An Empirical Analysis on the Dhaka Stock Exchange (DSE) Financial Crisis

• 발행기관: People & Global Business Association
• 저자명: Sarod Khandaker
• 간행물 정보: 『Global Business and Finance Review』Vol.17 No.2, 194~205쪽, 전체 12쪽
• 주제분류: 경제경영 > 경영학
• 파일형태: PDF
• 발행일자: 2012.12.31

영문 초록

This paper examined the Dhaka Stock Exchange (DSE) financial crisis in 1997 and also analyzed stock price co-movement behavior of the DSE from 1996 to 2004.The study found evidence that the DSE stocks were more volatile in the South-Asian region during the sample period, and its financial crisis was influenced by several macroeconomic factors such as high corruption rate, poor information disclosure policy, and abolishment of the lock in system. The study also captured stock price co-movement behaviors of the South-Asian stock markets and compared findings with the DSE. There is no evidence of a statistically significant correlation of coefficient between these stock markets during the sample period suggesting that the DSE financial crisis was not influenced by the regional factors.

목차

Abstract

Ⅰ. Introduction and Motivation

Ⅱ. Literature review

Ⅲ. Data and Methodology

Ⅳ. Analysis: DSE Financial Crisis

Ⅴ. DSE and South-Asian Markets

Ⅵ. Discussion and Conclusion

References