Purpose: This study is about the determinants of cash holding and impact of cash holding on mutual funds’ performance. In addition, the study analyzes the impact of performance-related determinants of cash holding on funds' performance. ...

The theme of this study is to examine the role of liquidity via approaching various asset pricing models in the Pakistan equity market. The liquidity of the firm is measured by the share turnover. This study follows Fama and French (1993) three factors approach to construct three factors i.e....

The study inspects the size and liquidity pattern in Pakistan equity market. Sample size contains 278 non-financial firm's monthly data listed on Pakistan Stock Exchange (PSX) from 2001 to 2012. This study uses three asset pricing models (eq.5), (eq.6) and (eq.7). Four factors asset pricing...