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Other Papers on :Capital Markets

P/F/313. Risks and returns in Pakistani capital market

(2005, 3500 words)

The paper analyses the risk and return patterns associated with herd behaviour at the Pakistani stock exchange (KSE) using the capital asset pricing model (CAPM). Literature on investment models, stock markets, risks, etc. is reviewed; research methods of data collection and interpretation are described. The significance of the obtained results in Pakistani context is argued; conclusions are made about the variables accounting for risks and expected returns in KSE.
 
   
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