In this research, we have worked toward two main objectives. Firstly, upon the measures of long-term and short-term investments, lastly, checked whether dividend payout small fifty big firms is indifferent or not regarding free cash flow. For sample size took was all listed companies in KSE 100 Index Pakistan Stock Exchange; further, divided them into financial non-financial did our testing onl...

Previously security market research had been focused mainly on developed economies with no attention paid to the security markets of developing countries of South East Asia. In an attempt to fill this gap in the literature, this paper conducts an empirical investigation of the random walk of security prices in Pakistani stock markets. The Augmented Dickey fuller test, Ljung Box Q test, Variance...

This paper essentially presents an application, namely a real-time model-based monitoring system for nuclear plants. This system is currently being used in two plants in France. We describe how we used various AI techniques for building it: a model-based approach, a logical model of its operation, a declarative implementation of these models, and original knowledge-compiling techniques for auto...

This study examined the relationship between board size and firm performance using a sample of 110 non-financial listed firms on Kuwait Stock Exchange (KSE) from 2009 to 2017 (9 years). Empirical tests were conducted OLS 2SLS regressions as well two measures control issues endogeneity causality; found that negatively affected performance. Thus, small is better for Kuwaiti firms, which consisten...

The purpose of this study is to enhance the understanding in debate governance demographics by investigate impact board diversity on dividend policy and moderating effect corporate investment efficiency policy. sample incorporated comprises panel data 77 firms listed Karachi stock exchange (KSE) during period 2012-2019. This performs a parametric technique regression analysis measure Panel leas...

To assess the time-varying dynamics in value-at-risk (VaR) estimation, this study has employed an integrated approach of dynamic conditional correlation (DCC) and generalized autoregressive heteroscedasticity (GARCH) models on daily stock return emerging markets. A log-returns three leading indices such as KSE100, KSE30, KSE-ALL from Pakistan Stock Exchange SSE180, SSE50 SSE-Composite Shanghai ...