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| dc.contributor.author | Areesha Khan, 01-395192-014 | |
| dc.date.accessioned | 2021-04-30T06:15:56Z | |
| dc.date.available | 2021-04-30T06:15:56Z | |
| dc.date.issued | 2021 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/11229 | |
| dc.description | Supervised by Dr. Abdul Sattar | en_US |
| dc.description.abstract | This research is conducted to determine the impact of the macroeconomic factors i.e., inflation rate, GDP, exchange rate and interest rate on the stock returns of the Pakistani stock market while using the Arbitrage Pricing theory. All the data has been used in this research is the secondary data from the Karachi stock exchange KSE 100 index from the year 2015 to the year 2019. The top 100 firms of the KSE 100 Index have been selected as the total sample for the research. The analysis technique that has been used in this study is Multiple Linear Regression. We hope that this conducted study can provide the overview about the impact of the macroeconomic factors i.e., inflation, exchange rate, GDP and the interest rate of the returns of the KSE 100 index with the supporting framework of Arbitrage Pricing theory. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | Management Studies BUIC | en_US |
| dc.relation.ispartofseries | MS (MS);MFN-T 9169 | |
| dc.subject | Arbitrage Pricing Theory | en_US |
| dc.title | Arbitrage Pricing Theory: Empirical Evidence from Pakistan Stock Exchange | en_US |
| dc.type | Thesis | en_US |
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MS (MS) (BUIC) [78]