
Trading Frequency in KSE – 100 Index Using Pastor and Stambaugh Model
Author(s) -
Farhan Ahmed,
Mudassir Ali,
Muhammad Yousaf Raza,
Muhammad Sibghat Ullah
Publication year - 2019
Publication title -
indonesian capital market review
Language(s) - English
Resource type - Journals
eISSN - 2356-3818
pISSN - 1979-8997
DOI - 10.21002/icmr.v11i1.11177
Subject(s) - market liquidity , stock exchange , capital asset pricing model , index (typography) , economics , financial economics , econometrics , value (mathematics) , preference , position (finance) , monetary economics , mathematics , statistics , finance , microeconomics , world wide web , computer science