Market Varying Conditional Risk-Return Relationship

Market Varying Conditional Risk-Return Relationship

Unlike previous studies conducted on Pakistan, this article attempts to test the validity of conditional relationship between beta and cross-sectional returns of individual securities listed in Karachi Stock Exchange (KSE), wherein the up and down market periods are separated. The risk-return relati...

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Bibliographic Details
Main Authors:	Nida SHAH , Javaid DARS , Ambreen ZEB **
Format:	Article
Language:	English
Published:	Applied Economics Research Centre, University of Karachi 2015-06-01
Series:	Pakistan Journal of Applied Economics
Online Access:	http://aerc.edu.pk/wp-content/uploads/2016/10/Article_51Paper-583-II-Nida-Shah.pdf

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