The study tries to focus on the efficiency of the capital market through investigating the randomness of return series of Dhaka Stock Exchange of Bangladesh. Due to COVID-19 pandemic the worldwide capital market faces higher volatility than before. The study finds the week form of efficiency level of Bangladesh capital market. Special focus on Run test, Auto correlation test, predictability of tock return using ARIMA model the weekend effect anomaly and momentum strategy investing. The study found that the hypothesis of randomness of the stock returns are rejected for stock price index changes by using random walk tests, normality of return distributions, runs test and at different lags using ARIMA and the momentum tests which assert Dhaka Stock Exchange is not efficient even in the weak form.

The study tries to find the interaction of corporate disclosure and governance within the organization, focused stakeholders, and shareholders representation with internal information in the board. The paper investigates seven governance variables as the willful release of information proxy concentrated on organizational structure and functioning. Multiple regression has been performed to identify the explanatory power of the variables. The results are very much similar and consistent with the understanding that both internal and external control exist simultaneously to affect the shareholders' control to restrict each other. The results suggest that the size of the board does not affect the external control of voluntary disclosure. This paper can help to exhibit the relationship between proper and transparent corporate governance and required disclosure to reduce agency conflicts. This paper focused on the existing companies listed in the stock exchanges to identify and develop model to improve the agency setting. The paper should be interesting for the regulators, stakeholders, and practitioners to construct consistent policies with calls for more disclosure requirements in this agency setting.

The study tries to find the relationship between the client’s financial statement variables and the margin loan provided to the clients. The data has been collected from the period of 2005–2020 observing 1254 clients of 18 banks in Bangladesh. A strong informational pitfall effects the margin loan application and approval process in the banking industry. Information from the clients’ financial statements has been used to regress and identify the correlation between the financial strength of the borrower and banks loan approval amount. Pooled ordinary least square regression and random effect model has been used to conduct the analysis. The variables are linearized using the log transformation and to conduct a simulation seven model transformation has been done to figure out the ideal model scenario.

The study tries to find out the impact of investors demographic variables on the return from the stock market. The data has been collected from the brokerage and Marchant banks for individual investors investments, return and demographic characteristics. The research covers the period from 2009 to 2021 and have a decade long enough to identify the trend. The structural break in the data also been adjusted to avoid any kind of endogeneity. The regression results suggest that demographic variables affect the investment pattern and beta return for the investors. the demographic variables such as education, location and experience have positive links with the beta whereas age and income show negative association. The education, income and experience variables are also found to be significant in the empirical analysis.

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