Aftab, Aftab , Muhammad; Ali Shah, Zulfiqar; Sheikh, Rauf A. - In: Business and Economics Research Journal 3 (2012) 1, pp. 17-17
This paper aims to empirically investigate holding periods, illiquidity and disposition effect in Karachi Stock Exchange (KSE). KSE 100 Index Companies daily data were collected for a period of five year i.e. 2003-2007. Daily returns, holding periods, illiquidity and volatility were calculated...
