Browsing by Author "Amna Rehman"

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Asset Pricing Dynamics in Karachi Stock Exchange: A Comparative Study of CAPM, ICAPM, Fama – French and Momentum Factor Models

Amna Rehman (© Lahore Schoool of Economics, 2011)

Asset pricing models provide a meaningful measure of the expected return of an asset which the investor gets by taking on a certain level of risk. Financial theorists have proposed various asset pricing models that ...
Intertemporal Asset Pricing: Preliminary Evidence from an Emerging Economy

Amna Rehman; Nawazish Mirza (© Lahore School of Economics, 2013-12)

In this paper, we test a simple Merton-style (1973) intertemporal capital asset pricing model (ICAPM) by allowing for time variations in certain key state variables for a sample of firms listed on the Karachi Stock Exchange. ...

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