Basher, Syed; Hassan, M. Kabir; Islam, Anisul - In: Applied Financial Economics 17 (2007) 17, pp. 1393-1407
This article empirically examines the time-varying risk return relationship and the impact of institutional factors such as circuit breaker on volatility for the emerging equity market of Bangladesh [namely The Dhaka Stock Exchange (DSE)] using daily and weekly stock returns. The DSE equity...