Modeling stock market volatility:
Master of Business Administration Executive
Faculty / School
Faculty of Business Administration (FBA)
Year of Award
MBA Executive Research Project
Pricing, Financial risk, Economic factors
In this study an attempt has been made to the volatility of stock returns, examination of risk reward relationship and testing of weak-form and semi-strong form efficiency for the Karachi stock market, using daily closing prices from January 2001 through December 2011. In addition to daily closing stock values of stock prices index, monthly information on stock position of money supply and closing values of stock price index have been taken for the period of January, 2005 to December 2011. Program: EMBA Photocopying is prohibited. To be used within library premises Methodology: In order to achieve objectives of research, secondary data is considered, literature is searched from different journals, papers and relevant books. Data has been acquired from investment research companies, Karachi stock exchange website, Business recorder and state bank publications.
Abdus Salam, M. (2020). Modeling stock market volatility: (Unpublished graduate research project). Institute of Business Administration, Pakistan. Retrieved from https://ir.iba.edu.pk/research-projects-emba/539
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