http://rulrepository.ru.ac.bd/handle/123456789/4 Tue, 07 Apr 2026 21:40:23 GMT 2026-04-07T21:40:23Z http://rulrepository.ru.ac.bd/handle/123456789/1164 Mixed approach to detect share price volatility: an empirical analysis of DSE and CSE Rahman, Md. Habibur This study aimed to determine which models would best predict volatility in Bangladesh's Dhaka Stock Exchange Ltd. (DSE) and Chittagong Stock Exchange Ltd. (CSE). Previously, scholars conducted substantial research on Bangladesh's stock markets. Nevertheless, following a thorough examination, the researcher has identified several areas to contribute to the existing body of literature. Typically, most research conducted in or outside of Bangladesh used the most fundamental combinations of order in the adopted models, specifically (1,1). Furthermore, the majority of previous studies did not take into account a wide range of error distributions. Despite conducting a thorough search, the researcher was unable to locate any studies that combined the two major stock exchanges in Bangladesh—the Dhaka Stock Exchange Ltd. (DSE) and the Chittagong Stock Exchange Ltd. (CSE)—into a single research endeavor to conduct a comprehensive study on volatility forecasting. Meanwhile, experts in stock market volatility persistently strive to improve their forecasts' accuracy by incorporating microeconomic, macroeconomic, and other external factors into their models. However, even after a careful search, no prior study that included so many of those exogenous variables in one study could be located. Furthermore, no previous studies in the research field of volatility estimation were found to have used a "Mixed method" approach that combined the stakeholders' perspectives with quantitative outputs. To address the existing gaps in the research, the researcher has constructed a set of research questions and established specific research objectives, as outlined in Chapter One. The researcher has reviewed a wide range of domestic and international literature, which chapter two includes. The second section of this chapter also consists of an initial examination of the chosen models. The researcher utilized four volatility models, specifically GARCH(p,q), EGARCH(p,q), TGARCH(p,q), and PARCH(p,q) models, to assess and compare their effectiveness in forecasting volatility. The comparison was conducted for DSE and CSE, using three error distributions: Normal, Student's t, and Generalized Error Distributions (GED). Subsequently, the researcher added sixteen microeconomic and macroeconomic variables and two intra-market variables as exogenous variables in the best-suited volatility forecasting models. The purpose was to determine if including these variables improves the accuracy of the predictions made by the selected models. In addition, the researcher incorporated the perspectives of other stakeholders, including officials from the DSE & CSE, officials from the Bangladesh This Thesis is Submitted to the Department of Finance, University of Rajshahi, Rajshahi, Bangladesh for The Degree of Doctor of Philosophy (PhD) Mon, 01 Jan 2024 00:00:00 GMT http://rulrepository.ru.ac.bd/handle/123456789/1164 2024-01-01T00:00:00Z http://rulrepository.ru.ac.bd/handle/123456789/1148 Industrial Relations Practices of Thakurgoan Sugar Mills Ltd. Bangladesh Nandi, Jayanta Kumar In the present study an increasing attention has been given on the subject of job satisfaction. The subject job satisfaction has been perceived as one of the important factors which generally regulates the work environment and contains a significant importance to make any particular form of work environment. It has been observed that the job satisfaction is one of the main topics in the field of Industrial Relations. In it the level of job satisfaction of the various positions of organizational hierarchy have been examined and measured in detail. After measuring the level of job satisfaction of the various sections of employees it has been found that 34.3 percent blue collar employees were moderately satisfied and 65.7 percent b blue collar workers had low level of satisfaction. There was none who had high level of satisfaction in this category. For the white collar workers, 57.5% percent were moaerately satisfied and 42.5 percent had low level of satisfaction. But there was none who had high level job satisfaction in this category. Similarly the level of job satisfaction of the officers has been found [66.6 percent with medium satisfaction and 33.4 percent with low w satisfaction. In measuring the level of job satisfaction of the employees of Thakurgoan Sugar Mills Ltd. some of the have been problems have been singled out and some suggestions put forward for removing the unpleasant condition of the factory. The study shows that the economic conditions of the employees are the main factors for creating other interrelated problems. On the other hand, the study proposes to improve the physical working conditions and the various other facilities for the workers to create work interest among them. This Thesis is Submitted to the Department of Management Studies, University of Rajshahi, Rajshahi for the Degree of Master of Philosophy (MPhil) Mon, 01 Mar 1982 00:00:00 GMT http://rulrepository.ru.ac.bd/handle/123456789/1148 1982-03-01T00:00:00Z http://rulrepository.ru.ac.bd/handle/123456789/1129 Promoting Factors of SMEs in Bangladesh: A Comprehensive Study Rashid, Md. Abdur The specific objectives of this study are to investigate the effect of the promoting factors on the success of SMEs in Bangladesh and to identify the moderating effect of entrepreneur's skills between relationship of the promoting factors and the success of SMEs in Bangladesh. This study was conducted on 100 SMEs of Rajshahi District of Bangladesh by preparing the structured interview questionnaire in collecting the data about selected factors regarding SMEs of the owners and managers of the firm. Smart partial least squares (PLS) version 3.0 computer software based structural equation modelling (SEM) technique developed by Chin (1998); Gefen, Straub, and Boudreau (2000) was used to analyze the data as well as to test the associated hypotheses. A research model was developed after reviewing the literature and on the basis of that model hypothesis were developed. Quantitative approach and closed-ended questions were used in this study. The non-probability sampling specifically convenient sampling was used to draw the sample from research population. In this study, the survey was conducted among 450 respondents at the owner and managerial level of SMEs in Bangladesh where 399 questionnaires were usable. A 7-point Likert scale questionnaire was used to collect the information to measure the factors and constructs of the proposed model. In this research, data was analyzed by structural equation modelling. With the support of SPSS version 23 and Smart-PLS 3.0., this section deals with data. interpretation and conclusions in line with the hypotheses. The analysis is followed by the assessment of the measurement model in relation to convergent validity, construct reliability and validity, and eventually, discriminant validity in various sub-sections. To test the structural model, structural· model estimation, R2, f2, multi-collinearity (VIF) and predictive relevance (Q2) were used. The details of the path coefficient (direct relationship), the results of the study of moderation and mediation, the summary of “the hypotheses were presented. The result of this study shows that marketing network is most affecting factor that create the effect on the success of SMEs in Bangladesh. The findings of this study are beneficial to various stakeholders of SMEs in Bangladesh that includes owners, managers, employees, creditors, suppliers, customers, policy makers finally government and other various private organizations in making policy, strategy as well as setting goals. The most important contribution of the research is to identify the vital factors that affect the success of SME in Bangladesh. This Thesis is Submitted to the Department of Marketing, University of Rajshahi, Rajshahi, Bangladesh for The Degree of Master of Philosophy (MPhil) Fri, 01 Jan 2021 00:00:00 GMT http://rulrepository.ru.ac.bd/handle/123456789/1129 2021-01-01T00:00:00Z http://rulrepository.ru.ac.bd/handle/123456789/1088 Sustainability Management for Groundwater Irrigation in Barind Tract of Bangladesh Khan, Mohammad Rafiul Azam The Barind tract is rich in mineral resources like coal, peat, hard rock, limestone, white clay, and glass sand, and is suitable for agricultural crops production in which paddy is the leading crop that contribute to ensuring food security in Bangladesh. Although there are three seasons for paddy production in Barind area, traditionally boro season is used for paddy production in most of the agricultural lands. Irrigation for cultivating paddy is indispensable for which the most convenient source of water is the surface water, but surface water source already has reached to an alarming level from the viewpoint of its availability in this region wherein only four months are attributed as the wet season allowing irrigation using surface water sources, and the rest of the year, that is, during the dry season for irrigation the farmers are to rely entirely on groundwater (GW), which is comparatively costly and limited. The main purpose of this study is to reveal and evaluate the sustainability status and management practices in the use of GW for irrigation in Barind tract of Bangladesh. It started with an endeavour to study legislative measures and framework in GW management for irrigation followed by an assessment of perceptions and examination of the participation of the farmers as well as local government officials in the execution of their action plans to address key management issues and drivers with a view to coming up with a sustainable strategic management approach applicable in the study area and other parts of the Barind tract of Bangladesh, thereby ensuring the obtainability of services of natural resources for the next generations.--- This Thesis is Submitted to the Department of Management studies , University of Rajshahi, Rajshahi, Bangladesh for The Degree of Doctor of Philosophy (PhD) Fri, 01 Jan 2021 00:00:00 GMT http://rulrepository.ru.ac.bd/handle/123456789/1088 2021-01-01T00:00:00Z