Browsing by Subject "Stock Market"

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Arbitrage Pricing Theory: Evidence From An Emerging Stock Market

Javed Iqbal; Aziz Haider (© Lahore Schoool of Economics, 2005-06)

The development of financial equilibrium asset pricing models has been the most important area of research in modern financial theory. These models are extensively tested for developed markets. This paper examines the ...
Is There a Causal Relationship Between Financial Markets in Asia and the US?

Amalendu Bhunia; Devrim Yaman (© Lahore School of Economics, 2017)

This study examines whether there is a causal relationship between selected stock markets in Asia and the US. Based on stock values from a sample of nine Asian stock markets, we find a positive correlation with US stock ...
A Study on Volatility Dynamics And Inter-Sectoral Spillovers Originating From Banking Sector: The Case Of Karachi Stock Exchange

Mehrukh Jawaid (© Lahore Schoool of Economics, 2013)

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