Momentum Effect in Stock Market: Empirical Evidence from Pakistan Stock Exchange

• Main Authors: Rasheed, Shahid, Saood, Umar, Alam, Waqar, Ullah, Muhammad Imran
• Format: Journal
• Language: English
• Published: 2019
• Subjects: HB Economic Theory; HG Finance
• Online Access: http://ur.aeu.edu.my/711/1/Momentum%20Effect%20in%20Stock%20Market%20Empirical%20Evidence%20from%20Pakistan.pdf; http://ur.aeu.edu.my/711/

This study aims to examine the momentum effect presence in selected stocks of Pakistan stock market using data from Jan 2007 to Dec 2016. This study constructed the strategies includes docile, equal weighted and full rebalancing techniques. Data was extracted from the PSX – 100 index ranging from 20...