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Browsing Departmental Publications (BUIC) by Author "Dr.Abdul Sattar"
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Muhammad Naeem Shahid; Dr.Abdul Sattar
(Bahria University Islamabad Campus, 2017)
The current study investigates Adaptive Market Hypothesis (AMH) via five different calendar effects in Pakistan stock market. For the purpose we examine daily returns of KSE-100 index. The sample comprises 24 years over ...