Feedback trading behavior in Dhaka Stock Exchange (DSE ...

Mobarek, Asma and Keavin Keasey, (2000). Weak- form Market Efficiency of an
Emerging Market: Evidence from Dhaka Stock Market of Bangladesh,
Presented at ENBS Conference, Oslo, Available online at:
http://www.bath.ac.uk/cds/enbs-papers-pdfs/mobarek-new.pdf
Mozumder M. Imtiaz. (2008). Introducing Financial Trading Rooms in Business
Schhols. The Fiancial Express, June 12, Dhaka
Nelson , D. (1991). Conditional Heteroskedasticity in Stock Returns: A New
Approach, Econmetrica, 59, 347-370.
Nofsinger, J. R., and R. W.Sias. (1999). Herding and Feedback Trading by
Institutional and Individual Investors, Journal of Finance 54, 2263-2295
Ogden, J.P. (1997). Empirical Analyses of Three Explanations for the
Autocorrelation of Short Horizon Stock Index Returns, Review of
Quantitative Finance and Accounting, 9, 203-17.
Perry, P.R. (1985). Portfolio Serial Correlation and Non-synchronous Trading,
Journal Financial and Quantitative Analysis, 20, 517-523.
Pierdzioch , Christian . (2004). Feedback Trading and Predictability of Stock
Returns in Germany, 1880-1913, Kiel Institute for World Economics,
Kiel Working Paper no. 1213.
Pierdzioch , Christian and Andrea Schertler . (2005). Sources of Predictability of
EuropeanStock Markets for High-Technology Firms, Kiel Institute for
World Economics, Kiel Working Paper no. 1235.
Rahman, Shofiqur and Hossain Farhad. (2006). Weak-Form Efficiency:
Testimony of Dhaka Stock Exchange, Journal of Business Research, 8,
1-12, Available at SSRN: http://ssrn.com/abstract=940811
Sentana, E. and S. Whadwani. (1992). Feedback traders and stock return
autocorrelations:
evidence from a century of daily data.
Economic Journal, 102, 415–425.
Shiller, R.J. (1984). Stock prices and social dynamics. Brookings Papers on
Economic Activity, 2, 457–498.