... STUDIES HO CHI MINH CITY THEHAGUES VIETNAM THE NETHERLANDS VIETNAM- NETHERLANDS PROGRAMME FOR M.A IN DEVELOPMENT ECONOMICS AN EMPIRICAL STUDY ON STOCK RETURNS, VOLUME, AND VOLATILITY: LISTED COMPANIES ... 2008, there are 164 companies listed on HOSE and 154 ones on HNX The number of listed companies increases up to 627 ones in the year 2010 including companies on HOSE, on HNX, and fund management companies ... model on the Ho Chi Minh Stock Exchange As a result, I continue to study more on the relationship between volume and returns and between volatility and volume on the data series of eight listed companies...