Keywords: Factors
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Journal Articles
Journal of Economics, Finance and Administrative Science (2022) 27 (54): 344–363.
Published: 15 March 2022
... and Carhart (1997) and Fama and French (2015) models are applied. The role of liquidity with five-factor model is analyzed using turnover rate and Amihud (2002) illiquidity cost as liquidity measures. Findings Pakistan's equity offers substantial diversification benefits if added to developed market...

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