Anticipated Volatility, Unanticipated Volatility Shocks, Excess Monthly Returns and Stock Market Behaviour of Pakistan
An investor considers various factors to choose the financial assets. The portfolio theory suggests that risk, return, taxes, information and liquidity are vital factors in portfolio choice. The study is based on risk premium, uncertainty, shocks and volatility of Pakistan stock exchange market. The...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
CSRC Publishing
2021-01-01
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| Series: | Journal of Accounting and Finance in Emerging Economies |
| Subjects: | |
| Online Access: | http://www.publishing.globalcsrc.org/ojs/index.php/jafee/article/view/1558 |