Foreign direct investment, financial development, and economic growth nexus in Bangladesh

MN Siddikee, MM Rahman - The American Economist, 2021 - journals.sagepub.com
This article aims to explore the short- and long-run impact of foreign direct investment (FDI),
financial development (FD), capital formation, and the labor forces on the economic growth …

[PDF][PDF] Forecasting volatility of stock indices with ARCH model

MZ Alam, MN Siddikee… - International Journal of …, 2013 - researchgate.net
The main motive of this study is to investigate the use of ARCH model for forecasting volatility
of the DSE20 and DSE general indices by using the daily data. GARCH, EGARCH, PARCH…

[HTML][HTML] Effect of daily dividend on arithmetic and logarithmic return

MN Siddikee - The Journal of Finance and Data Science, 2018 - Elsevier
I have extended the arithmetic and logarithmic equations of the daily return by including daily
dividend. To do this, firstly, I have mathematically broadened the scope of the two mostly …

[PDF][PDF] Volatility of Dhaka stock exchange

MN Siddikee, NN Begum - International Journal of Economics and …, 2016 - researchgate.net
We apply GARCH (p, q) and ARCH (m) model to the daily return of DSE general index (DGEN)
ranging from 1st January, 2002 to 30th July 2013 for examining market volatility. Besides, …

[HTML][HTML] Sustainable economic growth and unemployment nexus of SDG 2030: Bangladesh in Asia

MN Siddikee, JR Zahid, A Sanjida… - SN Business & …, 2022 - Springer
In this study, we applied the Okun’s law to examine the current progress of sustainable economic
growth and unemployment goal of the fourteen developed and developing countries of …

Effect of catastrophic disaster in financial market contagion

MN Siddikee, MM Rahman - Cogent Economics & Finance, 2017 - Taylor & Francis
… Basically, Siddikee is a financial market researcher and … Now, Siddikee is broadening
his research interest about … article and the proposed PhD supervisor of Siddikee at USQ. …

[PDF][PDF] Declaration effect of cash & stock dividends on share price: An empirical study on Dhaka Stock Exchange

ML Rahman, MR Amin, MN Siddikee - Asian Business Review, 2012 - academia.edu
This study analyzes the impact of different types of dividend declaration, namely stock and
cash dividends. Using event study method, MAAR and CAAR, this study found no evidence of …

[PDF][PDF] Ethical implications of public relations in Bangladesh: Islamic perspective

MS Haque, ST Shahnewaz, MN Siddikee - Asian Business Review, 2013 - academia.edu
This paper aims to examine public relation practices in Bangladesh, weighing its ethical
implications from an Islamic perspective and investigates whether it comply with Islam s ethical …

[PDF][PDF] Is pharmaceuticals industry efficient? Evidence from Dhaka stock exchange

MN Siddikee, NN Begum - Accounting and Finance Research, 2015 - Citeseer
This study examines the weak form market efficiency of the thirteen listed pharmaceuticals
company of Dhaka Stock Exchange (DSE). We exclude the three listed pharmaceuticals …

Inclusion of Unsystematic Risk Premium in the Capital Asset Pricing Modeling

MN Siddikee - Available at SSRN 4372237, 2022 - papers.ssrn.com
Abstract: In this study, we attempt to extend the fundamental CAPM by including the unsystematic
risk premium. We considered the sum of the operating and financial risk premium as …