Habib-Ur-Rahman; Mohsin, Hasan M. - In: The Pakistan Development Review 51 (2012) 4, pp. 449-462
The objective of this study is to analyse the momentum effect in Karachi Stock Exchange. The study constructed 16 momentum strategies by following equal weighted, full rebalancing and Decile techniques. We used stock prices of 300 companies listed on Karachi Stock Exchange from 1999 to 2007. The...
