However, in the capital market especially, in the share market some problems are hindering the smooth running of the same; as a result, the capital market through the share market cannot substantially contribute towards the GDP of this country. There are four Interested Groups in the capital market and they are Issuer, Savings holder/Investor, Intermediaries and Securities Exchange Commission. Without the combined contribution of them the position of capital market can no longer be developed. The issuer Companies cannot contribute well because of the fewer numbers, irregularities in holding AGM and declaration of dividend or inadequate dividend, facing loss, corruptions, bad relationship between the lower management and top management, bad impact of Trade Unionism etc. The role of the saving holders/investors is not commendable, because they have no sufficient knowledge about this market, they become afraid of investing their capital, they feel better in investment of saving certificates or in small and medium business etc. The Intermediaries like banks and other financial institutions, issue houses somehow become engaged otherwise. For example, commercial banks involve in generating special credit program or become reluctant to allow loan for share market without sound securities, the merchant banks do no work properly etc. The guardian, Securities and Exchange Commission (SEC) cannot play proper role as it could do. It cannot attract the investors especially, the small investors introducing some lucrative packages like minimum benefit of investment, avoiding the risk, training center, proper supervision in the market; it cannot also create congenial environment for the larger as well as foreign direct investment (FDI), constructive coordination between or among the parties concerned and so on. Of course, recently, SEC suspended the transaction of nine Z category