Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
The theme of this study is to examine the role of liquidity via approaching various asset pricing models in the Pakistan equity market. The liquidity of the firm is measure by the share turnover. This study follows Fama and French three factors approach to construct three factors i.e. size, value an...
| Main Authors: | , , |
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| Format: | Journal Article |
| Language: | English |
| Published: |
Faculty of Administrative Sciences, Air University, Islamabad
2020
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| Online Access: | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3375223 http://hdl.handle.net/20.500.11937/95125 |