In the field of business research method, a literature review is more relevant than ever. Even though there has been lack of integrity and inflexibility in traditional literature reviews with questions being raised about the quality and trustworthiness of these types of reviews. This research provides a literature review using a systematic database to examine and cross-reference snowballing. In this paper, previous studies featuring a generalized autoregressive conditional heteroskedastic (GARCH) family-based model stock market return and volatility have also been reviewed. The stock market plays a pivotal role in today’s world economic activities, named a “barometer” and “alarm” for economic and financial activities in a country or region. In order to prevent uncertainty and risk in the stock market, it is particularly important to measure effectively the volatility of stock index returns. However, the main purpose of this review is to examine effective GARCH models recommended for performing market returns and volatilities analysis. The secondary purpose of this review study is to conduct a content analysis of return and volatility literature reviews over a period of 12 years (2008–2019) and in 50 different papers. The study found that there has been a significant change in research work within the past 10 years and most of researchers have worked for developing stock markets.

In prior studies, several researchers have adopted entrepreneurial orientation (EO) in determining students’ intention toward entrepreneurship, although the application of EO is scant in determining intention toward social entrepreneurship in existing literature. Hence, in consideration of this research gap, the current study empirically examines the influence of the dimensions of social entrepreneurial orientation (SEO): social vision, social proactiveness, innovativeness, and risk-taking motive on graduate students’ entrepreneurial intention toward social entrepreneurship-based business start-up. An online-based survey method was used to collect data from a sample of 465 students purposively who were studying at different universities in Bangladesh. A PLS-based SEM was applied to analyze the data and examined the proposed relationships in the conceptual model. The findings reveal that Graduate students’ social proactiveness, innovativeness, and risk-taking motive significantly affect their social entrepreneurial intention. However, students’ social vision does not have direct influence but has indirect influence on social entrepreneurial intention through their social entrepreneurial attitudes. The research contributes to the body of knowledge in the existing social entrepreneurship literature as well as provides practical implications for the policymakers, practitioners, and stakeholders working toward flourishing of social-based entrepreneurship, venture, and start-up.