Ahmed, M. Farid - In: Savings and development : quarterly review 26 (2002) 1, pp. 49-68
This article examines the stock price behavior on the Dhaka Stock Exchange (DSE). This is done via tests of daily, weekly and monthly returns predictability on the Overall Index on this exchange. For this purpose the Ljung-Box statistic is used for the period from January 1990 through April 2001...