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Assessment of Capital Market Efficiency in COVID-19
2021
European Journal of Business Management and Research
The study tries to focus on the efficiency of the capital market through investigating the randomness of return series of Dhaka Stock Exchange of Bangladesh. Due to COVID-19 pandemic the worldwide capital market faces higher volatility than before. The study finds the week form of efficiency level of Bangladesh capital market. Special focus on Run test, Auto correlation test, predictability of tock return using ARIMA model the weekend effect anomaly and momentum strategy investing. The study
doi:10.24018/ejbmr.2021.6.3.839
fatcat:2j27y6u5wfbnfjr5safceqksam