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This paper examines the casual relations between the market return and trading volume for the Ha Noi Stock Exchange during the period from May 3 , 2013 to March 2, 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. Keywords—Ha Noi Stock Exchange, market index – trading volume relations, Granger causality test.

The Causality Relationship between Hnx Index and Stock Trading Volume in Hanoi Stock Exchange