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Details about Javed Iqbal

Postal address:Department of Statistics, University of Karachi, University Road, Karachi
Workplace:Institute of Business Administration, (more information at EDIRC)

Access statistics for papers by Javed Iqbal.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: piq10


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Working Papers

2011

  1. Forecasting Performance of Alternative Error Correction Models
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. Stock price reaction to earnings announcement: the case of an emerging market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2010

  1. 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 Downloads View citations (2)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (6)

2008

  1. 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 Downloads View citations (4)
    See also Journal Article Multivariate tests of asset pricing: simulation evidence from an emerging market, Applied Financial Economics, Taylor & Francis Journals (2010) Downloads View citations (4) (2010)
  2. Stock Market in Pakistan: An Overview
    MPRA Paper, University Library of Munich, Germany Downloads View citations (13)
  3. Testing Conditional Asset Pricing Models: An Emerging Market Perspective
    Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics Downloads View citations (7)
    See also Journal Article Testing conditional asset pricing models: An emerging market perspective, Journal of International Money and Finance, Elsevier (2010) Downloads View citations (15) (2010)

2007

  1. Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets
    MPRA Paper, University Library of Munich, Germany Downloads
  2. 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 Downloads View citations (1)

2006

  1. Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
  2. Market for statisticians in developing economies: The case study of Pakistan’s corporate sector
    MPRA Paper, University Library of Munich, Germany Downloads

2005

  1. Arbitrage pricing theory: evidence from an emerging stock market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Arbitrage Pricing Theory: Evidence From An Emerging Stock Market, Lahore Journal of Economics, Department of Economics, The Lahore School of Economics (2005) Downloads View citations (1) (2005)
  2. Impact of trade openness on output growth for Pakistan: an empirical investigation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)

2001

  1. Aggregate import demand function for Pakistan: a co-integration approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  2. Forecasting methods: a comparative analysis
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2020

  1. How Pakistani Industries Respond to Local and World Business Cycles
    Asian Economic and Financial Review, 2020, 10, (12), 1480-1495 Downloads View citations (1)

2018

  1. Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-risk and Illiquidity Factors
    Journal of Emerging Market Finance, 2018, 17, (2_suppl), S259-S281 Downloads View citations (1)

2017

  1. Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation
    International Review of Economics & Finance, 2017, 48, (C), 1-17 Downloads View citations (65)

2016

  1. Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market
    Journal of Asian Economics, 2016, 43, (C), 37-48 Downloads

2014

  1. Value-at-Risk and Expected Stock Returns: Evidence from Pakistan
    Lahore Journal of Economics, 2014, 19, (2), 71-100 Downloads View citations (3)

2012

  1. Stock Market in Pakistan
    Journal of Emerging Market Finance, 2012, 11, (1), 61-91 Downloads View citations (33)

2010

  1. Multivariate tests of asset pricing: simulation evidence from an emerging market
    Applied Financial Economics, 2010, 20, (5), 381-395 Downloads View citations (4)
    See also Working Paper Multivariate tests of asset pricing: Simulation evidence from an emerging market, Monash Econometrics and Business Statistics Working Papers (2008) Downloads View citations (4) (2008)
  2. Testing conditional asset pricing models: An emerging market perspective
    Journal of International Money and Finance, 2010, 29, (5), 897-918 Downloads View citations (15)
    See also Working Paper Testing Conditional Asset Pricing Models: An Emerging Market Perspective, Monash Econometrics and Business Statistics Working Papers (2008) Downloads View citations (7) (2008)

2007

  1. 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 Downloads View citations (14)

2005

  1. Arbitrage Pricing Theory: Evidence From An Emerging Stock Market
    Lahore Journal of Economics, 2005, 10, (1), 123-139 Downloads View citations (1)
    See also Working Paper Arbitrage pricing theory: evidence from an emerging stock market, MPRA Paper (2005) Downloads View citations (1) (2005)

Chapters

2011

  1. Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets
    Palgrave Macmillan
 
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