Volatility modeling remained a fabulous concept in the field of financial economics and this concept is dynamic due to time varying phenomenon. The purpose of this study is to identify the information asymmetry perspective of volatility modeling by considering the market conditions asymmetries...

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi-variance in GARCH specification....

The main purpose and scope of this empirical study is to explore the causal and dynamic linkages of KSE-100 with emerging stock markets of India, China, Hong Kong, Malaysia, Indonesia, Thailand, Turkey, and Brazil, as well as with the developed stock markets of Japan, USA, UK and France for the...

The purpose of this study is to identify the behavior of returns and volatility with the attributes of non-linearities and asymmetric patterns in the returns series of KSE and modeling of volatility for asset pricing with macroeconomic, value at risk and semi variance in GARCH specification....

The purpose of this study is to analyze the dividend policy dynamics in context to firm specific and macroeconomic variables with stock price volatility in the financial sector of Pakistan. Panel data is used for the period 2006-2014 to identify the common, fixed, random and GMM effect. It is...

This study is conducted with the objective to find out impact of dividend policy on stock price risk in Pakistan. The data of the study is taken from Karachi Stock Exchange regarding to five important sectors for the period 2005-2009. Descriptive statistics, correlation and regression models are...