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Ramadan Effect on Stock Market Return and Trade Volume: Evidence from Dhaka Stock Exchange (DSE)
Cogent Economics & Finance
A predictable pattern of stock market return is the violation of the efficient market hypothesis (EMH). It is well studied and evident in financial literature that stock markets around the world have predictable patterns, e.g. calendar effect, behavioural effect, and Religious festival effect. By analysing market return and trading volume data of Dhaka Stock Exchange (DSE) over the period of 1 January 2002 to 30 August 2018, this study attempts to investigate the association of Ramadan, thedoi:10.1080/23322039.2019.1605105 fatcat:v3qj5mkdzzf5riw73gjmtrmqt4