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Taschenbuch. Condizione: Neu. Economic Factors and Stock Returns: Sectoral Analysis | An Investigation at Firm and Industry Level | Babar Zaheer Butt (u. a.) | Taschenbuch | 192 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783843390675 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Hunjra Ahmed ImranAhmed Imran Hunjra research work is published in various International Journals. He is presently enrolled as PhD Scholar under the keen guide line of Dr. Kashif Ur Rehman. Dr. Babar Zaheer Butt and Dr. Kashif Ur .

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Mahmood Jasra JavedJaved Mahmood Jasra research work is published in various international Journals. He is presently enrolled as PhD Scholar under the keen guidance of Dr. Kashif Ur Rehman and Dr.Babar Zaheer Butt. Dr.Kashif Ur Rehm.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The purpose of this study is to examine the stock returns variation to specific macroeconomic and industry variables by applying multi-factor model. The model consists of macroeconomic and industry variables. The study attempts to determine which, if any, of the macroeconomic and industry variables are of use in explaining the variability of stock returns of Pakistani Industries. The firms relating to 09 different sectors are selected for this study on the basis of data availability, profitability and performance on the Karachi Stock Exchange 100 index. Descriptive statistics performed for the temporal properties of the data and Augmented Dickey Fuller (ADF) test applied to find out the data stationarity. GARCH model used to analyze the risk and returns relationship. The tests applied on the stock returns of each firm of the industry and on the data set of the entire industry as well to generalize the results. The results reveal that market return is mainly responsible for the stock returns variation, however the inclusion of other macroeconomic and industry related variables has added additional explanatory power in describing the stock returns variation. 192 pp. Englisch.

Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Ali SearatMr. Searat Ali has earned Medal of Honor and Excellence Academic Award in the field of finance. He provides financial advisory services and teaches the subject of finance in the reputed college and university of Pakistan. H.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Butt Dr Babar ZaheerDr Butt has done his Ph D in Finance. He is also Fellow member of ICMAP. He is a trainer and consultant. His work focuses on international finance, corporate finance and stock market behavior. He presented his .

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The purpose of this study is to examine the stock returns variation to specific macroeconomic and industry variables by applying multi-factor model. The model consists of macroeconomic and industry variables. The study attempts to determine which, if any, of the macroeconomic and industry variables are of use in explaining the variability of stock returns of Pakistani Industries. The firms relating to 09 different sectors are selected for this study on the basis of data availability, profitability and performance on the Karachi Stock Exchange 100 index. Descriptive statistics performed for the temporal properties of the data and Augmented Dickey Fuller (ADF) test applied to find out the data stationarity. GARCH model used to analyze the risk and returns relationship. The tests applied on the stock returns of each firm of the industry and on the data set of the entire industry as well to generalize the results. The results reveal that market return is mainly responsible for the stock returns variation, however the inclusion of other macroeconomic and industry related variables has added additional explanatory power in describing the stock returns variation.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 192 pp. Englisch.