@incollection{,
	
					
					
					672ACC6F9A0581188F1C48D8FB9471A7
				,
	author={{BeenishAmeer} and {The Islamia University of Bahawalpur}},
	journal={{Global Journal of Management and Business Research}},
	journal={{GJMBR}}2249-45880975-585310.34257/GJMBR,
	address={Cambridge, United States},
	publisher={Global Journals Organisation}1371316
}

@book{b0,
	
	
		,
	title={{The impact of bank efficiency on share performance: Evidence from Pakistan}}
		,
	author={{
			MAftab
		} and {
			SAhamad
		} and {
			WUllah
		} and {
			RASheikh
		}}
		
		
		
		
			,
	year={2011}
		
	

}

@incollection{b1,
	
	
		,
	title={{}}
	
	
		,
	journal={{African Journal of Business Management}}
		
			5
			10
			
		
	

}

@incollection{b2,
	
	
		,
	title={{The pricing of Italian equity returns}}
		,
	author={{
			AAleati
		} and {
			PGottardo
		} and {
			MMurgia
		}}
		
		
	
	
		,
	journal={{Economic Notes}}
		
			29
			2
			
			,
	year={2000}
		
	

}

@incollection{b3,
	
	
		,
	title={{Asset pricing models and financial market anomalies}}
		,
	author={{
			DAvramov
		} and {
			TChordia
		}}
		
	
	
		,
	journal={{Review of Financial Studies}}
		
			19
			3
			
			,
	year={2006}
		
	

}

@incollection{b4,
	
	
		,
	title={{The relationship between return and market value of common stocks}}
		,
	author={{
			RWBanz
		}}
	
	
		,
	journal={{Journal of financial economics}}
		
			9
			1
			
			,
	year={1981}
		
	

}

@book{b5,
	
	
		,
	title={{Investment performance of common stocks m relation to their price-earmngs}}
		,
	author={{
			SBasu
		}}
		
			,
	year={1977}
		
	

}

@book{b6,
	
	
		,
	title={{}}
		,
	author={{
			PSBryant
		} and {
			VREleswarapu
		}}
		
		
			,
	year={1997}
		
	

}

@incollection{b7,
	
	
		,
	title={{Cross-sectional determinants of New Zealand share market returns}}
	
	
		,
	journal={{Accounting & Finance}}
		
			37
			2
			
		
	

}

@incollection{b8,
	
	
		,
	title={{An augmented Fama and French three-factor model: new evidence from an emerging stock market}}
		,
	author={{
			SKBundoo
		}}
	
	
		,
	journal={{Applied Economics Letters}}
		
			15
			15
			
			,
	year={2008}
		
	

}

@book{b9,
	
	
		,
	title={{}}
		,
	author={{
			LKChan
		} and {
			JKarceski
		} and {
			JLakonishok
		}}
		
		
		
			,
	year={1998}
		
	

}

@incollection{b10,
	
	
		,
	title={{The risk and return from factors}}
	
	
		,
	journal={{Journal of Financial and Quantitative Analysis}}
		
			2
			33
		
	

}

@incollection{b11,
	
	
		,
	title={{Book-to-market, firm size, and the turn-of-the-year effect: Evidence from Pacific-Basin emerging markets}}
		,
	author={{
			ACChui
		} and {
			KCWei
		}}
		
	
	
		,
	journal={{Pacific-Basin finance journal}}
		
			6
			3
			
			,
	year={1998}
		
	

}

@incollection{b12,
	
	
		,
	title={{Characteristics, covariances, and average returns: 1929 to 1997}}
		,
	author={{
			JLDavis
		} and {
			EFFama
		} and {
			KRFrench
		}}
		
		
	
	
		,
	journal={{The Journal of Finance}}
		
			55
			1
			
			,
	year={2000}
		
	

}

@incollection{b13,
	
	
		,
	title={{Firm size, book-to-market equity and security returns: Evidence from the Shanghai Stock Exchange}}
		,
	author={{
			MEDrew
		} and {
			TNaughton
		} and {
			MVeeraraghavan
		}}
		
		
	
	
		,
	journal={{Australian Journal of Management}}
		
			28
			2
			
			,
	year={2002}
		
	

}

@incollection{b14,
	
	
		,
	title={{The cross-section of expected stock returns}}
		,
	author={{
			EFFama
		} and {
			KRFrench
		}}
		
	
	
		,
	journal={{the Journal of Finance}}
		
			47
			2
			
			,
	year={1992}
		
	

}

@incollection{b15,
	
	
		,
	title={{Size and book-to-market factors in earnings and returns}}
		,
	author={{
			EFFama
		} and {
			KRFrench
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			50
			1
			
			,
	year={1995}
		
	

}

@incollection{b16,
	
	
		,
	title={{The CAPM is wanted, dead or alive}}
		,
	author={{
			EFFama
		} and {
			KRFrench
		}}
		
	
	
		,
	journal={{The Journal of Finance}}
		
			51
			5
			
			,
	year={1996}
		
	

}

@incollection{b17,
	
	
		,
	title={{Size and value premium in Pakistani equity market}}
		,
	author={{
			AHassan
		} and {
			MTJaved
		}}
		
	
	
		,
	journal={{African Journal of Business Management}}
		
			5
			16
			
			,
	year={2011}
		
	

}

@incollection{b18,
	
	
		,
	title={{A test of CAPM on the Karachi Stock Exchange}}
		,
	author={{
			JIqbal
		} and {
			RBrooks
		}}
		
	
	
		,
	journal={{International Journal of Business}}
		
			12
			4
			
			,
	year={2007}
		
	

}

@incollection{b19,
	
	
		,
	title={{The capital asset pricing model: Some empirical tests. ratios. A test of market efficiency}}
		,
	author={{
			MJensen
		} and {
			MScholes
		}}
		
	
	
		,
	journal={{Journal of Finance}}
		
			32
			
			,
	year={1972. June}
		
	

}

@incollection{b20,
	
	
		,
	title={{Can book-tomarket, size and momentum be risk factors that predict economic growth}}
		,
	author={{
			JLiew
		} and {
			MVassalou
		}}
		
	
	
		,
	journal={{Journal of Financial Economics}}
		
			57
			2
			
			,
	year={2000}
		
	

}

@incollection{b21,
	
	
		,
	title={{The book-to-market and size effects in a general asset pricing model: evidence from seven national markets}}
		,
	author={{
			NMaroney
		} and {
			AProtopapadakis
		}}
		
	
	
		,
	journal={{European Finance Review}}
		
			6
			2
			
			,
	year={2002}
		
	

}

@book{b22,
	
	
		,
	title={{Size and Value Premium in Karachi Stock Exchange}}
		,
	author={{
			NMirza
		}}
		
			,
	year={2008}
		
	
	,
	note={Available at SSRN 1122943(FS01)}

}

@incollection{b23,
	
	
		,
	title={{The Arbitrage Theory of Capital Asset Pricing}}
		,
	author={{
			SARoss
		}}
	
	
		,
	journal={{Journal of economic theory}}
		
			13
			
			,
	year={1976}
		
	

}

@book{b24,
	
	
		,
	title={{Book values and stock returns. The Chicago MBA: A journal of selected papers}}
		,
	author={{
			DStattman
		}}
		
			,
	year={1980}
			4
			
		
	

}