This paper aims to analyze the print media coverage of the China Pakistan Economic Corridor (CPEC) to trace the changes in investor positive and negative market attentions and their impact on stock market returns. We access the daily and weekly coverage of CPEC by national and international...

The ongoing hype of China Pakistan Economic Corridor (CPEC) as a game-changer for the economy of Pakistan has induced a lot of expectations among all the countrymen. In this paper, we have tried to investigate whether the CPEC driven economic expectations reflect in stock market returns. We, use...