Liquidity and Asset Pricing Model Evidence from Pakistan Equity Market

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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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Bibliographic Details
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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