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Disposition Effect and Overconfidence in Pakistani Stock Market

Zia, Lubna - 2016

In worldwide financial markets, increased trading is a more common observable factor that not goes in favor of the standard of classical economic theory based on rational agents and efficient markets. Previous research suggests that market performance operate the level of overconfidence and...

Persistent link: https://www.econbiz.de/10012997094

Relationship between Macroeconomic Factors Volatility and Stock Return Volatility : Evidence from Pakistan

Haider, Syed Kamran - 2016

This study analyzes the transmission of systematic risk exhaling from macroeconomic fundamentals to volatility of stock market by using auto regressive generalized auto regressive conditional heteroskedastic (AR-GARCH) and vector auto regressive (VAR) models. Macroeconomic factors used in this...

Persistent link: https://www.econbiz.de/10012997251

Do investors herd with industries or markets? : evidence from Pakistan stock exchange

Akbar, Ume Salma; Rajput, Suresh Kumar Oad; Bhutto, … - In: Cogent economics & finance 7 (2019) 1, pp. 1-18

This study investigates investors’ herd behavior at market and industry level in Pakistan stock exchange (PSX). The …

Persistent link: https://www.econbiz.de/10014232835

Three major crises and Asian emerging market informational efficiency : a case of Pakistan Stock Exchange-100 Index

Said, Bahrawar; Shafiq ur Rehman; Raza, Muhammad Wajid - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-13

informational efficiency. The empirical evidence is based on the emerging stock market of Pakistan. Index-level data are collected … from Pakistan Stock Exchange-100 Index for the period 1995-2022. The rebalancing is done each year to ensure that the final …

Persistent link: https://www.econbiz.de/10014284076

Modeling volatility on the Karachi Stock Exchange, Pakistan

Akhtar, Shahan; Khan, Naimat Ullah - 2021

of Pakistan undertaken in the past, it coversthree types of data (i.e. daily, weekly and monthly) for the whole period ….Originality/value – Previously, the literature about volatility modeling in Pakistan’s markets has beenlimited to a few models of relatively small …

Persistent link: https://www.econbiz.de/10014361616

Dependence structure across equity sectors : evidence from vine copulas

Aslam, Faheem; Hunjra, Ahmed Imran; Bouri, Elie; … - In: Borsa Istanbul Review 23 (2023) 1, pp. 184-202

-dependence structure among equity stocks and sectors in the context of understudied emerging markets such as Pakistan, which is vital for …

Persistent link: https://www.econbiz.de/10014307493

How different terrorist attacks affect stock markets

Aslam, Faheem; Kang, Hyoung Goo - In: Defence and peace economics 26 (2015) 5, pp. 634-648

Persistent link: https://www.econbiz.de/10011372657

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

Targeted killings : evaluating the effectiveness of a counterterrorism policy

Zussman, Asaf; Zussman, Noam - 2005

Persistent link: https://www.econbiz.de/10002554535

Impact of Terrorism on Stock Market : Evidence from Pakistan Banking Sector

Ghani, Maria - 2016

this study aimed to investigate the impact of terrorism on stock market. The two major terrorist attack's impact on … population of study is all commercial bank in Pakistan by taking sample of 14 listed commercial banks in KSE100 index. Market …

Persistent link: https://www.econbiz.de/10012978067