Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis

Dynamics of Mutual Funds in Relation to Stock Market: A Vector Autoregressive Causality Analysis

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In Bangladesh, primary and secondary mutual fund markets behave in a completely different way, where initial public offering (IPO) investors of mutual funds earn more than 250 percent rerun, whereas secondary market investors cannot even manage to cover the opportunity cost of their investment. Ther...

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Bibliographic Details
Main Authors: Shahadath Hossain, A.B.M. Munibur Rahman, Salah Uddin Rajib
Format: Article
Language:English
Published: EconJournals 2013-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
mutual fund
dhaka stock exchange
vector auto regressive
augmented dickey-fuller
cointegration
stationarity
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/31956/351894?publisher=http-www-cag-edu-tr-ilhan-ozturk

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