Measuring Stock Market Predictability With Implications of Financial Ratios: An Empirical Investigation of Pakistan Stock Market

Shaikh, Abdul Samad; Kashif, Muhammad; Shaikh, Sadia

doi:10.29270/jbs.11.1(17).003

Cited by 4 publications

(4 citation statements)

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“…The fund-based business interest/markup on credit has major shares which are reflected in these banks' balance sheets. Thus, according to Shaikh et al (2017), there is a need for better credit risk management in banks.…”

Section: Journal Of Entrepreneurship Management and Innovationmentioning

confidence: 99%

Credit Risk Management Practices and Banks’ Performance in Pakistan

Qazi

Ahmad

Khan

et al. 2022

JEMI

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The main objective of this study is to investigate whether the credit risk management of Pakistan's commercial banks listed on the Pakistan Stock Exchange is linked to financial performance. For this purpose, the researchers have attempted to analyze the data trends of five major banks of Pakistan as a proxy representation of the entire banking sector of Pakistan. Five (5) years of panel data collected from the State Bank of Pakistan Annual publication and annual reports of respective banks was used to conduct the research. The study found that underperforming Credit Risk Management (CRM) loans and Capital Adjustment Ratios (CDRs) have an impact on the financial achievement of Pakistani commercial banks as measured by return on equity (ROE) and return on assets. For panel data analysis, inferential statistics (regression models) were used in this study. After analyzing the data, the researcher found that CRM has a significant impact on the financial performance of Commercial Banks of Pakistan. Furthermore, the researcher encourages the Pakistani banks to grow their profitability in terms of better CRM. Pakistan's banking sector must develop suitable CRM strategies and policies through a sound credit appraisal before lending to consumers and banks; an appropriate CRM mechanism must be developed, and the credit awards system must be thoroughly reviewed, properly informed and used to repay loans. Pakistani Banks would develop and implement strategies to improve their performance & competitiveness as well as limit their lending risk exposure.

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Section: Journal Of Entrepreneurship Management and Innovationmentioning

confidence: 99%

Credit Risk Management Practices and Banks’ Performance in Pakistan

Qazi

Ahmad

Khan

et al. 2022

JEMI

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“…To measure volatility, the literature offers several indicators. The standard deviation and simple moving average are often used to calculate historical volatility and were chosen for the first econometric model (Aveh & Awunyo-Vitor, 2017;Shaikh et al, 2017;Xiong et al, 2020).…”

Section: Variables Descriptionmentioning

confidence: 99%

“…The literature includes the influence of macroeconomic indicators and factors specific to listed companies on the share prices of listed companies. Studies, older or more recent, show the influence of an indicator or group of indicators on the stock market price (Aveh & Awunyo-Vitor, 2017;Ghosh et al, 2018;Shaikh et al, 2017;Aliu et al, 2021;Pelcher, 2019;Modigliani & Miller, 1958;Erasmus, 2013;Hooi et al, 2015). The values of the stock market indicators on January 1, 2020, for each company included in the research were collected from the BSE platform.…”

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confidence: 99%

The Influence of Specific Indicators on the Volatility of Shares on the Bucharest Stock Exchange During the Covid-19 Pandemic

Gheorghe

Panazan

2022

International Scientific Conference „Business and Management“

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The COVID-19 pandemic has created increasing uncertainty among companies and investors. As a result, it is necessary to investigate the behaviour of stock exchange mechanisms during the crisis generated by a virus. The purpose of the research is to determine the link between, the increase of the volatility of the shares on the Bucharest Stock Exchange and the specific stock market indicators during the COVID-19 pandemic. The dependent variables were standard deviation and simple moving average, and the variables considered were: PER, P/BV, EPS, DIVY, stock market capitalization and free-float. Data were collected regarding all the shares listed on the Bucharest Stock Exchange between 01.01.2020 and 01.03.2021. The study consists of two econometric models that allowed the identification of the links between the variables. The results obtained show that during the pandemic generated by Covid-19 the volatil-ity of the shares is not dependent on the variables considered. Of all the variables, only EPS has a statistically significant influence.

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“…The study revolves around the previous findings such as an analyses of the Impact of Gross Domestic Products (GDP) on Stock Market Returns in India , Study by Shaikh, Kashif and Shaikh (2017), on stock market predictability in Pakistan, and another study which found the impact of GDP and Inflation on Unemployment Rate as a Study of…”

Section: Problem Statementmentioning

confidence: 99%

Impact of Gross Domestic Product on Small & Medium Enterprises

Rashid¹,

Arbani²

2021

JEMI

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This study intends to explore the impact of Gross Domestic Product (GDP) on the Performance of Small & Medium Enterprises (SME) in Pakistan. As the Interest and Inflation rate are high, this research has been taken to find the relation between the changes in inflation and interest and how they impact the performance of SMEs. Although there are several studies associated with the DV (Small & Medium enterprises) but the paper is unique as it is (based upon data from Secondary sources of Pakistan where there is a severe lacking of such studies. Data has been collected through the Mono method to indicate the effect of GDP on the performance of SMEs). OCDC countries governments are facing the challenges of low growth, weak trade, weak investment and rising high inequality that’s why the researcher will investigate that the impact of GDP on the performance of SMEs is significant in high interest and inflation rate. Therefore this study is one of the epistemology / pervasive in nature as the study is potent to increase the knowledge in the area of business as well as foreign direct investors. However, this study was supplemented with some limitations as the data collected from the Mono method as an archival strategy from Pakistan. This study would also help the business sector manage their interest rates and attract foreign direct investors to invest more to increase the Gross Domestic Product of Pakistan. The sample size for the study is the past 15 years of data from secondary sources in Pakistan and the researcher will use the CFA and SAM approach using E-Views software that has been used for the purpose of data analysis and the major reason for the application of the software is the theory-building approach associated for finding the relationships between GDP and the Performance of SMEs. Although the paper is supported by descriptive due to quantitative in nature & as well as inferential analysis in order to make findings of the study potent and reliable enough. The use of the software indicated that there is a relationship between major IV (Gross Domestic Product) and DV of the study (Performance of Small & Medium Enterprises) and thus the result is prevalent in identifying the relationship between the variables GDP (IV) & Performance of SME (DV).

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Measuring Stock Market Predictability With Implications of Financial Ratios: An Empirical Investigation of Pakistan Stock Market

Cited by 4 publications

References 0 publications

Credit Risk Management Practices and Banks’ Performance in Pakistan

Credit Risk Management Practices and Banks’ Performance in Pakistan

The Influence of Specific Indicators on the Volatility of Shares on the Bucharest Stock Exchange During the Covid-19 Pandemic

Impact of Gross Domestic Product on Small & Medium Enterprises

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