Deciphering equity style returns: An analysis of size and value anomalies in the Pakistani stock exchange

This study aims to identify the underlying causes of variation in the time series and cross-sectional equity style returns in the emerging stock market of Pakistan. We use asset pricing models and incorporate variables reflecting business cycle fluctuations to assess the time-varying size and value...

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Detalles Bibliográficos
Autores principales: Kashif, Muhammad, Chamadia, Sumaira, Ahmed, Farhan, Trinidad Segovia, Juan E.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10448074/
https://www.ncbi.nlm.nih.gov/pubmed/37636428
http://dx.doi.org/10.1016/j.heliyon.2023.e19022

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10448074/
https://www.ncbi.nlm.nih.gov/pubmed/37636428
http://dx.doi.org/10.1016/j.heliyon.2023.e19022

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