Margin Requirements and Stock Market Volatility in Bangladesh
Journal Title: SDMIMD Journal of Management - Year 2012, Vol 3, Issue 2
Abstract
Officially margin requirements in bourses in Bangladesh were initiated on April 28, 1999, to limit the amount of credit available for the purpose of buying stocks. The goal of this paper is to measure the impact of changing margin requirement on stock returns' volatility in Dhaka Stock Exchange (DSE). The impact of margin requirement on stock price volatility has been extensively studied with mixed and ambiguous results. Using daily stock returns, we found mixed evidence that SEC's margin requirements have significant impact on market volatility in DSE.
Authors and Affiliations
A. F. M. Mainul Ahsan, Mohammad Osman Gani, Md. Bokhtiar Hasan
Keywords
Related Articles
- EP ID EP573230
- DOI 10.18311/sdmimd/2012/2741
- Views 129
- Downloads 0
Evaluation of Growth of Mutual Funds and Exchange Traded Funds in India
Investors are always baffled about the risk-return characteristics of their investments. There is often the challenge of the alternative between active&passive investments. In case of active mutual funds there are numero...
Financing Small and Medium Enterprise: A case study of BASIC Bank Ltd
The study was undertaken with the objective of analyzing the present Status of SME finance by BASIC Bank Ltd, Uttara Branch, and Dhaka. The data for the study were collected both from primary as well as secondary sources...
Quality of Work Life and its Impact on Job Satisfaction in Small Scale Industrial Units: Employees Perspectives
The presence of Quality of work life (QWL) in organization, leads to numerous positive outcomes. There are many studies on QWL in large scale industrial units but there is not much of studies on QWL in small scale indust...
Managerial Success and Antecedents: An Empirical Enquiry and Model Building in Indian Context
The competitive pressures in the business environment have made demands for more number of successful Managers in organizations. This paper has made an attempt to empirically establish some of the antecedents as the back...
The Alchemy of KBC
The case explores the choreography of the entertainment game-show by tracking the key elements and how they have been structured to achieve a successful business model. The case also traces the genesis of the game-show,...