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The sources of stock market volatility in Pakistan
Ihsan, Hajra; Ahmed, Eatzaz - In: Journal of world economic review 15 (2020) 1, pp. 15-34
Persistent link: https://www.econbiz.de/10012670422
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Uncovering the effect of news signals on daily stock market performance : an econometric analysis
Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25
The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...
Persistent link: https://www.econbiz.de/10014419406
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Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models
Turkyilmaz, Serpil; Balibey, Mesut - In: International journal of economics and financial issues … 4 (2014) 2, pp. 400-410
Persistent link: https://www.econbiz.de/10010520466
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The calendar anomalies on performance and volatility of stock market : the effects of Ramadan on Karachi Stock Exchange
Khan, Kalimullah; Nasir, Muhammad Ali; Rossi, Matteo - In: Global business & economics review 19 (2017) 1, pp. 54-69
Persistent link: https://www.econbiz.de/10011665604
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Stock market volatility and terrorism : new evidence from the Markov switching model
Aslam, Faheem; Kang, Hyoung Goo; Mughal, Khurrum Shahzad; … - In: Peace economics, peace science and public policy 27 (2021) 2, pp. 263-284
Persistent link: https://www.econbiz.de/10012523540
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Empirical analyses of volatility spillover from G5 stock markets to Karachi stock exchange
Jan, Waleed; Jebran, Khalil - In: Pakistan journal of commerce and social sciences 9 (2015) 3, pp. 928-939
This study made a pioneering attempt to investigate volatility spillover from G5 countries stock markets to Karachi … relationship between KSE and G5 equity markets. The volatility spillover has been analyzed by GARCH (generalized autoregressive …. The GARCH (1, 1) model reveals significant volatility spillover effect from all G5 equity markets to KSE. Based on …
Persistent link: https://www.econbiz.de/10011928795
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Relationship between Stock Return, Trading Volume and Volatility : Evidence from Pakistani Stock Market
Mubarik, Fauzia - 2010
This study investigates the relationship between trading volume and returns and volatility of Pakistani market for the …-M models are used to test the return, volatility and volume relationship. The results indicate that there is evidence of first … is significant interaction between trading volume and return volatility when volume is entered into variance equation of …
Persistent link: https://www.econbiz.de/10013149055
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Stock market reaction to terrorist attacks : empirical evidence from a front line state
Suleman, Muhammad Tahir - In: Australasian accounting business and finance journal : AABF 6 (2012) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10010244292
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Volatility modelling and dynamic linkages between Pakistani and leading foreign stock markets : a multivariate GARCH analysis
Ghouse, Ghulam; Khan, Saud Ahmad; Khan, Muhammad Arshad - In: The Pakistan development review : PDR 58 (2019) 3, pp. 265-282
Persistent link: https://www.econbiz.de/10012167307
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The relationship between macroeconomic volatility and the stock market volatility : empirical evidence from Pakistan
Attari, Muhammad Irfan Javaid; Safdar, Luqman - In: Pakistan journal of commerce and social sciences 7 (2013) 2, pp. 309-320
countries, but are not well estimated in Pakistan. The current study explores the time series as analysis of economic variables … prediction of the market and economy as well. Furthermore, the stock market in Pakistan is highly volatile the regulatory bodies …
Persistent link: https://www.econbiz.de/10010336686