JOURNAL PAPER

Nusrat Rahman and Md. Yousuf Harun, Examining Volatility in Bank Stock Prices: A Comparative Exploration of Dividend Policies, Macroeconomic Influences, and Company-Specific Factors, Jahangirnagar University Journal of Business Research (JUJBR), 23, 02, pp.123-146, 2023. doi: https://doi.org/10.53461/jujbr.v23i2.30

This study aims to ascertain and compare factors influencing stock price volatility in terms of dividend policy, macroeconomic and company specific aspects for selected subset of listed banks in Bangladesh. The study not only found significant negative impact of dividend payout ratio but also spotted a significant influence of inflation, EPS, and firm size on stock price volatility. Price volatility influenced by “No dividend policy” can be reinvestigated from the aspect of behavioral finance in the future. Furthermore, this study also sheds light on to what extent firm-specific and macroeconomic influence impact stock price volatility in Bangladesh's banking sector.

An Empirical Analysis of weak form market efficiency: Evidence from Dhaka Stock Exchange, Jahangirnagar Journal of Finance & Banking, Volume 07, June, pp.51, 2019. doi: 10.13140/RG.2.2.19235.32803

This research empirically tested the weak-form efficient market hypothesis of the Dhaka Stock Exchange (DSE) by hypothesizing normality of the return distribution series, random walk assumption and efficiency across time. The empirical results of this study support that DSE is not efficient in weak form.

 

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