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News Vs Sentiments : Impact of Monetary Policy Announcement on Developed and Developing Countries’ Market Performance
Ansari, Jazib Ahmed - 2020
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
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News versus market sentiments : impact of monetary policy announcement on developed and developing countries' stock market performance
Ansari, Jazib Ahmed; Siddiqui, Danish Ahmed - In: Journal of entrepreneurial finance : JEF ; official … 22 (2020) 1, pp. 61-93
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
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Does Unified Monetary Policy Stance Have Any Impact on the Lending Behavior of the Islamic Banks? Evidence from the Bank-Level Data of Islamic Banks in Pakistan
Zubair, Hafiz Muhammed; Siddiqui, Danish Ahmed - 2021
financing rate in a dual banking system in Pakistan. To assess this impact the study also incorporated the role of different … financing providers.Using panel regression methodology on data from all Islamic banks in Pakistan, this study attempted to … financial instruments and corridor facilities by the State Bank of Pakistan can enhance their role in transmitting monetary …
Persistent link: https://www.econbiz.de/10013310321
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The impact of trade liberalization on sectoral export performance in Pakistan
Ahmad, Mohsin Hasnan; Zaheer, Rummana; Siddiqui, Danish … - In: The Asian economic review : journal of the Indian … 52 (2010) 2, pp. 195-206
Persistent link: https://www.econbiz.de/10008736569
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Behavioral Finance Perspectives on Pakistan Stock Market Efficiency : The Effect of Uncertainty on Stock Returns and Risk-returns (Volatility) Relationship across Military and Demo...
Zafar, Zareen - 2020
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
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Behavioral Finance Perspectives on Pakistan Stock Market Efficiency : Assessing the Prospect Theory Empirically Using Adaptive Pattern of Efficiency across Military and Democratic...
Zafar, Zareen - 2020
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
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The Effect of Double Taxation Treaties on Tax Relief and Foreign Firms’ Investment Flows (FDI) : Evidence from Pakistan
Atif, Muhammad - 2019
context of Pakistan, DTT seems to have a positive effect on FDI …
Persistent link: https://www.econbiz.de/10012869283
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Equity Risk Premium in Pakistan : Comparative Estimates from Historical Returns, Dividend and Earnings Models
Adnan Ali, Raja - 2020
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
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Do CAPM vs APT better in Predicting Stock Return in Pakistan
Manzar, Syed Hisham; Siddiqui, Danish Ahmed - 2023
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
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The Effect of Real Rates, Inflation, and the Risk Premium on Time Deposit Rates in Pakistan
Ahmed, Muhammad; Siddiqui, Danish Ahmed - 2023
Industry in Pakistan. The econometric and panel regression model was used to evaluate the dataset of 18 banks from 2016 to 2020 …, inflation, and risk premium. Deposit rates are caused by inflation and risk premiums in a one-way causal relationship, according … to causality tests. The variance decomposition results emphasize the importance of inflation and risk premium in …
Persistent link: https://www.econbiz.de/10014354797