Decision Sciences
8 years ago

Macroeconomic variables fail to predict stock returns on Dhaka Stock Exchange.

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DOAJ (DOAJ: Directory of Open Access Journals)
THE EFFECT OF MACROECONOMIC VARIABLES ON STOCK RETURNS ON DHAKA STOCK EXCHANGE
Muhammed Monjurul Quadir

Paper Summary

The article examines how treasury bill interest rates and industrial production affect stock returns on the Dhaka Stock Exchange from 2000 to 2007. Using the ARIMA model, the study found a positive relationship between these macroeconomic variables and market stock returns, but the results were not statistically significant.

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