The calendar anomalies on performance and volatility of stock market: the effects of Ramadan on Karachi Stock Exchange
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DOI: 10.1504/gber.2017.10000917
Abstract: This study attempts to investigate the effects of calendar anomalies (Ramadan effect), a seasonal pattern in the Pakistani equity market. It is believed that the holy month of Ramadan is predicted to effect the behaviour… read more here.
Keywords: calendar anomalies; karachi stock; market; stock exchange ... See more keywords
An Empirical Evidence of Over Reaction Hypothesis on Karachi Stock Exchange (KSE)
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DOI: 10.18488/journal.aefr.2018.84.449.465
Abstract: Purpose: There is extensive international evidence that contrarian strategy yields positive abnormal returns for long-term periods. However, this topic has received scarce attention in Pakistan. This research study in line with De Bondt and Thaler… read more here.
Keywords: contrarian investment; investment strategies; stock exchange; karachi stock ... See more keywords