| ชื่อเรื่อง | : | Weak-form market efficiency of Dhaka Stock Exchange (DSE), Bangladesh |
| นักวิจัย | : | Mollik, Abu Taher. , Bepari, Md Khokan. |
| คำค้น | : | Dhaka Stock Exchange. , Stock exchanges , Applied research. , 910206 Market-Based Mechanisms. , 150201 Finance. , 150202 Financial Econometrics. , Stocks. , Efficient market hypothesis -- Dhaka Stock Exchange -- Random walk model -- Weak form of efficiency -- Return autocorrelation |
| หน่วยงาน | : | Central Queensland University, Australia |
| ผู้ร่วมงาน | : | - |
| ปีพิมพ์ | : | 2552 |
| อ้างอิง | : | http://hdl.cqu.edu.au/10018/45021 |
| ที่มา | : | Mollik, A, & Bepari, M 2009, 'Weak-form market efficiency of Dhaka Stock Exchange (DSE), Bangladesh', paper presented to the 22nd Australasian Finance and Banking Conference 2009, Sydney, organised by Australian School of Business, UNSW, December 16 - 18.http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1460536 (viewed 19/5/10) |
| ความเชี่ยวชาญ | : | - |
| ความสัมพันธ์ | : | 22nd Australasian Finance and Banking Conference 2009, Shangri-La Hotel, Sydney, organised by Australian School of Business, UNSW, December 16 - 18. U.S.A. : SSRN, 2009. p. 1-24 24 pages Refereed , ACQUIRE [electronic resource] : Central Queensland University Institutional Repository. |
| ขอบเขตของเนื้อหา | : | - |
| บทคัดย่อ/คำอธิบาย | : | This paper examines the weak-form efficiency in Dhaka Stock Exchange (DSE) of Bangladesh adjusting for thin trading problem. Both non-parametric tests and parametric tests are used. The data sets consist of daily DSE General Index (DSE-GEN) and DSE 20 Index for the period ranging from January 1, 2002 to December 31, 2007. The results of the study reveal that DSE return series are not normally distributed. Both the return series are stationary and do not follow a random walk. Overall, the study rejects the weak form efficiency of DSE |
| บรรณานุกรม | : |
Mollik, Abu Taher. , Bepari, Md Khokan. . (2552). Weak-form market efficiency of Dhaka Stock Exchange (DSE), Bangladesh.
กรุงเทพมหานคร : Central Queensland University, Australia. Mollik, Abu Taher. , Bepari, Md Khokan. . 2552. "Weak-form market efficiency of Dhaka Stock Exchange (DSE), Bangladesh".
กรุงเทพมหานคร : Central Queensland University, Australia. Mollik, Abu Taher. , Bepari, Md Khokan. . "Weak-form market efficiency of Dhaka Stock Exchange (DSE), Bangladesh."
กรุงเทพมหานคร : Central Queensland University, Australia, 2552. Print. Mollik, Abu Taher. , Bepari, Md Khokan. . Weak-form market efficiency of Dhaka Stock Exchange (DSE), Bangladesh. กรุงเทพมหานคร : Central Queensland University, Australia; 2552.
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