Showing 1 - 20 results of 100 for search '"Dhaka Stock Exchange"', query time: 0.71s Refine Results
  1. 1

    The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange by Muhammed Monjurul Quadir

    Published 2012-09-01
    “… This article investigates the effects of macroeconomic variables of treasury bill interest rate and industrial production on stock returns on Dhaka Stock Exchange for the period between January 2000 and February 2007 on the basis of monthly time series data using Autoregressive Integrated Moving Average (ARIMA) model. …”
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    Article
  2. 2

    The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange by Muhammed Monjurul Quadir

    Published 2012-12-01
    “…This article investigates the effects of macroeconomic variables of treasury bill interest rate and industrial production on stock returns on Dhaka Stock Exchange for the period between January 2000 and February 2007 on the basis of monthly time series data using Autoregressive Integrated Moving Average (ARIMA) model. …”
    Get full text
    Article
  3. 3

    The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange by Muhammed Monjurul Quadir

    Published 2012-09-01
    “… This article investigates the effects of macroeconomic variables of treasury bill interest rate and industrial production on stock returns on Dhaka Stock Exchange for the period between January 2000 and February 2007 on the basis of monthly time series data using Autoregressive Integrated Moving Average (ARIMA) model. …”
    Get full text
    Article
  4. 4

    THE EFFECT OF MACROECONOMIC VARIABLES ON STOCK RETURNS ON DHAKA STOCK EXCHANGE by Muhammed Monjurul Quadir

    Published 2012-01-01
    “…This article investigates the effects of macroeconomic variables of treasury bill interest rate and industrial production on stock returns on Dhaka Stock Exchange for the period between January 2000 and February 2007 on the basis of monthly time series data using Autoregressive Integrated Moving Average (ARIMA) model. …”
    Get full text
    Article
  5. 5

    The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange by Muhammed Monjurul Quadir

    Published 2012-09-01
    “… This article investigates the effects of macroeconomic variables of treasury bill interest rate and industrial production on stock returns on Dhaka Stock Exchange for the period between January 2000 and February 2007 on the basis of monthly time series data using Autoregressive Integrated Moving Average (ARIMA) model. …”
    Get full text
    Article
  6. 6

    Dividend Announcements and Contagion Effects: An Investigation on the Firms Listed with Dhaka Stock Exchange by M. Abu Misir

    Published 2010-05-01
    “…The principal purpose of this study was to examine the intra-industry information effects of announcements of dividend initiations of the firms associated with Dhaka Stock Exchange (DSE). To test this hypothesis, we used Herfindahl Index and Tobin’s q ratio. …”
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    Article
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    Dividend Announcements and Contagion Effects: An Investigation on the Firms Listed with Dhaka Stock Exchange by M. Abu Misir

    Published 2010-06-01
    “…The principal purpose of this study was to examine the intra-industry information effects of announcements of dividend initiations of the firms associated with Dhaka Stock Exchange (DSE). To test this hypothesis, we used Herfindahl Index and Tobin’s q ratio. …”
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    Article
  9. 9

    Relationship between risk and expected returns: Evidence from the Dhaka Stock Exchange by Hasan, Md. Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

    Published 2012
    “…In this study we examine a risk-return association within the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (DSE) market.The study also aims at exploring whether the CAPM is applicable in DSE. …”
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    Conference or Workshop Item
  10. 10

    A validity test of capital asset pricing model for Dhaka Stock Exchange by Hasan, Md. Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

    Published 2011
    “…CAPM postulates an equilibrium linear association between expected return and risk of an asset.This study investigates a risk-return relationship within the CAPM framework in Dhaka Stock Exchange (DSE) using monthly stock returns from 80 non-financial companies for the period of January 2005 to December 2009.From the CAPM empirical analysis, it is observed that intercept term is significantly different from zero and insignificant but there exists a positive relationship between beta and share return.The results of the study refute the CAPM hypothesis and offer evidence against the CAPM in DSE market. …”
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    Article
  11. 11

    An analysis of the CAPM for Dhaka Stock Exchange: Evidence from non-financial sector by Hasan, Md Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

    Published 2012
    “…In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (DSE)market for non financial companies. …”
    Article
  12. 12

    Devidend announcements and contagion effects: an investigation on the firm listed with Dhaka Stock Exchange by Abu Misir, M.

    Published 2010
    “…The principal purpose of this study was to examine the intra-industry information effects of announcements of dividend initiations of the firms associated with Dhaka Stock Exchange (DSE). To test this hypothesis, we used Herfindahl Index and Tobin’s q ratio. …”
    Get full text
    Article
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    Predicting the Stock Market Efficiency in Weak Form: A Study on Dhaka Stock Exchange by Masud Pervez, Md. Harun Ur Rashid, Md. Asad Iqbal Chowdhury, Mahbubur Rahaman

    Published 2018-09-01
    “…<p>This study aims to examine the weak form efficiency of Dhaka Stock Exchange (DSE) using random walk model of EMH based on daily return series. …”
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    Article
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    Evaluation of stock market technical efficiency with a comparison of groups of companies in Dhaka Stock Exchange by Hasan, Md Zobaer, Kamil, Anton Abdulbasah, Baten, Md Azizul

    Published 2011
    “…The objective of this study was to measure stock market efficiency of the groups of companies, such as Group-A (financial), Group-A (non-financial), Group-B and Group-Z of Dhaka stock exchange (DSE) market in Bangladesh applying the Stochastic Frontier approach, incorporating technical inefficiency effect model. …”
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    Article
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    Estimating stock market technical efficiency for truncated normal distribution: Evidence from Dhaka stock exchange by Hassan, Md Zobaer, Kamil, Anton Abdulbasah, Mustafa, Adli, Baten, Md Azizul

    Published 2012
    “…This study analyzes the technical efficiency of selected groups of companies of Bangladesh Stock Market that is Dhaka Stock Exchange (DSE) market using a stochastic frontier production function.This research considers Cobb-Douglas Stochastic frontier model with truncated normal distribution and both the time-variant and time-invariant inefficiency effects are estimated.The studied input variables-market return, market capitalization, book to market ratio and market value show significant relationship with the stock returns.The estimated average technical efficiency of DSE market is 95.42% of potential output for the truncated normal distribution over the period 2000-2008.The results show that technical efficiency gradually decreases over the reference period.The value of technical efficiency is high for investment group and low for bank group in time-variant situation whereas the value of technical efficiency is high for investment group also but low for ceramic group in time-invariant situation.…”
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    Article
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