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What is Random Walk Analysis of DSE Returns about?

This document summarizes a research study on the random walk behavior of returns from the Dhaka Stock Exchange (DSE) in Bangladesh over a 23-year period from 1987 to 2010. The study used the runs test and unit root test to analyze whether monthly DSE price index and returns followed a random walk. The results showed that the monthly DSE price index follows a random walk, but the monthly returns do not. The returns also exhibited autoregressive conditional heteroskedasticity (ARCH) properties. The study reco

Author

Eliash Hossen Bappi

Language

EN