is positive relation
that indicates two facts: information flow sequentially into the market instead of
instantaneously; the increase in stock return will lead to the increase in trading volume and
vice versa the decrease in stock return will cause falling in trading volume. | en_US |
| dc.description.sponsorship | MBA. Le Phuong Thao | en_US |
| dc.language.iso | en_US | en_US |
| dc.publisher | HCMC - International University | en_US |
| dc.relation.ispartofseries | ;022002233 | |
| dc.subject | Financial institution | en_US |
| dc.title | The relationship between trading volume and stock return on Ho Chi Minh stock exchange (HOSE) and unlisted public company market (UPCOM) | en_US |
| dc.type | Thesis | en_US |
