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Stock size and stock density
Hannesson, Rögnvaldur - In: Marine resource economics 39 (2024) 3, pp. 229-242
Persistent link: https://www.econbiz.de/10014633677
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Efficiency of Bangladesh stock market : evidence from monthly index and individual firm data
Hassan, M. Kabir; Chowdhury, S. S. H. - In: Applied financial economics 18 (2008) 7/9, pp. 749-758
Persistent link: https://www.econbiz.de/10003739376
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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287
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Jump, non-normal error distribution and stock price volatility : a nonparametric specification test
Rahman, Mohammad Masudur; Ara, Laila Arjuman; Zheng, … - In: The Singapore economic review : journal of the Economic … 54 (2009) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10003851283
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Monthly seasonality in emerging market : evidence from Bangladesh
Rahman, Md. Lutfur; Amin, Abu S. - In: The global journal of finance and economics 8 (2011) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10009248022
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Measuring weak-form of market efficiency : the case of Dhaka stock exchange
Dulal Miah, Md.; Banik, Shubha Lal - In: International journal of financial services management … 6 (2013) 3, pp. 219-235
Persistent link: https://www.econbiz.de/10010338904
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Statistical properties of daily returns from the Dhaka Stock Exchange
Chowdhury, Abdur R. - In: The Bangladesh development studies : the journal of the … 22 (1996) 4, pp. 61-76
Persistent link: https://www.econbiz.de/10001232059
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Market efficiency in emerging stock markets : the case of Dhaka stock exchange (DSE)
Ahmed, M. Farid - In: Savings and development : quarterly review 26 (2002) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10001683577
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Market Depth and Risk Return Analysis of Dhaka Stock Exchange : An Empirical Test of Market Efficiency
Alam, Md. Mahmudul - 2020
It is customary that when security prices fully reflect all available information, the markets for those securities are said to be efficient. And if markets are inefficient, investors can use available information ignored by the market to earn abnormally high returns on their investments. In...
Persistent link: https://www.econbiz.de/10012854735
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Modelling & Forecasting Volatility of Daily Stock Returns Using GARCH Models : Evidence from Dhaka Stock Exchange
Ahmed, Md. Tuhin; Naher, Nurun - 2021
-sample estimation accuracy under student’s t error distribution. The asymmetric effect captured by the parameter of ARMA (1,1) with …
Persistent link: https://www.econbiz.de/10013214948