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Ramadan effect on stock market return and trade volume : evidence from Dhaka Stock Exchange (DSE)
Hassan, Md. Hashibul; Kayser, Md. Shahidullah - In: Cogent economics & finance 7 (2019) 1, pp. 1-10
Ramadan, the holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR-GARCH … stock market return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE …
Persistent link: https://www.econbiz.de/10012023939
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Stylized facts of the statistical properties of risk and return of the Dhaka Stock Exchange : 1991-2015
Iqbal, Kazi; Shahana, Siban - In: The Bangladesh development studies : the journal of the … 42 (2019) 4, pp. 83-109
Persistent link: https://www.econbiz.de/10012665548
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How financial liberalization impacts stock market volatility in Africa : evidence from Nigeria
Adeyeye, Patrick Olufemi; Aluko, Olufemi Adewale; … - In: Investment management and financial innovations 14 (2017) 3, pp. 291-301
Persistent link: https://www.econbiz.de/10011873751
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Day of the week effect anomaly in Dhaka Stock Exchange post crisis period : evidence from Bangladesh capital market
Hossain, Md Arafat; Biglari, Vahid - In: Afro-Asian Journal of Finance and Accounting : AAJFA 10 (2020) 4, pp. 537-553
Persistent link: https://www.econbiz.de/10012316093
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Forecasting methods for safeguarding ASEAN-5 stock exchanges during extreme volatility
Chukiat Chaiboonsri; Prasert Chaitip - In: International journal of trade and global markets 10 (2017) 1, pp. 123-130
Persistent link: https://www.econbiz.de/10011722940
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Which model performs better while forecasting stock market volatility? : answer for Dhaka Stock Exchange (DSE)
Abdullah, S. M.; Kabir, Mohammod Akbar; Jahan, Kawsar; … - In: Theoretical economics letters 8 (2018) 14, pp. 3203-3222
Persistent link: https://www.econbiz.de/10011955144
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Volatility nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach
Hasan, Md. Abu; Zaman, Anita - In: Scientific Annals of Economics and Business 64 (2017) 2, pp. 233-243
Persistent link: https://www.econbiz.de/10011865998
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Empirical analyses of volatility spillover from G5 stock markets to Karachi stock exchange
Jan, Waleed; Jebran, Khalil - In: Pakistan journal of commerce and social sciences 9 (2015) 3, pp. 928-939
relationship between KSE and G5 equity markets. The volatility spillover has been analyzed by GARCH (generalized autoregressive …. The GARCH (1, 1) model reveals significant volatility spillover effect from all G5 equity markets to KSE. Based on …This study made a pioneering attempt to investigate volatility spillover from G5 countries stock markets to Karachi …
Persistent link: https://www.econbiz.de/10011928795
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Interlinkage of Johannesburg Stock Exchange super sectors during extreme market events
Lawrence, Babatunde; Obalade, Adefemi Alamu; Doorasamy, … - In: African journal of business & economic research : AJBER 19 (2024) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10015044954
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The relationship between financial liberalization and stock market volatility : the mediating role of financial crises
Rejeba, Aymen Ben; Boughrara, Adel - In: Journal of economic policy reform 17 (2014) 1, pp. 46-70
Persistent link: https://www.econbiz.de/10010358410