Variability Analysis of Weekly Trading of Dhaka Stock Exchange

dc.contributor.author	Das, Rajib Lochan
dc.date.accessioned	2019-10-30T10:33:28Z
dc.date.available	2019-10-30T10:33:28Z
dc.date.issued	2011-07-01
dc.description.abstract	Day-of-the-week effect is a popular focus of study in finance and economics. Several studies on Dhaka Stock Exchange (DSE) recognize presence of this effect under six-days-a-week trading. This paper investigated the presence and nature of trends under five-days-a-week trading at DSE regarding its three practiced indices. The study uses Markov chain model and found that the probability of getting lower returns is highest on Mondays, and that of getting higher returns is highest on Thursdays.
dc.identifier.citation	C
dc.identifier.other	http://dspace.easternuni.edu.bd:8080/xmlui/handle/123456789/172
dc.identifier.uri	http://dspace.easternuni.edu.bd:8080/xmlui/handle//123456789/172
dc.language.iso	en
dc.publisher	Eastern University
dc.source	Eastern University Digital Library
dc.subject	Variability, seasonality, day-of-the-week effect, probability, Markov Chain.
dc.title	Variability Analysis of Weekly Trading of Dhaka Stock Exchange
dc.type	Book

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