Momentum Effects and Pakistan Stocks Exchange

AH Tabasam, L Jamil, MN Khan… - Journal of Management …, 2022 - global-jws.com
This article employs 25 momentum techniques to analyze the momentum impacts using a
sample of 466 non-financial enterprises from the Pakistan Stock Exchange for the years …

Investigating the Momentum Effect in the Merging Market: Evidence from Pakistan

S Khan, F Wahid, A Rahim, A Ali… - Global Business …, 2021 - journals.sagepub.com
The momentum effect has been extensively studied in previous studies. However, this topic
has received scarce attention in Pakistan's stock market. We investigate the influence of …

Momentum effect in the Oman stock market over the period of 2005-2018

O Gharaibeh - Journal of Asian Finance, Economics and Business, 2021 - papers.ssrn.com
The purpose of this paper is to investigate the profitability of the momentum effects on the
Oman Stock Market (OSM). This study uses the monthly returns of all stocks listed on the …

Momentum Effect in Stock Market: Empirical Evidence from Pakistan Stock Exchange.

S Rasheed, U Saood, W Alam… - … University Journal of …, 2019 - search.ebscohost.com
This study aims to examine the momentum effect presence in selected stocks of Pakistan
stock market using data from Jan 2007 to Dec 2016. This study constructed the strategies …

Does volatility scaling improve the performance of momentum strategies in the Pakistan Stock Exchange?

M Sadaqat, HA Butt - Business Review, 2017 - ir.iba.edu.pk
Momentum profits are low among stocks listed on the Pakistan Stock Exchange. We explore
whether this can be improved by exploiting the predicted negative relationship between …

Asset Pricing Anomalies: The Role of Liquidity, Volatility and Investor Sentiment-Evidence from Pakistan Stock Exchange (PSX)

M Sadaqat - 2018 - repository.pastic.gov.pk
This thesis examines the existence of anomalous returns and their risk modeling from
various perspectives in Pakistan Stock Exchange (PSX). Anomalous returns are empirical …

[PDF][PDF] Performance Evaluation of Pakistan's Mutual Fund Industry: Validating Fama French 3 And 5 Factor Model

A Iraj, B Gul, MSA Khan - Global Regional Review, 2020 - humapub.com
In order to evaluate the performance of the mutual fund industry in various financial markets,
a wide variety of researches have been conducted, which lead to different results. As the …

[PDF][PDF] Abasyn Journal of Social Sciences

S Rasheed, U Saood, W Alam, MI Ullah - Momentum, 2019 - academia.edu
This study aims to examine the momentum effect presence in selected stocks of Pakistan
stock market using data from Jan 2007 to Dec 2016. This study constructed the strategies …

[PDF][PDF] Performance evaluation of Pakistan's mutual fund industry.

A Iraj, SM Ali - Abasyn University Journal of Social Sciences, 2019 - ajss.abasyn.edu.pk
In order to evaluate the performance of mutual fund industry in various financial markets a
wide variety of researches have been conducted, which lead to different results. As Pakistani …

Momentum Effect in Stock Market: Empirical from Pakistan Stock Exchange

R Shahid, S Umar, A Waqar - Abasyn Journal of Social Science, 2019 - ur.aeu.edu.my
This study aims to examine the momentum effect presence in selected stocks of Pakistan
stock market using data from Jan 2007 to Dec 2016. This study constructed the strategies …