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An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange

Author

Listed:
  • Humaira Asad

    (Assistant Professor, Institute of Business Administration, University of the Punjab, Lahore)

  • Faraz Khalid Cheema

    (Research scholar, Institute of Business Administration, University of the Punjab, Lahore)

Abstract

No abstract is available for this item.

Suggested Citation

  • Humaira Asad & Faraz Khalid Cheema, 2017. "An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 22(2), pages 117-138, July-Dec.
    • Handle: RePEc:lje:journl:v:22:y:2017:i:2:p:117-138
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    File URL: http://lahoreschoolofeconomics.edu.pk/EconomicsJournal/Journals/Volume%2022/Issue%202/05%20Asad%20and%20Cheema.pdf
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    References listed on IDEAS

    as
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    12. Fama, Eugene F & French, Kenneth R, 1996. "Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
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    More about this item

    Keywords

    Asset pricing; q-factor model; Karachi Stock Exchange; stock return;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

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