期刊名称:Asian Journal of Business and Management Sciences
电子版ISSN:2047-2528
出版年度:2012
卷号:1
期号:10
页码:25-34
出版社:Society for Business Research Promotion
摘要:This study examined quarterly data of CPI, Discount rate, and T-bill rate to show a relation with KSE 100 index and KSE 30 index trading volume. The data is comprise in two sets because of the above two different indexes. The first linear regression was run from 1995 to first quarter of 2010 on quarterly basis. Second regression was on 2007 to 2010 first quarter. Regression result was significant, support the research question that change in discount rate has significant association with KSE 100 index trading volume, while the other two variables has insignificant effect on the trading volume of KSE 100 index. While in case of KSE 30 index the variables does not pertain any significant relation with the trading volume of KSE 30 index. Further study is needed to find out the impact of CPI, Discount rate, and T-bill on stock returns. Full Text