Dhaka Stock Exchange Historical Data Overview This dataset contains historical technical data from the Dhaka Stock Exchange (DSE), primarily collected from the official DSE website and supplemented with other publicly available online sources. It is intended solely for informational and research purposes. While every effort has been made to ensure the accuracy and completeness of the data, some inconsistencies or errors may still exist. Users are advised to independently verify any critical information before use. Data Summary: This dataset provides historical trading data for over 700 listed companies on the Dhaka Stock Exchange (DSE), covering the period from January 1999 to April 2025. The dataset consists of 1,684,249 rows and 7 columns, including the following fields: Trading Code: Ticker symbol of the company Date: Trading date Open: Opening price High: Highest price during the day Low: Lowest price during the day Close: Closing price Volume: Total shares traded on that day Notable Findings: The dataset reflects significant market cycles, including bullish and bearish trends, over two decades. Includes major economic events, such as: 2008 global financial crisis impact on DSE The 2010–11 market crash in Bangladesh The effects of COVID-19 (2020–21) on trading volume and volatility Historical price trajectories of major companies like BEXIMCO, SQUARE, GP, BATBC, etc., are well captured. Value of the Data: Offers a comprehensive, time-rich view of Bangladesh’s capital market over 25+ years. Useful for quantitative finance, econometrics, and machine learning applications in time series forecasting. Enables comparative studies across sectors like banking, pharmaceuticals, telecom, textiles, etc. Suitable for academic research, policy analysis, and investment strategy development. Acts as a benchmark dataset for algorithm testing, especially in emerging market scenarios. Potential Use Cases: Financial modeling and stock price forecasting using machine learning Volatility and risk analysis across different timeframes Impact studies of global/regional events on stock performance Development of automated trading systems for the Bangladesh market Training data for university courses in finance, statistics, or data science Backtesting investment strategies and portfolio simulations Data visualization projects to explore long-term market trends

Formaat: MP4
Omvang: 47,2 Mb
27 February 2008

Online beschikbaar: [01-12-2014]
Standard Youtube License
Uploaded on Jun 11, 2008
Video summary of the ALDE workshop "The International Financial Crisis: Its causes and what to do about it?"

Event date: 27/02/08 14:00 to 18:00
Location: Room ASP 5G2, European Parliament, Brussels
This workshop will bring together Members of the European Parliament, economists, academics and journalists as well as representatives of the European Commission to discuss the lessons that have to be drawn from the recent financial crisis caused by the US sub-prime mortgage market.

With the view of the informal ECOFIN meeting in April which will look at the financial sector supervision and crisis management mechanisms, this workshop aims at debating a wide range of topics including:
- how to improve the existing supervisory framework,
- how to combat the opacity of financial markets and improve transparency requirements,
- how to address the rating agencies' performance and conflict of interest,
- what regulatory lessons are to be learnt in order to avoid a repetition of the sub-prime and the resulting credit crunch.

PROGRAMME

14:00 - 14:10 Opening remarks: Graham Watson, leader of the of the ALDE Group
14:10 - 14:25 Keynote speech by Charlie McCreevy, Commissioner for the Internal Market and Services, European Commission
14:25 - 14:40 Presentation by Daniel Daianu, MEP (ALDE) of his background paper
14:40 - 15:30 Panel I: Current features of the financial systems and the main causes of the current international crisis.

-John Purvis, MEP EPP
-Eric De Keuleneer, Solvay Business School, Free University of Brussels
-Nigel Phipps, Head of European Regulatory Affairs Moody's
-Wolfgang Munchau, journalist Financial Times
-Robert Priester, European Banking Federation (EBF), Head of Department Banking Supervision and Financial Markets
-Ray Kinsella, Director of the Centre for Insurance Studies University College Dublin
-Servaas Deroose, Director ECFIN.C, Macroeconomy of the euro area and the EU, European Commission
-Leke Van den Burg, MEP PSE
-David Smith, Visiting Professor at Derby Business School

This paper analyses the socioeconomic effects of a group of governmental politics of infrastructure and financial/tax subsidies (Programa Grande Carajás) that from the late 1970’s had established a siderurgical zone for commodities production (pig iron) designed for exportation at the eastern Amazon area of Maranhão state. These governmental efforts trigged the emergence of a labour market around steel and forest workers, by the consequence of the use of charcoal as a input for siderurgical production. The analytic effort will be based on the theoretic paradigm of Global Production Networks, which stands as a multicentric approach that stresses the action of diversified social world actors to understand the process of configuration of that market, focusing the changes caused by the 2008’s economic crisis, highlighting the role performed by trade unions, corporates and state agents in this process.

This dataset accompanies the article: Hoyer, K., Zeisberger, S., Breugelmans, S. M., & Zeelenberg, M. (2021). Greed and individual trading behavior in experimental asset markets. Decision, 8(2), 80. Article abstract: Greed has been shown to be an important economic motive. Both the popular press as well as scientific articles have mentioned questionable practices by greedy bankers and investors as one of the root causes of the 2008 global financial crisis. In spite of these suggestions, there is as of yet no substantive empirical evidence for a contribution of greed to individual trading behavior. This article presents the result of 15 experimental asset markets in which we test the influence of greed on trading behavior. We do not find empirical support for the idea that greedier investors trade fundamentally differently from their less greedy counterparts in markets. These findings shed light on the role of greed in trading and the emergence of asset market bubbles in specific, and of the financial crisis in general. Directions for future research are discussed.

Graph and download economic data for Dates of U.S. recessions as inferred by GDP-based recession indicator (JHDUSRGDPBR) from Q4 1967 to Q4 2024 about recession indicators, GDP, and USA.