Browsing 3.04 Office of the Vice President for Advancement by Author "Zubair, Farees"
Determinants of the stock market index in Pakistan - a case study of the Karachi Stock Exchange index (KSE 100) from 2000 to 2014 Zubair, Farees; Thongdee Kijboonchoo (Assumption University Press, 2017)
This paper explores the causal links between nine fundamental variables and stock prices in Pakistan’s Karachi Stock Exchange index – KSE 100. It contributes significantly to the study of the stock exchange performance in Pakistan since the findings of prior studies were mostly divergent. Monthly data from January 2000 to April 2014 are used to analyze the impacts of the Industrial Production Index, the money supply, the Pak-US interest rate differential, the real effective exchange rate, the balance of trade, the expected inflation, the government ...