Al Asad Bin Hoque, Hafiz - In: Managerial Finance 33 (2007) 10, pp. 810-820
Purpose – The purpose of this paper is to explore dynamics of stock price movements of an emerging market, Bangladesh … common stochastic trend. Impulse response analysis shows that shocks to the US market do have an impact on the Bangladesh … market. The evidence of Bangladesh stock market responding to shocks in the Indian market is weak. Shocks to the Japanese …