Size, Value and Momentum in Pakistan Equity Markets: Size and Liquidity Exposures.

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Size, Value and Momentum in Pakistan Equity Markets: Size and Liquidity Exposures.

The study inspects the size and liquidity pattern in Pakistan equity market. Sample size contains 278 non-financial firm’s monthly data listed on Pakistan Stock Exchange (PSX) from 2001 to 2012. This study uses three asset pricing models (eq.5), (eq.6) and (eq.7). Four factors asset pricing model e...

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Bibliographic Details
Main Authors:	Bangash, Romana, Khan, Faisal, Jabeen, Zohra
Format:	Journal Article
Language:	English
Published:	2018
Online Access:	https://www.gssrjournal.com/article/Size-Value-and-Momentum-in-Pakistan-Equity-Market:-Size-and-Liquidity-Exposures http://hdl.handle.net/20.500.11937/95211

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