The Lahore Journal of Business is aimed at providing a specialized forum for dissemination of qualitative and quantitative research in various areas of business administration. The LJB invites researchers, policy makers and analysts to submit original theoretical and empirical papers that explore and contribute to the understanding of various areas in the business domain. The Journal aims at bringing together state-of-art research findings, particularly from emerging markets, in various business disciplines including (but not limited to) accounting, banking, management, marketing, finance, investments, human resource management and organizational behavior.
Modeling and Forecasting the Volatility of Oil Futures Using the ARCH Family Models Tareena Musaddiq Download Abstract This study attempts to model and forecast the volatility of light, sweet, crude oil futures trading at the NYMEX during 1998–2009, using various models from the ARCH family. The results reveal that the GJR-GARCH (1,2) model is best … Read more
Job Satisfaction and Women’s Turnover Intentions in Pakistan’s Public Universities Aliya Bushra Download Abstract The aim of this study is to test the impact of women’s job satisfaction on their turnover intentions, specifically for those employed in the education sector. Using a sample drawn from two different universities in Lahore, Pakistan, we measure their levels … Read more
The Forecasting Ability of GARCH Models for the 2003–07 Crisis: Evidence from S&P500 Index Volatility Mahreen Mahmud Download Abstract This article studies the ability of the GARCH family of models to accurately forecast the volatility of S&P500 stock index returns across the financial crisis that affected markets in 2003–07. We find the GJR-GARCH (1,1) model … Read more
Organizational Role Stress Among Public and Private Sector Employees: A Comparative Study Bushara Bano and Rajiv Kumar Jha Download Abstract The aim of this study is to explore the differences in job-related stress, if any, between public and private sector employees, based on ten role stressors. It also examines the role of demographic variables on … Read more
Oil Prices and Government Bond Risk Premiums Hervé Alexandre and Antonin de Benoist Download Abstract This article analyses the impact of oil prices on bond risk premiums issued by emerging economies. No empirical study has yet focused on the effects of oil prices on government bond risk premiums. We develop a model of credit spread … Read more