holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR-GARCH (p … return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE. This is might be …, behavioural effect, and Religious festival effect. Analysing market return and trading volume data of Dhaka Stock Exchange (DSE …

This paper estimates the day-of-the-week effect on the market return, volatility of market returns and trade volume of … DSE using conditional variance model. Empirical results of this paper indicate that the day-of-the-week effect in DSE does … exist in case of market return, volatility of market return and trade volume over the study period of 2005 to 2018. It is …

Ramadan, the holy month for the Muslims, with the market return, volatility and trade volume in the of DSE. Applying GJR … stock market return and volatility. However, Ramadan has a significant negative impact on the daily trade volume of DSE … Exchange (DSE) over the period of 1 January 2002 to 30 August 2018, this study attempts to investigate the association of …

The main purpose of this paper is to examine the day of the week effect on stock market return and volatility in Dhaka … Stock Exchange (DSE). For this purpose, the daily series of DSE Broad Index (DSEX) data for the period of Jan 2013 to June … volatility. The results show that highest and lowest returns are observed on Tuesday and Sunday, respectively based on GARCH (1 …