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Economic Factors and Stock Returns Sectoral Analysis

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ISBN-10: 3843390673

ISBN-13: 9783843390675

Edition: N/A

Authors: Babar Zaheer Butt, Kashif Ur Rehman

List price: $91.00
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Description:

The purpose of this study is to examine the stock returns variation to specific macroeconomic and industry variables by applying multi-factor model. The model consists of macroeconomic and industry variables. The study attempts to determine which, if any, of the macroeconomic and industry variables are of use in explaining the variability of stock returns of Pakistani Industries. The firms relating to 09 different sectors are selected for this study on the basis of data availability, profitability and performance on the Karachi Stock Exchange 100 index. Descriptive statistics performed for the temporal properties of the data and Augmented Dickey Fuller (ADF) test applied to find out the…    
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Book details

List price: $91.00
Publisher: Lambert Academic Publishing
Binding: Paperback
Pages: 192
Size: 6.00" wide x 9.00" long x 0.44" tall
Weight: 0.638
Language: English