ISSUE

Volume-V

, Issue-II

(SPRING 2020)

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01 - Do Institutional Investors Affect Stock Market Liquidity? The Moderating Role of

http://dx.doi.org/10.31703/gmsr.2020(V-II).01
10.31703/gmsr.2020(V-II).01      Published : Jun 2020

Abstract

    The current study is unique due to the consideration of firm size that is moderator variable between Institutional Investors and stock market liquidity in Fuel and Energy sector of Pakistan Stock Exchange because majority of the previous studies have been used SZ as a control variable. The secondary panel data of the sample firms for a period of 10 years (2009-2018) have been analyzed through Gret... Details

    Fuel & Energy, Firm Size, Moderation, PSE, Tobin Q.

    (1) Muhammad Arif
    Assistant Professor, Department of Management Sciences, University of Swabi, Anbar, KP, Pakistan.
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02 - Relevance of Leverage and Profitability in Risk-Return Paradox: A Study from Pak

http://dx.doi.org/10.31703/gmsr.2020(V-II).02
10.31703/gmsr.2020(V-II).02      Published : Jun 2020

Abstract

    The purpose of this investigation has to investigate the degree of relevance of these components in the domain of asset pricing by augmenting the basic FF-5 factor model with leverage and profitability that whether leverage-profitability dumping portfolios capturing the return by this model. We performed the five-factor model of Fama-French to capture the joint effect of variables and augmented it... Details

    Asset Pricing, Leverage Premium, Profitability Premium

    (1) Muhammad Ramzan
    MPhil Scholar, Department of Business Administration, Lahore Leads University, Lahore, Punjab, Pakistan.
    (2) Maria Sultana
    Assistant Professor, Department of Business Administration, Lahore Leads University, Lahore, Punjab, Pakistan.
    (3) Muhammad Imran
    Assistant Professor, Department of Business Administration, Qurtaba University, Dera Ismail Khan, KP, Pakistan.
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