The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi variance in GARCH specification....

This research is performed for dealing with some of the important working capital management policies and efficiency regarding to manufacturing sector of Pakistan. For this purpose data from 37 firms have been taken for the period 2009-2014. Data envelopment analysis (DEA) and Tobit regression...

The main purpose of this study is to identify the association among mutual fund risk measures and Return Parameters and to evaluate the mutual fund performance. Moreover to identify the best performance tools for investment in Pakistani mutual fund industry. Thirty five mutual funds have been...

The basic purpose of the financial manager is to maximize the wealth of shareholder by minimizing the risk. This study examines the validity of systematic risk determinants in banking, insurance, and non financial sectors of Pakistan. Panel data is used for the period of 2010 to 2014. Common...

The purpose of this study is to analyze the dividend policy dynamics in context to firm specific and macroeconomic variables with stock price volatility in the financial sector of Pakistan. Panel data is used for the period 2006-2014 to identify the common, fixed, random and GMM effect. It is...

This empirical study is conducted to test the weak-form market efficiency of the stock market returns of Pakistan, India, Sri Lanka, China, Korea, Hong Kong, Indonesia, Malaysia, Philippine, Singapore, Thailand, Taiwan, Japan and Australia. Monthly observations are taken for the period January...