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Browsing Academic Articles in Lahore School of Economics Journals by Author "Nawazish Mirza"

Browsing Academic Articles in Lahore School of Economics Journals by Author "Nawazish Mirza"

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  • Choice of Anchor Currencies and Dynamic Preferences for Exchange Rate Pegging in Asia 
    Syed Kumail Abbas Rizvi; Bushra Naqvi; Nawazish Mirza (© Lahore School of Economics, 2013-12)
    This paper attempts to answer two important questions in the context of Asian exchange rate regimes with respect to the choice of anchor currencies and dynamic preferences for exchange rate pegging. According to our results, ...
  • Comparative Systematic Risk Analysis: Evidence on the Banking Sector in the United States, Western Europe and South East Asia 
    Nawazish Mirza; Daniel Danny Simatupang (© Lahore Schoool of Economics, 2004-01)
  • The Death of CAPM: A Critical Review 
    Nawazish Mirza; Ghalia Shabbir (© Lahore Schoool of Economics, 2005-12)
  • The Determinants of Corporate Dividend Policy in Pakistan 
    Aliya Bushra; Nawazish Mirza (© Lahore School of Economics, 2015-12)
    The objective of this study is to identify the significant determinants of firms’ dividend policy across different sectors in Pakistan. Using data on 75 companies listed on the KSE 100 index for the period 2005 to 2010, ...
  • Determinants of Credit Infections: Evidence from Banking Sector in an Emerging Economy 
    Ayesha Afzal; Nawazish Mirza; Azka Mir (© Lahore School of Economics, Volume 06;No.2, 2018)
    This paper applies dynamic panel estimates on 22 commercial banks in Pakistan to determine the factors that affect their asset quality. Consequently, the study tests for a comprehensive array of both bank-specific and ...
  • An Evaluation of Mutual Fund Performance in an Emerging Economy: 
    Mahreen Mahmud; Nawazish Mirza (2011-09)
    This article examines the performance of Pakistan’s mutual fund industry during 2006–10, a period characterized both by bullish and bearish markets. An analysis of fund types reveals that Islamic funds have shown ...
  • From Fear of Floating to Benign Neglect 
    Syed Kumail Abbas Rizvi; Bushra Naqvi; Nawazish Mirza (© The Lahore School of Economics, 2014-09)
    One of the most pressing issues concerning policymakers today is the choice of an exchange rate regime. Despite the intricacies of this problem, monetary authorities could narrow down their list of options if they were to ...
  • 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. ...
  • Market Discipline in Commercial Banking 
    Ayesha Afzal; Nawazish Mirza (© The Lahore School of Economics, 2011-09)
    This study presents empirical evidence of market discipline, using a panel dataset of listed banks on the Karachi Stock Exchange. We construct multiple riskbased measures from the stock prices between 2004 and 2009 to ...
  • A Note on the Pricing of Liquidity in Stock Returns 
    Nawazish Mirza (© The Lahore School of Economics, 2010-12)
    Keynes (1930) proposed that an asset is more liquid than another “if it is more certainly realisable at short notice without loss” (vol. II, p. 67). This definition suggests that the liquidity of an asset is twofold. First, ...
  • Size and Value Premium in Karachi Stock Exchange 
    Nawazish Mirza; Saima Shahid (© The Lahore School of Economics, 2008-12)
    This study evaluates the ability of the Fama and French Three Factor model to explain a cross section of stock returns in the Karachi Stock Exchange (KSE). Following Fama and French factor approach, we sorted six portfolios ...

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