Statistical Analysis of 5 Microeconomics Variables

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Abstract

The important aspect of contemporary financial analysis is the relationship between stock price movements and variations in macroeconomic aggregates. The paper examines the role of macroeconomic variables on Dhaka Stock Exchange (DSE) stock returns movement in Bangladesh. In this paper, the analysis is conducted by using monthly data for the period span from January 2009 to December 2012. All data are collected from Dhaka Stock Exchange, Internet. Five macroeconomic variables have been selected to assess the influence on stock return of Dhaka Stock Exchange. These are: effect of DSI with changes in inflation rate, effect of DSI with changes in foreign reserve, effect of DSI with changes in exchange rate, effect of DSI with
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The automated trading was initiated in 10 August 1998 and started on 1 January 2001. Central Depository System was initiated in 24 January 2004. As of November 16, 2009, the benchmark index of the Dhaka Stock Exchange (DSE) crossed 4000 points for the first time, setting another new high at 4148 points. In 2010, the index crossed 8500 points and finally crashed in the first quarter of 2011. Millions of investors lost their money and came out onto the street blaming the speculators and regulators for the bubble that finally burst.

MACROECONOMICS

Macroeconomics considers the performance of the economy as a whole. Many macroeconomic issues appear in the press and on the evening news on a daily basis. When we study macroeconomics we are looking at topics such as economic growth; inflation; changes in employment and unemployment, our trade performance with other countries (i.e. the balance of payments) the relative success or failure of government economic policies and the decisions made by the Bank of England. * Economic Growth - trends in national output and living standards * Unemployment - the causes and consequences of unemployment and the reasons for the changing structure of the work force * Inflation - the economics of price inflation - who loses and who gains and what can we do about inflation? * International trade - does the UK pay its way in trading with

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