Pakistan Development Review, Volume 41Pakistan Institute of Development Economics, 2002 - Pakistan |
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Page 593
... risk factor betas for Islamic and non - Islamic stocks are statistically significant at 0.05 level , but t - statistics are much higher in the case of non - Islamic stocks ( significant at 0.01 level ) . The magnitudes of risk premia ...
... risk factor betas for Islamic and non - Islamic stocks are statistically significant at 0.05 level , but t - statistics are much higher in the case of non - Islamic stocks ( significant at 0.01 level ) . The magnitudes of risk premia ...
Page 595
Table 3 Islamic and Non - Islamic Weekly Risk Premiums ( % ) This table presents the risk premia for Islamic and non - Islamic portfolios during overall reform period and for the two sub - periods of reforms . The following CAPM and ...
Table 3 Islamic and Non - Islamic Weekly Risk Premiums ( % ) This table presents the risk premia for Islamic and non - Islamic portfolios during overall reform period and for the two sub - periods of reforms . The following CAPM and ...
Page 596
similar pattern is observed for risk premia estimated through the three factor model . The average risk premia for Modarabah and leasing stocks during the second sub- period of reforms are 0.059 percent and 0.067 percent respectively ...
similar pattern is observed for risk premia estimated through the three factor model . The average risk premia for Modarabah and leasing stocks during the second sub- period of reforms are 0.059 percent and 0.067 percent respectively ...
Contents
Muhammad Sabir Gender and Public Spending on Education | 477 |
COMMENTS Tahira Abdullah | 492 |
COMMENTS G M Arif | 513 |
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agricultural Ahmad analysis areas Balochistan Bangladesh behaviour client coefficient cointegration cost of capital crop developing countries dividend yield efficiency employment estimated exchange rates expenditure factors farmers female Flour White 1kg foreign gender Granger causality higher household income increase indicates investment Iqbal irrigation Islamabad Islamic stocks Karachi labour force labour market leasing stocks Long Grain 1kg Modarabah monetary policy Muhammad Muslim neonatal non-Islamic stocks non-profit organisations NWFP paper participation percent period pesticide portfolio post-neonatal mortality Poverty in Pakistan poverty line production providers Punjab ratio regression relationship Research Rice Long Grain risk premia rural share price significant Sindh Statistics stock prices sub-period of reforms subsidy Survey Table unit root urban variables volatility wheat Wheat Flour White women World Bank x-efficiency zero-tillage اس اقبال ان اور پر سے کا کہ کو کی کے معاشی میں نے ہیں ہے یہ