Showing 1 - 10 of 251
CPI, GDP, MMR (Money Market Rate), DR (Discount rate) and uncertainty index of Pakistan are taken at yearly based data …. With regards to volatility, CPI seems the only factor positively impact share price volatility, all other factors don … long extent of Pakistan stock market Returns data from June 1994 to December 2018 along with the two segments of economics …
Persistent link: https://www.econbiz.de/10012824390
Pakistan stock exchange is one of the growing financial markets consisting Shariah compliant firms and Non … structure and volatility as well as macro-economic variables. Capital structure can be affected by various factors and it can … have a gross effect in crisis, volatility in financial markets during these crises can affect both firms and financial …
Persistent link: https://www.econbiz.de/10012871038
the presence of long-run relationship in model. GARCH (1,1) model has been applied for analyzing the volatility in the …
Persistent link: https://www.econbiz.de/10012869330
This paper investigates the impact of monetary policy announcements on the performance of the stock market in twenty countries (10 Developed and 10 developing). Exchange rate changes and changes in bond yield were taken as control. Daily basis Panel data was used with daily frequency for five...
Persistent link: https://www.econbiz.de/10012390762
APT is better and more accurate in predicting the return of stocks traded in the Pakistan capital market. This study uses … secondary data gathered from the official website of the Pakistan Capital Market. In the way to achieve the research objective …
Persistent link: https://www.econbiz.de/10014354799
This paper compares the efficiencies of dividend and earnings growth models with a historical model in predicting the unconditional expected equity risk premium (ERP). Monthly data has been used from the period 2010 to 2018 from 2 sectors namely market (KSE100 Index), cement and banking. The...
Persistent link: https://www.econbiz.de/10012845226
The study examined the dynamic relationship between Automobile Stock Returns of Pakistan and stock prices of the …
Persistent link: https://www.econbiz.de/10012824671
proxy for the Pakistan financial markets’ volatility. We test a simple Ordinary Least Squares (OLS) regression investigating …The study is undertaken to investigate the impact of COVID-19 on the Financial Markets ‘Volatility from the period … April 2020 to June 2020. Ten countries namely Pakistan, USA, China, UAE, UK, Spain, France, South Korea, Switzerland, and …
Persistent link: https://www.econbiz.de/10013322507
liquidity of listed companies in the Pakistan stock market over the period 2015–2019 through various measures of stock liquidity …, particularly for Pakistan firms. This paper is conducted using Panel Data Regression analysis. The sample consists of 25 firm …-level observations from the Pakistan stock market. The result of the study indicates that an insignificant relationship exists between …
Persistent link: https://www.econbiz.de/10013311161
profitability. We also explore the role of other factors like volatility in oil prices and origin country institutional quality … effect of oil price volatility on profitability remained inconclusive. The study confirms that the rise in oil price seems to …
Persistent link: https://www.econbiz.de/10013249771