Due to the globalisation and mobilisation of capital markets, the concept of EMH is gaining a
lot of importance in both developed and emerging economies. Most of the researches on the …

The focus of this paper is to seek evidence whether Dhaka Stock Exchange (DSE) is efficient
in the weak form or not by hypothesizing normality of the distribution series and random walk …

In this paper, vector autoregressive (VAR) models have been recognized for the selected
indicators of Dhaka stock exchange (DSE). Bangladesh uses the micro economic variables …

Using monthly data for market index and 46 actively traded individual firms from January
1991 through May 2003, we examine the efficiency of stock market of an emerging market …

Using the well-known Fama-MacBeth methodology, this paper investigates the factors that
may influence the cross-section of stock returns in the Dhaka Stock Exchange (DSE) …

Seasonality study in return on shares prices is very much prominent in the field of finance.
The scope of this study is to find of days-of-the-week-effect in small portfolios. Unlike …

The objective of this study is to examine the impact of sectoral shift on the stock return of
Bangladesh. This study employs auto-regressive distributive lag (ARDL) approach using the …

This study measures the status of technical efficiency of companies in Dhaka stock
exchange (DSE) for panel data using the stochastic frontier production function …

The tendency of small firms to produce more returns than large firms is offen referred to as'
size effect". Hhile this effect is evident in many research papers pursued in the context of …

Volatility analysis of stock returns for fifteen listed banks in Chittagong Stock Exchange Page 135
International Business Research; Vol. 11, No. 9; 2018 ISSN 1913-9004 E-ISSN 1913-9012 …