Variability Analysis of Weekly Trading of Dhaka Stock Exchange

Das, Rajib Lochan

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.identifier.citation	C	en_US
dc.identifier.issn	1998-7889
dc.identifier.uri	http://hdl.handle.net/123456789/172
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.	en_US
dc.language.iso	en	en_US
dc.publisher	Eastern University	en_US
dc.subject	Variability, seasonality, day-of-the-week effect, probability, Markov Chain.	en_US
dc.title	Variability Analysis of Weekly Trading of Dhaka Stock Exchange	en_US
dc.type	Book	en_US