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...

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Main Authors: Khan, Faisal, Bangash, Romana, Jabeen, Zohra
Format: Journal Article
Language:English
Published: Faculty of Administrative Sciences, Air University, Islamabad 2020
Online Access:https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3375223
http://hdl.handle.net/20.500.11937/95125
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author Khan, Faisal
Bangash, Romana
Jabeen, Zohra
author_facet Khan, Faisal
Bangash, Romana
Jabeen, Zohra
author_sort Khan, Faisal
building Curtin Institutional Repository
collection Online Access
description 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 and liquidity. The sample size consists of 298 firms from non-financial industries listed on PSX and consider monthly data from 2001 to 2015 for empirical investigation. By testing four various asset pricing models, this study conclude that four factor asset pricing models better describe the variations in portfolios. The result of the study confirms the significant contribution of liquidity factor in given asset pricing models. Therefore, the academician and practitioner both should consider the liquidity as a significant indicator for estimating the security prices in Pakistan equity market.
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publishDate 2020
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spelling curtin-20.500.11937-951252024-07-02T03:30:50Z Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market Khan, Faisal Bangash, Romana Jabeen, Zohra 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 and liquidity. The sample size consists of 298 firms from non-financial industries listed on PSX and consider monthly data from 2001 to 2015 for empirical investigation. By testing four various asset pricing models, this study conclude that four factor asset pricing models better describe the variations in portfolios. The result of the study confirms the significant contribution of liquidity factor in given asset pricing models. Therefore, the academician and practitioner both should consider the liquidity as a significant indicator for estimating the security prices in Pakistan equity market. 2020 Journal Article http://hdl.handle.net/20.500.11937/95125 English https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3375223 Faculty of Administrative Sciences, Air University, Islamabad restricted
spellingShingle Khan, Faisal
Bangash, Romana
Jabeen, Zohra
Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
title Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
title_full Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
title_fullStr Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
title_full_unstemmed Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
title_short Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market
title_sort liquidity and asset pricing model evidence from pakistan equity market
url https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3375223
http://hdl.handle.net/20.500.11937/95125