Abstract
The monthly stock prices data of 217 companies listed at PSX-KMI All Share Index is retrieved from Bloomberg database. In screening process, only those stocks are considered in analysis that (i) remained part of the index consistently for the study period of 2015 – 2020, (ii) positive book value of equity (Fama & French, 2015), (iii) follow same financial year i.e., July 1st of the current year to June 30th of the following year. From this exercise 78 companies are sampled. Some accounting and other data on different variables is manually calculated from annual reports, financial statements, Pakistan Stock Exchange (PSX), Business Recorder, and the State Bank of Pakistan.
| Date made available | 8 Jan 2025 |
|---|---|
| Publisher | VUB Institutional Data Repository |
Keywords
- MPS
- RFR
- ACCOUNTING DATA
Format
- Format
- xlsx
Projects
- 1 Finished
-
AIIFUND78: Visiting Research Agreement for PhD Studies under the project "Faculty Development program for Pakistani Universities" Batch II
De Moor, L. (Administrative Promotor)
15/09/21 → 14/09/22
Project: Fundamental
Research output
- 1 Article
-
Asset pricing dynamics in sustainable equity portfolios: Evidence from the Pakistan Stock Exchange
Qadeer, A., De Moor, L. & Ahmad, A., Apr 2023, In: Economic Research-Ekonomska Istraživanja. 36, 3, p. 1-17 17 p., 2147977.Research output: Contribution to journal › Article › peer-review
Open AccessFile4 Citations (Scopus)81 Downloads (Pure)
Cite this
- DataSetCite