Stock Market: A Comparative Study between S&P 500 and DSE General Index

Authors

  • pavel1342

  • Iftakhar Parvej

Keywords:

DSE general index and volatility, S&P 500 index, DSE general index and volatility.

Abstract

A healthy financial sector is crucial for economic growth. The stock market to an economy, what a clinical thermometer is to a human body, reflects the health of the economy. Again, the economy of the developed countries always has a great impact on the other economically weak countries. In this study our aim is to compare S&P 500 Index and DSE General Index, which may tell about the major similarity and dissimilarity about the compared stock markets. Here, to compare the stock markets we take volatility comparison, different time series models and so on.

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How to Cite

Stock Market: A Comparative Study between S&P 500 and DSE General Index. (2013). Global Journal of Management and Business Research, 13(18), 43-48. https://journalofbusiness.org/index.php/GJMBR/article/view/

Author Biography

pavel1342

Imran Parvez is an Assistant Professor in the Department of Statistics at Pabna University of Science and Technology in Bangladesh. His research focuses on financial econometrics, stock market analysis, and volatility modeling. He has authored notable studies including a comparative analysis of the S&P 500 and DSE General Index, as well as an evaluation of volatility models on the Dhaka Stock Exchange. With 32 publications and 145 citations, his work has contributed to the understanding of emerging financial markets. He holds an h-index of 8, reflecting his growing academic influence.

References

Reena Aggarwal, Carla Inclan, Ricardo Leal (1999) Volatility in Emerging Stock Markets. 34(1), 33. https://doi.org/10.2307/2676245

Michael Brandt, Christopher Jones (2006) Volatility Forecasting With Range-Based EGARCH Models. 24(4), 470-486. https://doi.org/10.1198/073500106000000206

K. Dewett, A. Chand (1986) Modern Economic Theory.

J. Maduura (1998) Financial Markets and Institutaions.

J. Xu (1999) Modeling Shanghai stock market volatility. 87(0), 141-152. https://doi.org/10.1023/a:1018916532180

Yu (2002) Forecasting volatility in the Newzeland Stock Market. 12, 193-202.

Published

2013-05-30

How to Cite

Stock Market: A Comparative Study between S&P 500 and DSE General Index. (2013). Global Journal of Management and Business Research, 13(18), 43-48. https://journalofbusiness.org/index.php/GJMBR/article/view/