Showing 1 - 10 of 28
The purpose behind this study is to explore the relationship between expected return and risk of portfolios. It is observed that standard CAPM is inappropriate, so we introduce higher moment in model. For this purpose, the study takes data of 60 listed companies of Karachi Stock Exchange 100...
Persistent link: https://www.econbiz.de/10015238214
The purpose behind this study is to explore the relationship between expected return and risk ofportfolios. It is observed that standard CAPM is inappropriate, so we introduce higher moment inmodel. For this purpose, the study takes data of 60 listed companies of Karachi Stock Exchange100 index....
Persistent link: https://www.econbiz.de/10012963975
The prime object of the study is to find the long run relationship between macroeconomic variables and prices of shares in Karachi stock exchange in Pakistan context. For this purpose the study considers the monthly data of several macroeconomic variables such as real foreign exchange rate,...
Persistent link: https://www.econbiz.de/10013108010
The study examines the volatility of exchange rate effects on interest rates and inflation. For this purpose the study used monthly data over the period January 1990 to December 2010. To explore the volatility of exchange rate study used the ARCH (Auto Regressive Conditional Heterosidasticity)...
Persistent link: https://www.econbiz.de/10013061575
This research have identified the industry-wise effect of dividend policy among non-financial listed companies of KSE 100 Index. For this purpose data from 2006 to 2011 for 53 companies of different industries i.e. Fuel and Energy Sector, Chemicals Sector, Cement Sector, Engineering Sector,...
Persistent link: https://www.econbiz.de/10013046833
The prime purpose of this research is to find out that from the components of Dupont identity of Return on Equity which component is most consistent or volatile among profit margin, total assets turnover and equity multiplier in Fuel and Energy Sector, Chemicals Sector, Cement Sector,...
Persistent link: https://www.econbiz.de/10013046831
This research examines the association between audit committee characteristics (e.g., audit committee presence, audit committee meetings, audit committee size, audit committee financial expertise, audit committee independence, and audit committee effectiveness) and sustainability disclosures by...
Persistent link: https://www.econbiz.de/10015191105
In the contemporary corporate world, environmental responsibility has elevated the importance of sustainability disclosures and their impact on the cost of debt. Conducting the first comprehensive review in this domain, this study analyzed 76 articles from 2008 to 2022 using the Biblioshiny...
Persistent link: https://www.econbiz.de/10014527772
Our aim is to identify common risk factors among some pre-determined macroeconomic variables in a way that whether they are presented significant risk premiums in pricing equation that was given above. First we identified number of potential factors explaining returns in Turkish markets as...
Persistent link: https://www.econbiz.de/10013003521
This paper is to examine the current status of operational risk management in Pakistan concerning corporate and banking sector and explore the reasons for the adoption or lack of adoption of integrated approach to operational risk management. It identifies the imperatives for implementation of...
Persistent link: https://www.econbiz.de/10013003522