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Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

Relationship between stock return, trading volume and volatility : evidence from Pakistani stock market

Mubarik, Fauzia; Javid, Attiya Y. - In: Asia Pacific journal of finance and banking research 3 (2009) 3, pp. 1-17

Persistent link: https://www.econbiz.de/10003896998

Role of the futures market on volatility and price discovery of the spot market : evidence from Pakistan's stock market

Khan, Safi Ullah - In: The Lahore journal of economics 11 (2006) 2, pp. 107-121

Persistent link: https://www.econbiz.de/10003453504

Stock market reaction to catastrophic shock : evidence from listed Pakistani firms

Javid, Attiya Y. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003563201

Long memory behavior in the returns of Pakistan Stock Market : ARFIMA-FIGARCH models

Turkyilmaz, Serpil; Balibey, Mesut - In: International journal of economics and financial issues … 4 (2014) 2, pp. 400-410

Persistent link: https://www.econbiz.de/10010520466

Stock market reaction to terrorist attacks : empirical evidence from a front line state

Suleman, Muhammad Tahir - In: Australasian accounting business and finance journal : AABF 6 (2012) 1, pp. 97-110

Persistent link: https://www.econbiz.de/10010244292

The relationship between macroeconomic volatility and the stock market volatility : empirical evidence from Pakistan

Attari, Muhammad Irfan Javaid; Safdar, Luqman - In: Pakistan journal of commerce and social sciences 7 (2013) 2, pp. 309-320

countries, but are not well estimated in Pakistan. The current study explores the time series as analysis of economic variables … prediction of the market and economy as well. Furthermore, the stock market in Pakistan is highly volatile the regulatory bodies …

Persistent link: https://www.econbiz.de/10010336686

Predictive ability of value-at-risk methods : evidence from the Karachi Stock Exchange-100 index

Iqbal, Javed; Azher, Sara; Ijaz, Ayesha - 2010

accuracy of VaR measure for Pakistan's emerging stock market using daily data from the Karachi Stock Exchange-100 index January …

Persistent link: https://www.econbiz.de/10011524092

The Relationship between Stock Market Volatility and Macroeconomic Volatility : Evidence from Pakistan

Mushtaq, Rizwan - 2011

volatility with respect to Pakistan. To measure this time series relationship for Pakistan Exponential Generalized Autoregressive … reveals that the stock market of Pakistan is relatively less efficient as compared to U.S and other developed economies of the …

Persistent link: https://www.econbiz.de/10013122393

The Volatility of Pakistan Stock Market : A Comparison of GARCH Type Models With Five Distribution

Salamat, Sobia - 2019

This study conducts empirical analyses modeling the volatility of Pakistani stock market over the period of 1st January 2008 to 30th June 2018 via different GARCH type Model; Symmetric (GARCH & GARCH-M) and Asymmetric (EGARCH & TGARCH) with five different Distribution Techniques such as Normal...

Persistent link: https://www.econbiz.de/10012858228

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