Volume 10 Issue 2 2014


Basheer Ahmad
Iqra University, Karachi.

Usman Ali Warraich
Indus University, Karachi.

Sidra Saeed
SZABIST, Karachi.

Abstract This study bridges the gap between future trading prospects and information required to mold investors’ sentiments so s/he could devise better future trading strategies. This study takes all companies which trade the futures on the KSE. This study used the monthly data of futures trading, stock return, stock turnover, high-low ratio, and the realized volatility. The data is taken from January 2008 to December 2012 to test investor sentiments' impact on future trading. Companies’ data is retrieved from the official website of KSE. The thirty-eight companies’ data is used in this study. The contrivance of future trading relationships with the investor sentiments is appraised in this study. The main difference between this and the previous discourse is that we construct the futures trading model that employs the investor sentiments. The verdict of this study holds important useful implications particularly as consideration of investor sentiments in the presence of futures trading in Pakistan.
Keywords Volatility, Stock turnover, Investor Sentiments
Year 2014
Volume 10
Issue 2
Type Short Report
Recognized by Higher Education Commission of Pakistan, HEC
Category "Y"
Journal Name IBT Journal of Business Studies
Publisher Name ILMA University
Jel Classification -
ISSN no (E, Electronic) 2409-6520
ISSN no (P, Print) 2416-8393
Country Pakistan
City Karachi
Institution Type University
Journal Type Open Access
Manuscript Processing Blind Peer Reviewed
Format PDF
Paper Link
Page 16-30