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Lead-Lag Relationship in Spot and Future Market : Evidence from Pakistani Stock Market KSE-100 Index
Ullah, Hamid - 2014
This paper has investigated the Efficient Market Hypothesis (EMH) through the concept of lead-lag relationship of the future market prices and spot market prices in the context of Pakistani stock market. The study has used data of randomly selected one hundred and forty firms listed on the...
Persistent link: https://www.econbiz.de/10013055921
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Investors' behavior and futures markets : a dynamic CAPM augmented GJR-GARCH process approach with non-normal distribution
Malik, Imran Riaz; Shah, Attaullah - In: Pakistan journal of applied economics 24 (2014) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10011561707
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Investors’ Behavior and Futures Markets : A Dynamic CAPM Augmented GJR-GARCH Process Approach with Non-Normal Distribution
Malik, Imran Riaz - 2019
During the market turmoil, and later in the year 2008, the Securities and Exchange Commission of Pakistan (SECP) decided to discontinue the trading in single stock futures (SSFs) at the Karachi Stock Exchange (KSE). On 27th July 2009, trading in SSFs were re-launched in those stocks which passed...
Persistent link: https://www.econbiz.de/10012903582
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Investors’ Behavior and Futures Markets : A Dynamic CAPM Augmented GJR-GARCH Process Approach with Non-Normal Distribution
Malik, Imran Riaz - 2017
During the market turmoil, and later in the year 2008, the Securities and Exchange Commission of Pakistan (SECP) decided to discontinue the trading in single stock futures (SSFs) at the Karachi Stock Exchange (KSE). On 27th July 2009, trading in SSFs were re-launched in those stocks which passed...
Persistent link: https://www.econbiz.de/10012955047