Testing Normality for Daily Returns from the Nepalese Stock Market

Researchers and investors are interested in the normality of return from stock market establishment Efficient Market Hypothesis (EMH). Nevertheless, a statistical distribution helps predict with help basic mean standard deviation values return. Hence, paper tested daily returns Nepalese market, Nepal Stock Exchange Limited (NEPSE). The followed results data visualization to determine have shown that NEPSE follows normal distribution. test statistics for also show Similarly, parameters fitted reflect normality. transaction volume at normally leads as well. fitting reflects could risk using two parameters, i.e., mean, respectively.