Showing 1 - 10 of 240
long extent of Pakistan stock market Returns data from June 1994 to December 2018 along with the two segments of economics … QR (Quantile Regression) are performed on future returns and risk-returns (volatility), where the independent variables … 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
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
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
April 2020 to June 2020. Ten countries namely Pakistan, USA, China, UAE, UK, Spain, France, South Korea, Switzerland, and … proxy for the Pakistan financial markets’ volatility. We test a simple Ordinary Least Squares (OLS) regression investigating … the new coronavirus impact on the financial volatility and we use a stepwise procedure. Independent variables included …
Persistent link: https://www.econbiz.de/10013322507
People seem to carry a behavioral bias in investing in the stock market. This is usually depicted in people's investment behavior that coincides with market behavior in different up and down. These can be called psychological barriers' that are certain index levels (usually in multiples of 100)...
Persistent link: https://www.econbiz.de/10012824393
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
in the stock market of Pakistan whereas in control variables, institution ownership, size, and volatility have a … disclosure by firms. To explore this on Pakistan, we examined gender diversity in the corporate board and its relationship with … information asymmetry in the stock market of Pakistan. We model information asymmetry as a function of gender diversity proxies …
Persistent link: https://www.econbiz.de/10012824677
Stock markets play a significant role for investors and financial institutions and help them to in order to mobilize their finances and provide platform to buy and sell their stock. In any country stock market has a significant effect on the economy as it regulates money and debts. This helps in...
Persistent link: https://www.econbiz.de/10012871216
The purpose of this paper is to investigate the relationship between the share price volatility in Pakistan and their … regress these ratios together with other control variables. We model share price volatility as a function of dividend policy … Karachi stock exchange. The variables involved in the study were Dividend yield, Price volatility Earning Volatility, Payout …
Persistent link: https://www.econbiz.de/10012824680
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