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The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange
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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The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange
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
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The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange
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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THE EFFECT OF MACROECONOMIC VARIABLES ON STOCK RETURNS ON DHAKA STOCK EXCHANGE
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
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The Effect of Macroeconomic Variables On Stock Returns on Dhaka Stock Exchange
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
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Dividend Announcements and Contagion Effects: An Investigation on the Firms Listed with Dhaka Stock Exchange
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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Forecasting Volatility of Dhaka Stock Exchange: Linear Vs Non-linear models
Published 2012-10-01Get full text
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Dividend Announcements and Contagion Effects: An Investigation on the Firms Listed with Dhaka Stock Exchange
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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Relationship between risk and expected returns: Evidence from the Dhaka Stock Exchange
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 -
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A validity test of capital asset pricing model for Dhaka Stock Exchange
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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An analysis of the CAPM for Dhaka Stock Exchange: Evidence from non-financial sector
Published 2012“…In this study, we examine the Capital Asset Pricing Model (CAPM) structure in Dhaka Stock Exchange (DSE)market for non financial companies. …”
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Devidend announcements and contagion effects: an investigation on the firm listed with Dhaka Stock Exchange
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. …”
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Optimal Portfolio Construction: Application of Sharpe's Single-Index Model on Dhaka Stock Exchange
Published 2019-03-01Subjects: Get full text
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Predicting the Stock Market Efficiency in Weak Form: A Study on Dhaka Stock Exchange
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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Risk-Return Trade-off in Emerging Markets:Evidence from Dhaka Stock Exchange Bangladesh
Published 2015-03-01Subjects: Get full text
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Evaluation of stock market technical efficiency with a comparison of groups of companies in Dhaka Stock Exchange
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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Ramadan effect on stock market return and trade volume: Evidence from Dhaka Stock Exchange (DSE)
Published 2019-01-01Subjects: Get full text
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Estimating stock market technical efficiency for truncated normal distribution: Evidence from Dhaka stock exchange
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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