A Nexus of Single Stock Futures, Market Efficiency and Volatility Dynamics: An Emerging Market’s Perspective

dc.contributor.author	SadiaTabassam
dc.date.accessioned	2019-04-09T11:02:05Z
dc.date.available	2019-04-09T11:02:05Z
dc.date.issued	2018
dc.identifier.uri	http://hdl.handle.net/123456789/16542
dc.description	PP.72 ;ill	en_US
dc.description.abstract	I would like to commence by expressing my firm belief in Allah who has bestowed upon me His utmost blessings throughout my life. I would like to express my sincere regard to all the people without whose support and encouragement I would not have been able to finish my thesis. Firstly, I would like to offer my deepest gratitude to my supervisor, Dr. Syed Kumail Abbas Rizvi for his valuable suggestions and guidance throughout this time. I am thankful to our Dean of Business Administration Department, Dr. Sohail Zafar for his expert advice and ever-available support during the course of my thesis writing.	en_US
dc.language.iso	en	en_US
dc.publisher	© Lahore School of Economics	en_US
dc.subject	A Nexus of Single Stock Futures	en_US
dc.subject	Market Efficiency and Volatility Dynamics	en_US
dc.subject	An Emerging Market’s Perspective	en_US
dc.title	A Nexus of Single Stock Futures, Market Efficiency and Volatility Dynamics: An Emerging Market’s Perspective	en_US
dc.type	Thesis	en_US