Author Year Country

Arjun Dhungana 2010 Nepal

Sushil Bikhchandani and Sunil

Sharma 2001 India

M. Karanasos, S. Yfanti and J.

Hunter 2021 US

Dr, Pankaj Kumar 2017 India

Dadang Prasetyo Jatmiko 2015 UK

Liem Pei Fun and Sautma Ronni

Basana 2010 Indonesia

Manas Mayur 2015 India

Wan-Ting (Alexandra) Wu 2006 USA

Funda H. SEZGIN 2010 Turkey

Prem Prasad Siwal and Samrina

Napit 2019 Nepal

Radhe Shyam Pradhan 2006 Nepal

Title Study Type

Trend Analysis of Nepalese Stock Market Descriptive and Analytical

Herd Behavior in Financial Markets Exploratory

Emerging Stock market volatility and Economic

Fundamentals Descriptive

Impact of Earning Per Share And Price Earning

Ratio On Market Price of Share Exploratory

The relationship between return, price to

earnings ratio,price to book value ratio, size and
beta in different data period Descriptive

Price Earnings Ratio and Stock Return Analysis Causal and descriptive

Relationship between Price - Earnings Ratios

and Stock Value in an emerging market Descriptive and casual

The P/E ratio and Profitability Causal and quantitative

An empirical investigation of the relationship

among P/E ratio, stock return and dividend yiels
for Istanbul stock exchnage Descriptive

Fundamentals of stock price in Nepalese

commercial banks Descriptive and Exploratrory

Fundamentals of stock returns in Nepal Causal

Research Method
Interviews and Secondary
Research
Secondary Research, Survey
Secondary Research
Secondary Research
Secondary Research
Secondary Research
Observation and Secondary
Research
Secondary Research
Secondary Research, primary
research
Quantitative method, secondary
research
Secondary Research
Sample Context of Study
248 listed companies from 9 different Applicability of technical analysis tools in
sectors Nepalese stock market
100 investors investing in the emerging Herding and its effect in developed
market countries.
The 2008 global finance turmoil and the Estimation on the inflammatory effect on
recent Covid-19 pandemic in raising market US uncertainty on the global credit and
turbulence commodity factors
Impact of earning per share and price
8 companies of auto sector based on Nifty earnings ratio on the market price of share
auto index of auto sector
To look for the relationship between the
100 companies listed on the Jakarta Stock variables used in the study by using a
Exchange(JIX) statistical test program
Analyze whether stocks with high PE Ratio
followed by low stock return and on the
Liquidity 45 stocks listed in Indonesia Stock contrary, stocks with low PE Ratio
Exchange (IDX) followed by high stock return
Indexes of the Bombay Stock Exchange Determine future prices or yields in Indian
(BSE) capital market
Examines the possibility to distinguish
winners from losers in the high forward
55104 firms- year observations P/E stocks.
Identify relationship among market stock
return, dividend yields and price to
ISE 100 index earnings ratio affect in Turkish context
Find out the determinants of the stock
10 commercial banks listed on Nepal Stock market price in Nepalese commercial
Exchange banks
The roles of size and book to market equity
ratio in explaining the stock returns in
40 enterprise listed in NEPSE Nepal
Major gaps identified
The study heavily focus on the
technical analysis of Nepalese
stock market
Intentional herding may be
inefficient and this form of herd
behavior
Effect of is
thenot
policy
rational
uncertainty
volatility and the higher US
policy uncertainty inflates the
leverage and have effects in the
credit conditions
Its findings depend entirely on
the accuracy of such data and
there is no primary data used in
this study
In different data periods, there
will be uncertainity of having
same relationship between the
variable returns
Illiquidy issue is the major
shortcoming.
The prediction only works with
blue-chip firms or firms with
large market capitalization
Research has not fully explored
its relation with profitability.
It is prone to sometimes lose
validity.
The financial characteristics of
commercial banks affects the
stock price of those banks
The size is negatively related to
mentioned three variables.
Findings
The monthly trend analysis of NEPSE
index, Banking index and Finance index
during the research period are in decreasing
trend.
The tendency to herd is highly correlated
with a manager’s tendency to pursue
momentum investment strategies.
As per the double asymmetric power
process, noit only the powered realized
measure asymmetry but the power
transfermed squared negative returns.
Earning per share has found to be a very
strong forecaster of market price of share,
while price earnings ratio impact
significantly on the prediction of market
price of share
Finds the relationship between the four
variables i.e.significant
There is no PER, PBV, size ad beta
relationship with
between
variable returns as the dependent variable.
stock return and (trailing) PE Ratio which
suggests that (trailing) PE Ratio is not
useful in estimating both short term and
long term stock returns
Subsequent prices will increase and
subsequent yields will decline in response to
an increase in the P/E ratio.
Firms with high P/E ratios tend to have
lower ROE in the subsequent years, and
their ROE is very volatile and wide-
distributed.
RE effects negatively on PE in long-run and
DY ratio effects possitively on PE in long-
run
Impact of fundamental variables on share price of selected commercial banks of Nepal and also to find out
Earnings yield and cash flow yield have
significant positive impact on dividend
yield, and an insignificant impact on book
to market value.
Nepal and also to find out the relationship between BVPS, P/E ratio, ROE, DY and SIZE with stock market price.