Details about Javed Iqbal

Access statistics for papers by Javed Iqbal.

Last updated 2013-05-08. Update your information in the RePEc Author Service.

Short-id: piq10

Working Papers

2011

1. Forecasting Performance of Alternative Error Correction Models
   MPRA Paper, University Library of Munich, Germany
2. Stock price reaction to earnings announcement: the case of an emerging market
   MPRA Paper, University Library of Munich, Germany

2010

3. Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index
   EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels
   Also in MPRA Paper, University Library of Munich, Germany (2010)

2008

4. Multivariate tests of asset pricing: Simulation evidence from an emerging market
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)
   See also Journal Article in Applied Financial Economics (2010)
5. Stock Market in Pakistan: An Overview
   MPRA Paper, University Library of Munich, Germany View citations (1)
6. Testing Conditional Asset Pricing Models: An Emerging Market Perspective
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (6)
   See also Journal Article in Journal of International Money and Finance (2010)

2007

7. Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets
   MPRA Paper, University Library of Munich, Germany
8. Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models
   MPRA Paper, University Library of Munich, Germany

2006

9. Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan
   MPRA Paper, University Library of Munich, Germany
10. Market for statisticians in developing economies: The case study of Pakistan’s corporate sector
    MPRA Paper, University Library of Munich, Germany

2005

11. Arbitrage pricing theory: evidence from an emerging stock market
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Lahore Journal of Economics (2005)
12. Impact of trade openness on output growth for Pakistan: an empirical investigation
    MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2010

1. Multivariate tests of asset pricing: simulation evidence from an emerging market
   Applied Financial Economics, 2010, 20, (5), 381-395
   See also Working Paper (2008)
2. Testing conditional asset pricing models: An emerging market perspective
   Journal of International Money and Finance, 2010, 29, (5), 897-918 View citations (4)
   See also Working Paper (2008)

2007

3. Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan
   Journal of Multinational Financial Management, 2007, 17, (1), 75-93 View citations (3)

2005

4. Arbitrage Pricing Theory: Evidence From An Emerging Stock Market
   Lahore Journal of Economics, 2005, 10, (1), 123-139
   See also Working Paper (2005)