摘要：While there are many factors that influence stock market activity, the main focus of this paper is to examine stock market performance under different political leadership in Bangladesh. This study mainly considers two different daily DSE indices’ (DSI and DGEN) return and some key market indicators for the sample period March 20, 1991 to April 30, 2013. We basically analyzed average market return, volatility and risk for each government term (five terms) individually. By means of descriptive observation and statistical analysis we found evidence that the performance of stock market was superior under government term 4 (2006 to 2009) while performance was worst under government term 2 (1996 to 2001) and term 5 (2009 to 2013). It was also found that the government term 4 was led by nonpolitical party, i.e. Caretaker government whereas the government terms 2 & 5 were led by the same political party.
