Efficiency and Volatility Dynamics of Bangladesh's Stock Market

A Macroeconometric Analysis

Md Abu Hasan (Autor)

Buch | Hardcover

222 Seiten

2024 | Unabridged edition
Cambridge Scholars Publishing (Verlag)
978-1-5275-6964-5 (ISBN)

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This book contributes to empirical finance by comprehensively analysing an emerging stock market, employing modern econometric techniques. The most central and fascinating area of financial economics is probably the efficiency and volatility of the stock market – however, studies of emerging economies are relatively limited in this area. The rising importance of stock market globalisation has increased interest in emerging markets. This book leads the way for an emerging market perspective, as it explores the issue of efficiency and volatility of the stock market in Bangladesh by employing both univariate and multivariate models, using daily data of past share prices and monthly data of macroeconomic variables and the stock index, respectively.This book offers an understanding of the crucial issues facing developing economies, particularly emerging stock markets with similar characteristics to those of Bangladesh. This book undoubtedly provides valuable information for investors in the stock market, graduate, post-graduate, and PhD students in quantitative financial economics, academics in economics and finance, and policymakers in developing economies.

Dr Md Abu Hasan has been serving as a civil servant under the Ministry of Education of Bangladesh since 2008. Currently, he is Assistant Professor of Economics at the Directorate of Secondary and Higher Education, Dhaka (Attached: Shahid Buddhijibi Government College, Rajshahi, Bangladesh). He earned bachelor's and master's degrees in economics from Shah Jalal University of Science and Technology, Sylhet, Bangladesh. Hasan received his PhD in economics from the Institute of Bangladesh Studies (IBS), University of Rajshahi, Bangladesh. He has published more than 20 research articles in various international journals, and has participated in various national and international workshops and conferences. His research interests are financial economics, macroeconomics, and development economics.

Erscheinungsdatum	05.03.2024
Verlagsort	Newcastle upon Tyne
Sprache	englisch
Maße	148 x 212 mm
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
	Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
	Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
ISBN-10	1-5275-6964-0 / 1527569640
ISBN-13	978-1-5275-6964-5 / 9781527569645
Zustand	Neuware