Stock prices are greatly affected by investors’ expectations. They respond very quickly to any publicly disclosed information, for example, economic or political news. Several attempts have been made to identify or study the factors that affect stock prices. Some researchers have also tried to determine the correlation between selected factors (internal and external, market and non-market factors, economic and non-economic factors) and stock prices. The outcomes of the studies vary depending on the scope of the study, the assets and factors examined, and the country specific variables. This time we analyze the relevant factors in context of Bangladesh.