scholarly journals Sunspots and stock markets: Some empirical evidence of their interdependence in transition countries

2016 ◽  
Vol 10 (1) ◽  
pp. 1-24
Author(s):  
Bojan Dimitrijevic ◽  
Vladimir Djakovic ◽  
Goran Andjelic ◽  
Natasa Glisovic
Keyword(s):  
Empirical Evidence ◽  
Stock Markets ◽  
Transition Countries

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

2019 ◽  
Vol 12 (1) ◽  
Author(s):  
Shahid Rasheed ◽  
Umar Saood ◽  
Waqar Alam
Keyword(s):  
Stock Market ◽  
Empirical Evidence ◽  
Stock Markets ◽  
Stock Exchange ◽  
Momentum Effect ◽  
Using Data

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 2007 to 2016. STATA coding ASM software was used for calculating momentum portfolios, finally top 25 stocks were considered as a winner stocks and bottom 25 stocks were taken as a loser stocks. In conclusion, the results of the study found a strong momentum effect in Pakistan stock exchange PSX 100- index. As by results it has been observed that a substantial profit can earn by the investors or brokers in constructing a portfolio with a short formation period of three months and hold for 3, 6 and 12 months. There is hardly a study is present on the same topic on Pakistan Stock Exchange as preceding studies were only conducted on individual stock markets before merger of stock markets in Pakistan while this study leads the explanation of momentum phenomenon in new dimension i.e. Pakistan Stock Exchange. Keywords: Momentum, Portfolio, Winner Stocks, Loser Stocks

scholarly journals Market-related reforms and increased energy efficiency in transition countries: empirical evidence

2014 ◽  
Vol 46 (33) ◽  
pp. 4125-4136 ◽  
Author(s):  
Rabindra Nepal ◽  
Tooraj Jamasb ◽  
Clement Allan Tisdell
Keyword(s):  
Energy Efficiency ◽  
Empirical Evidence ◽  
Transition Countries
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