This paper attempts to investigate the impact of different bank specific and macroeconomic variables on bank profitability by considering 23 commercial banks of Bangladesh based on data availability during the period 2013-17. These data are collected from the individual banks annual reports, Bangladesh Bureau of Statistics (BBS) and a variety of publications of the Bangladesh Bank. The fixed effect model for panel data has been applied to operate the regression analysis among the variables. In the study, three identical measures of profitability namely Return on Asset (ROA), Return on Equity (ROE) and Net Interest Margin (NIM) are used. In the model for ROA, the result indicated that earning variable (TIN, NII), and asset structure (DPST) have a significant positive relationship with ROA, and asset quality (NPL) has significant negative impact on ROA. For ROE, earning (TIN and NII) and capital strength (CAP) have a significant positive relationship of the entire explanatory variable with ROE. Only asset quality (NPL) has significant negative impact on ROE. For NIM, earning variables (TIN), capital strength (CAP) and liquidity (LTA) have a significant positive relationship with NIM. This study find no significant impact of the macroeconomic factors namely growth rate of GDP and rate inflation and rate of interest included in the models on profitability. For decision making and developing the performance of financial organization in the future the findings of this study can assist the investors, policymakers, management body and other stakeholders. Contribution/ Originality: This study contributes to the existing literature by investigating the impact of different bank specific and macroeconomic variables on bank profitability in case of Bangladesh.

Phase transitions in metal halide perovskites triggered by external provocations produce significantly different material properties, providing a prodigious opportunity for a comprehensive applications. In the present study, the first principles calculation has been performed with the help of density functional theory (DFT) using CASTEP code to investigate the physical properties of lead-free CsSnBr3 metal halide under various hydrostatic pressures. The pressure effect is determined in the range of 0-16 GPa. Subsequently, a significant change is observed in lattice constant and volume with increasing pressure. The electronic band structure show semiconductor to metal phase transition under elevated pressure. The investigation of optical functions displays that the absorption edge of CsSnBr3 perovskite is shifted remarkably toward the low energy region (red shift) with improved pressure up to 16 GPa. In addition, the absorptivity and dielectric constant also upsurges with the applied hydrostatic pressure. Finally, the mechanical properties reveal that CsSnBr3 perovskite is mechanically stable and highly ductile; the ductility is increased with raising pressure. This type of semiconductor to metal phase transition may inspire a wide range of potential applications. Graphical diagram FIG. 1. A pristine cubic crystal structure of CsSnBr3 perovskite compound

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The major objective of this study is to identify whether dividend announcement convey any information to the market that results a price reaction. With the objectives in mind, this paper used only secondary data from DSE. The study comprised a total of 21 companies these are listed by DSE. The research is only quantitative in nature. The empirical part of this study employs a standard 'event study methodology' to analyze the stock price reaction to dividend announcement. With the help of 'event study methodology' MAAR and CAAR to analyze the effect of dividend announcement on stock prices taking 21 listed companies of Dhaka Stock Exchange (DSE) in Bangladesh. The results were showed by using chart, table, descriptive statistics and t-statistics. The finding indicates that some companies are efficient, and some are inefficient. The results are statistically significant both before declaration date and after declaration date. In this paper, before declaration date of third and eight are efficient and after declaration date of five and eight are inefficient.

In this research paper, attempt has been made to explore the dynamic relationship between stock market and macroeconomic variables i.e. DSE index and three key macroeconomic variables (Exchange rate, Industrial production in and Reserve), by using unit root stationary tests and Johansen co-integration test. Monthly data has been used from June, 2003 to June, 2015 for all the variables, like, DSE index, Exchange rate, Industrial production in and Reserve. Results showed that the variables contained a unit root and were integrated of order one. The vector error correction model (VECM) (Johansen (1991)) is utilized to determine the impact of selected macroeconomic variables on stock market. Empirical results show that the stock market and macroeconomics variables have no long-term equilibrium relationship.