Showing 1 - 10 of 239
Persistent link: https://www.econbiz.de/10008736569
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
long extent of Pakistan stock market Returns data from June 1994 to December 2018 along with the two segments of economics … CPI, GDP, MMR (Money Market Rate), DR (Discount rate) and uncertainty index of Pakistan are taken at yearly based data …
Persistent link: https://www.econbiz.de/10012824390
efficiency behavior in the theoretical frame of behavioral finance patterns. The analyses employed a long extent of Pakistan … (1999-2008) and Democratic phase (1994-1998) (2009-2018) to explore the weak form of efficiency of the Pakistan stock market … that unbiased variance estimation (Homo) is significant at 1% for the null hypothesis VR=1. But heteroskedastic robust …
Persistent link: https://www.econbiz.de/10012824392
context of Pakistan, DTT seems to have a positive effect on FDI …
Persistent link: https://www.econbiz.de/10012869283
Banking sector is the backbone of any country׳s economy and bank deposits are the major tool of success for banking sector. Bank deposits are also a major part and determinant of country׳s saving. According to economic theories and practical considerations, interest rate is considered one of...
Persistent link: https://www.econbiz.de/10011861986
Persistent link: https://www.econbiz.de/10009719704
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/10012824703
This paper analyzes the long-run dynamics between quality of institutions measured by recently developed Index of institutionalized social technologies, and Economic performance in the sample of 84 countries covering the period 2002-2006. Panel cointegration tests and FM OLS (Fully Modified OLS)...
Persistent link: https://www.econbiz.de/10012897727