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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2023
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| Materias: | |
| 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 |