Performance of factor models in explaining anomalous return patterns: Evidence from Pakistan
Author:
Affiliation:
1. Department of Management Sciences, Shaheed Zulfikar Ali Bhutto Institute of Science and Technology, Pakistan
2. Department of Finance, Institute of Business Administration, Karachi, Pakistan
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.1080/10293523.2022.2084222
Reference26 articles.
1. Testing mispricing-augmented factor models in an emerging market: A quest for parsimony
2. Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors
3. The Five-Factor Asset Pricing Model Tests and Profitability and Investment Premiums: Evidence from Pakistan
4. An Empirical Assessment of the Q-Factor Model: Evidence from the Karachi Stock Exchange
5. Comparing Asset Pricing Models
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