Anomalous Behaviour and Volatility in Stock Returns are still Live - Efficient Markets Hypothesis? : Perspective from Pakistan Stock Exchange (PSX)
Purpose: This empirical study investigates the anomalous behaviour and volatility in stock return of PSX-100 index of Pakistan Stock Exchange (PSX). Design/Methodology/Approach: The data is taken from January, 2006 to December, 2018 to detect variability and predictability of stock returns. ARCH...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
CSRC Publishing
2020-06-01
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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/1182 |