The Conditional Capital Asset Pricing Model:- Evidence from Karachi Stock Exchange
Published By: Pakistan Institute of Development Economics (PIDE) | Published Date: January, 01 , 2008This is an attempt to empirically investigate the risk and return relationship of individual stocks traded at Karachi Stock Exchange (KSE), the main equity market in Pakistan. The analysis is based on daily as well as monthly data of 49 companies and KSE 100 index is used as market factor covering the period from July 1993 to December 2004.
Author(s): Attiya Y. Javid, Eatzaz Ahmad | Posted on: Feb 14, 2016 | Views() | Download (389)