Market efficiency in weak form: empirical evidence from Bangladesh Stock Market
This internship report is submitted in partial fulfillment of the requirements for the degree of Masters of Business Administration, 2018.
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| অন্যান্য লেখক: | |
| বিন্যাস: | Internship report |
| ভাষা: | English |
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BRAC University
2019
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| অনলাইন ব্যবহার করুন: | http://hdl.handle.net/10361/11491 |
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10361-11491 |
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10361-114912019-09-30T05:14:34Z Market efficiency in weak form: empirical evidence from Bangladesh Stock Market Hossain, Md. Delowar Ahmed, Salehuddin BRAC Business School, BRAC University Market efficiency Stock market Bangladesh Stocks. Stock exchanges. This internship report is submitted in partial fulfillment of the requirements for the degree of Masters of Business Administration, 2018. Catalogued from PDF version of internship report. Includes bibliographical references (pages 37-38). The report focus on the stock valuation which ultimate objective is to evaluate the stock to find out the undervalued or overvalued are traded in the Dhaka stock Exchange. Here, the return of daily trading price is used from 2013 to 2017 conducting 89 companies which are considered to know the intrinsic price in the market. Most common techniques to evaluate the stock is CAPM model. It is used to find out intrinsic value to compare with current market price which is executed to justify the CAPM model is valid or not. In the following study we use the historical date to find out intrinsic value after that we compare the intrinsic value with current market price. The study reflects that not a single company are traded in fare price that means each company are traded either undervalued or overvalued. I can say the companies which are traded in Dhaka stock exchange are inefficiency. Therefore, it can be concluded that the market are inefficient which are predictable. The arbitrage profit is possible. Md. Delowar Hossain M. Business Administration 2019-03-05T05:34:08Z 2019-03-05T05:34:08Z 2018 2018-12-04 Internship report ID 16164040 http://hdl.handle.net/10361/11491 en BRAC University Internship reports are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. 48 pages application/pdf BRAC University |
| institution |
Brac University |
| collection |
Institutional Repository |
| language |
English |
| topic |
Market efficiency Stock market Bangladesh Stocks. Stock exchanges. |
| spellingShingle |
Market efficiency Stock market Bangladesh Stocks. Stock exchanges. Hossain, Md. Delowar Market efficiency in weak form: empirical evidence from Bangladesh Stock Market |
| description |
This internship report is submitted in partial fulfillment of the requirements for the degree of Masters of Business Administration, 2018. |
| author2 |
Ahmed, Salehuddin |
| author_facet |
Ahmed, Salehuddin Hossain, Md. Delowar |
| format |
Internship report |
| author |
Hossain, Md. Delowar |
| author_sort |
Hossain, Md. Delowar |
| title |
Market efficiency in weak form: empirical evidence from Bangladesh Stock Market |
| title_short |
Market efficiency in weak form: empirical evidence from Bangladesh Stock Market |
| title_full |
Market efficiency in weak form: empirical evidence from Bangladesh Stock Market |
| title_fullStr |
Market efficiency in weak form: empirical evidence from Bangladesh Stock Market |
| title_full_unstemmed |
Market efficiency in weak form: empirical evidence from Bangladesh Stock Market |
| title_sort |
market efficiency in weak form: empirical evidence from bangladesh stock market |
| publisher |
BRAC University |
| publishDate |
2019 |
| url |
http://hdl.handle.net/10361/11491 |
| work_keys_str_mv |
AT hossainmddelowar marketefficiencyinweakformempiricalevidencefrombangladeshstockmarket |
| _version_ |
1814309416428634112 |