Tobin-Q, Liquidity and Momentum risk-premia: A Demonstration of Weighted Least Squares Regression Approach
Purpose- The basic purpose of the study is to examine whether Tobin-q, liquidity and momentum risk-premium contributes the explanatory power in terms of explaining portfolio returns in PSX. Design/Methodology- The Weighted Least Square (WLS) regression technique is empirically used to examine the...
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| Format: | Article |
| Language: | English |
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seisense
2023-08-01
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| Series: | SEISENSE Journal of Management |
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| Online Access: | https://journal.seisense.com/jom/article/view/897 |