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Do macroeconomic variables affect stock market performance? : a case study of DSEX and DS30 index of Dhaka Stock Exchange

Hasan, Md. Emran; Sharif, Md. Shahanawaz - In: Business and Economic Research : BER 9 (2019) 3, pp. 182-203

Persistent link: https://www.econbiz.de/10012220770

Macroeconomic variables and Dhaka stock exchange returns: an application of autoregressive distributed lag bounds testing approach

Islam, K. M. Zahidul; Alam, Md. Nahid - In: Journal of economic cooperation & development 40 (2019) 4, pp. 75-108

Persistent link: https://www.econbiz.de/10012314741

Adaptive market hypothesis and momentum effect : evidence from Dhaka Stock Exchange

Akhter, Tahmina; Othman Yong - In: Cogent economics & finance 7 (2019) 1, pp. 1-20

Stock Exchange (DSE) of Bangladesh. To investigate the time-varying pattern of momentum/contrarian anomaly, the study uses …

Persistent link: https://www.econbiz.de/10014232310

The relationship between macro-economic variables and stock exchange prices : a case study in Dhaka stock exchange (DSE) in Bangladesh

Rahman, Md. Mustafizur - In: Financial markets, institutions and risks : FMIR 3 (2019) 3, pp. 122-130

Persistent link: https://www.econbiz.de/10012176307

Modelling & Forecasting Volatility of Daily Stock Returns Using GARCH Models : Evidence from Dhaka Stock Exchange

Ahmed, Md. Tuhin; Naher, Nurun - 2021

Modelling volatility has become increasingly important in recent times for its diverse implications. The main purpose … of this paper is to examine the performance of volatility modelling using different models and their forecasting accuracy … Autoregressive Conditional Heteroscedastic (GARCH), Asymmetric Power Autoregressive Conditional Heteroscedastic (APARCH), Exponential …

Persistent link: https://www.econbiz.de/10013214948

Modeling price dynamics and risk forecasting in Tehran stock exchange : conditional variance heteroscedasticity hidden Markov models

Nilchi, Moslem; Farid, Daryush; Peymany, Moslem; … - In: Iranian journal of finance 7 (2023) 3, pp. 1-24

Persistent link: https://www.econbiz.de/10014429053

The stock exchange of Suriname: returns, volatility, correlations and efficiency

Bodeutsch, Denice; Franses, Philip Hans - 2012

Persistent link: https://www.econbiz.de/10010354451

Stock market volatility : comparison between Dhaka stock exchange and Chittagong stock exchange

Islam, Md. Ariful; Islam, Md. Rayhan; Siddiqui, … - In: International journal of economics, finance and … 2 (2014) 1, pp. 43-52

Persistent link: https://www.econbiz.de/10010382141

No news is not good news: evidence from the intra-day return volatility-volume relationship in Shanghai stock exchange

Krishnamurti, Chandrasekhar; Tian, Gary Gang; Xu, Min; … - In: Journal of the Asia Pacific economy 18 (2013) 1, pp. 149-167

Persistent link: https://www.econbiz.de/10009713176

A study to examine time-varying effectiveness of stock returns on Tehran stock exchange

SiamiNamini, Rahele; RahnamaRoudposhti, Fereydoun; … - In: International journal of financial research 4 (2013) 2, pp. 154-161

Persistent link: https://www.econbiz.de/10010205102