Matches in SemOpenAlex for { <https://semopenalex.org/work/W2781202467> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2781202467 endingPage "101" @default.
- W2781202467 startingPage "97" @default.
- W2781202467 abstract "The available information pertaining to stocks should be entirely reflected in an efficient capital market with a view to aiding policy makers and investors in designing investment strategy. Hence, this paper investigates the time-series behavior of market returns of Dhaka Stock Exchange (DSE) of Bangladesh. This study also aims to find out the parsimonious model for forecasting monthly market returns of DSE more accurately. The monthly data of general index were collected from DSE for the period January 2002 to July 2013. Using Relative Difference method, monthly market returns were calculated. Autoregressive Integrated Moving Average (ARIMA) models were taken into account to model the behavior of stock market returns. Subsequently, based on Akaike Information Criterion and forecast errors, the findings of the study vouchsafe that ARIMA (2, 0, 2) can be employed to model and forecast market returns behavior of DSE efficiently. Finally, the monthly market returns were forecasted using the parsimonious model for the next 24 months and the predicted values fitted the observed values reasonably well.
 Dhaka Univ. J. Sci. 65(2): 97-101, 2017 (July)" @default.
- W2781202467 created "2018-01-05" @default.
- W2781202467 creator A5035469683 @default.
- W2781202467 creator A5052808482 @default.
- W2781202467 creator A5062486239 @default.
- W2781202467 date "2017-07-05" @default.
- W2781202467 modified "2023-10-10" @default.
- W2781202467 title "Modeling and Predicting Stock Market Returns: A Case Study on Dhaka Stock Exchange of Bangladesh" @default.
- W2781202467 cites W133214792 @default.
- W2781202467 cites W1555145937 @default.
- W2781202467 cites W163754794 @default.
- W2781202467 cites W2005424182 @default.
- W2781202467 cites W2013771069 @default.
- W2781202467 cites W2089556049 @default.
- W2781202467 cites W2090637028 @default.
- W2781202467 cites W2103781827 @default.
- W2781202467 cites W2121062667 @default.
- W2781202467 cites W2128475248 @default.
- W2781202467 cites W2131773668 @default.
- W2781202467 cites W2157487168 @default.
- W2781202467 cites W3121900378 @default.
- W2781202467 doi "https://doi.org/10.3329/dujs.v65i2.54515" @default.
- W2781202467 hasPublicationYear "2017" @default.
- W2781202467 type Work @default.
- W2781202467 sameAs 2781202467 @default.
- W2781202467 citedByCount "7" @default.
- W2781202467 countsByYear W27812024672019 @default.
- W2781202467 countsByYear W27812024672021 @default.
- W2781202467 countsByYear W27812024672022 @default.
- W2781202467 countsByYear W27812024672023 @default.
- W2781202467 crossrefType "journal-article" @default.
- W2781202467 hasAuthorship W2781202467A5035469683 @default.
- W2781202467 hasAuthorship W2781202467A5052808482 @default.
- W2781202467 hasAuthorship W2781202467A5062486239 @default.
- W2781202467 hasBestOaLocation W27812024671 @default.
- W2781202467 hasConcept C10138342 @default.
- W2781202467 hasConcept C105795698 @default.
- W2781202467 hasConcept C106159729 @default.
- W2781202467 hasConcept C126674687 @default.
- W2781202467 hasConcept C143910263 @default.
- W2781202467 hasConcept C149782125 @default.
- W2781202467 hasConcept C151406439 @default.
- W2781202467 hasConcept C159877910 @default.
- W2781202467 hasConcept C162324750 @default.
- W2781202467 hasConcept C166957645 @default.
- W2781202467 hasConcept C175706884 @default.
- W2781202467 hasConcept C200870193 @default.
- W2781202467 hasConcept C204036174 @default.
- W2781202467 hasConcept C205649164 @default.
- W2781202467 hasConcept C24338571 @default.
- W2781202467 hasConcept C2779343474 @default.
- W2781202467 hasConcept C2780299701 @default.
- W2781202467 hasConcept C29368100 @default.
- W2781202467 hasConcept C33923547 @default.
- W2781202467 hasConcept C88389905 @default.
- W2781202467 hasConceptScore W2781202467C10138342 @default.
- W2781202467 hasConceptScore W2781202467C105795698 @default.
- W2781202467 hasConceptScore W2781202467C106159729 @default.
- W2781202467 hasConceptScore W2781202467C126674687 @default.
- W2781202467 hasConceptScore W2781202467C143910263 @default.
- W2781202467 hasConceptScore W2781202467C149782125 @default.
- W2781202467 hasConceptScore W2781202467C151406439 @default.
- W2781202467 hasConceptScore W2781202467C159877910 @default.
- W2781202467 hasConceptScore W2781202467C162324750 @default.
- W2781202467 hasConceptScore W2781202467C166957645 @default.
- W2781202467 hasConceptScore W2781202467C175706884 @default.
- W2781202467 hasConceptScore W2781202467C200870193 @default.
- W2781202467 hasConceptScore W2781202467C204036174 @default.
- W2781202467 hasConceptScore W2781202467C205649164 @default.
- W2781202467 hasConceptScore W2781202467C24338571 @default.
- W2781202467 hasConceptScore W2781202467C2779343474 @default.
- W2781202467 hasConceptScore W2781202467C2780299701 @default.
- W2781202467 hasConceptScore W2781202467C29368100 @default.
- W2781202467 hasConceptScore W2781202467C33923547 @default.
- W2781202467 hasConceptScore W2781202467C88389905 @default.
- W2781202467 hasIssue "2" @default.
- W2781202467 hasLocation W27812024671 @default.
- W2781202467 hasOpenAccess W2781202467 @default.
- W2781202467 hasPrimaryLocation W27812024671 @default.
- W2781202467 hasRelatedWork W1979099599 @default.
- W2781202467 hasRelatedWork W2073847544 @default.
- W2781202467 hasRelatedWork W2518538438 @default.
- W2781202467 hasRelatedWork W2567143433 @default.
- W2781202467 hasRelatedWork W2620501840 @default.
- W2781202467 hasRelatedWork W2989676895 @default.
- W2781202467 hasRelatedWork W3032070712 @default.
- W2781202467 hasRelatedWork W3115491726 @default.
- W2781202467 hasRelatedWork W3190289737 @default.
- W2781202467 hasRelatedWork W3215869148 @default.
- W2781202467 hasVolume "65" @default.
- W2781202467 isParatext "false" @default.
- W2781202467 isRetracted "false" @default.
- W2781202467 magId "2781202467" @default.
- W2781202467 workType "article" @default.