Degree
Master of Science in Finance
Department
Department of Finance
School
School of Business Studies (SBS)
Date of Submission
Spring 2026
Supervisor
Dr. Fawad Ahmed, Associate Professor, Department of Finance
Project Type
Thesis
Document Type
Restricted Access
Pages
x, 33
Keywords
F-score, Stock returns, Fundamental analysis, Emerging markets, Return predictability
Abstract
This research investigates the role of expectation errors in determining stock return differences at Pakistan Stock Exchange (PSX) using the combination of Piotroski F-score and value– glamour investing techniques
Recommended Citation
Shah, M. H. (2026). Expectation Errors in Stock Returns: Evidence from the Pakistani Stock Market (Unpublished graduate research project). Retrieved from https://ir.iba.edu.pk/research-projects-msfin/23
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