In ad-hoc vehicle networks (VANETs), the random mobility causes the rapid network topology change, which leads to the challenge of the reliable data transmission. In this paper, we propose a hybrid-price auction-based secure routing (HPA-SR) protocol using advanced speed and cosine similarity-based (ASCS) clustering to establish a secure route to avoid sinkhole attacks and improve connectivity between nodes. The main features and contributions of the proposed HPA-SR protocol are as follows. First, the HPA-SR protocol is employed by the first- and second-price auctions to avoid sinkhole attacks. More specifically, using the Markov decision process (MDP), each node can select a kind of auction method to establish the secure route by avoiding the sinkhole attack. Second, the advanced speed cosine similarity clustering protocol that is considered as underlying structure is presented to improve the connectivity between nodes. The ASCS is constructed based on the cosine similarity and distance between nodes using the speed and direction of the nodes. The results of the performance show that the proposed HPA-SR protocol can establish the secure route avoiding the sinkhole attack while the proposed ASCS clustering can support the strong connectivity. Besides, the HPA-SR with ASCS protocol can show better performance than the benchmark protocol in terms of the routing delay, packet loss ratio, number of packet loss, and control overhead.