Dhaka stock exchange (DSE)
MODELLING DHAKA STOCK EXCHANGE RETURNS VOLATILITY
... Bangladesh stock market and observe that positive skewness and excess kurtosis reveal the non normality of the DSE return series though they do not mention their considered ...of DSE using three ...
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Which Model Performs Better While Forecasting Stock Market Volatility? Answer for Dhaka Stock Exchange (DSE)
... daily stock exchange data (general index) from December 06, 2010 to March 12, 2013, for building time series modeling and ...of Dhaka Stock Exchange (DSE) for the said study ...
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Emerging equity market and economic development: Bangladesh perspective
... two stock exchanges, Dhaka Stock Exchange (DSE) and Chittagong Stock Exchange ...the DSE with a market capitalization of ...in DSE and 144 in CSE). The ...
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Are the Emerging Capital Markets Weak Form Efficient? Evidence from the Model of the Dhaka Stock Exchange
... is Dhaka Stock Exchange ...emerging stock market, that is DSE, consisting of non-parametric test which is autocorrelation function tests (ACF), to establish a more definitive conclusion ...
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Does Operating Efficiency Matter for the Returns of Banking Sector Stocks in Dhaka Stock Exchange?
... the stock market and outperform operationally inefficient banks ...and stock returns while examining the association between efficiency of banks and performance of their stocks for a sample of ten listed ...
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Optimal portfolio selection in ex ante stock price bubble and furthermore bubble burst scenario from Dhaka stock exchange with relevance to sharpe’s single index model
... A bubble in stock price may occur due to behavioural finance responses of individuals. Werner de Bondt found that behavioural finance has already proved to be a productive, pragmatic, and intuitive approach to ...
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The impact of export growth to stock market in a managed floating exchange rate regime: A VAR Analysis
... that Dhaka Stock Exchange experienced the biggest collapse ever in December 2010 during the period of the then caretaker government regime (when the country's political turmoil was in peak) which is ...
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Empirical Study on the Performance of Initial Public Offerings in China
... Chinese stock market, there are several classes of share, A-shares, B-shares, H-shares, N-shares and non-tradable ...York Stock exchanges, respec- ...Shenzhen Stock Exchange; and foreign ...
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Restructuring of Financial Sector in Pakistan
... The process of restructuring is still going on and it is a bit earlier to say some final words about its success, however, we are able to say, on the basis of the trend the financial and other indicators are following, ...
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Volatility spillovers of rupee dollar and rupee euro exchange rates on Indian stock prices: evidence from GARCH model
... that exchange rate are determined by the fluctuation in the equity market and work under the demand and supply ...moving stock market of the country grabs the attention of the foreign investors to invest in ...
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Impact of Big Data to Analyze Stock Exchange Data Using Apache Pig
... the stock prices appear on the basis of lowest, average, highest prices of the whole ...years stock prices of sugar companies named BALRAM, RAJSREE, DHAMPUR, UTTAM was ...2016. Stock price of DHAMPUR ...
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Comparison between Forecasted Stock Prices and Original Stock Prices in the Karachi Stock Exchange
... differences found in the forecasted stock prices in oil & gas as well as FMCG sector. Further, the correlation was found to be highly significant, showing high linear association between the respective and ...
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A revisit of price discovery dynamics across Australia and New Zealand
... Lumpur Stock Exchange (KLSE) and the Stock Exchange of Singapore ...a stock occurs in the home country (Malaysian market) and there ...
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Income Smoothing, Idiosyncratic Risk & CEO Turnover
... of stock option incentive on corporate governance in terms of earnings management and found that earnings management significantly increases the probability that CEO will exercise its option so that stock ...
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Stock Market Volatility Analysis using GARCH Family Models: Evidence from Zimbabwe Stock Exchange
... the stock market returns ...of stock market returns in different ...Zimbabwean stock exchange react differently to information depending be it positive or negative in making investment ...
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Indicators for the analysis of the evolution of the stock exchange
... Also known as technical indicators, the stock exchange indices can establish various correlations between the movement tendencies of prices and volumes. Technical indicators describe a specific situation of ...
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Size and Value in the Stock Exchange of Thailand
... from Stock Exchange of Thailand database (SET Smart), accessed from and available with the Business Research Center at the Thammasat ...a stock to be included in these portfolios, it should have ...
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Is India really competing with China on a macro economic base
... mean exchange rate of one US dollar to the Indian Rupee is Rs ...mean exchange rate of one US dollar to the Chinese Yuan is ...the exchange rates of India and China is ...the exchange rate of ...
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Stock market liquidity and stock returns: evidence from the London Stock Exchange
... While!there!is!an!increasing!interest!in!the!role!of!liquidity!in!equity!markets,! the! basic! question! of! how! to! measure! liquidity! remains! largely! unsolved.! According! to! Kyle! (1985),! liquidity! is! not! ...
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Risk Measurement of Chinese Stock Market Based on GARCH Model and Extreme Value Theory
... The VaR calculation is performed on the indices of the four stock markets. Figure 8 is a comparison between the index yields of the four stock markets and the VaR at the 0.05, 0.025, and 0.01 significance ...
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