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Testing the Weak Form of Efficient Market Hypothesis : Empirical Evidence from Asia-Pacific Markets

Hamid, Kashif - 2017

This empirical study is conducted to test the weak-form market efficiency of the stock market returns of Pakistan, India, Sri Lanka, China, Korea, Hong Kong, Indonesia, Malaysia, Philippine, Singapore, Thailand, Taiwan, Japan and Australia. Monthly observations are taken for the period January...

Persistent link: https://www.econbiz.de/10012963491

The five-factor asset pricing model tests and profitability and investment premiums : evidence from Pakistan

Ali, Fahad; Khurram, Muhammad Usman; Jiang, Yuexiang - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 9, pp. 2651-2673

Persistent link: https://www.econbiz.de/10012549937

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

Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data

Huang, Jianbai; Ding, Qian; Zhang, Hongwei; Guo, Yaoqi; … - In: Research in international business and finance 56 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013266166

Effects of geopolitical risks on gold market return dynamics : evidence from a nonparametric causality-in-quantiles approach

Huang, Jianbai; Li, Yingli; Suleman, Muhammad Tahir; … - In: Defence and peace economics 34 (2023) 3, pp. 308-322

Persistent link: https://www.econbiz.de/10014292959

The impact of downside risk on expected return : evidence from emerging economies

Raza, Hassan; Hasan, Arshad; Rashid, Abdul - In: The Lahore journal of business 8 (2019) 1, pp. 91-106

Persistent link: https://www.econbiz.de/10012299297

Capital Asset Pricing Model in Unconditional and Conditional Framework : Empirical Evidence from Emerging Economy of Pakistan

Ahmad, Waqar - 2017

The present study empirically investigates the risk and return relationship by loading the macroeconomic information in standard CAPM in addition to market information. One hundred financial and non financial companies listed on Karachi Stock Exchange are investigated over a period of January...

Persistent link: https://www.econbiz.de/10012963550