Asset Pricing Behaviour with Dual-Beta in Case of Pakistani Stock Market
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KeywordsBeta Instability; High Market Beta; Low Market Beta; EGARCH Model; News Asymmetry; Fama and French Three Factor Model;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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