Details about Javed Iqbal

Access statistics for papers by Javed Iqbal.

Last updated 2024-06-13. 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 View citations (3)
2. Stock price reaction to earnings announcement: the case of an emerging market
   MPRA Paper, University Library of Munich, Germany View citations (2)

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 View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2010) View citations (6)

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 (4)
   See also Journal Article Multivariate tests of asset pricing: simulation evidence from an emerging market, Applied Financial Economics, Taylor & Francis Journals (2010) View citations (4) (2010)
5. Stock Market in Pakistan: An Overview
   MPRA Paper, University Library of Munich, Germany View citations (13)
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 (7)
   See also Journal Article Testing conditional asset pricing models: An emerging market perspective, Journal of International Money and Finance, Elsevier (2010) View citations (15) (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 View citations (1)

2006

9. Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan
   MPRA Paper, University Library of Munich, Germany View citations (3)
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 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) View citations (1) (2005)
12. Impact of trade openness on output growth for Pakistan: an empirical investigation
    MPRA Paper, University Library of Munich, Germany View citations (12)

2001

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

Journal Articles

2024

1. ASYMMETRIC EFFECTS OF LOCAL AND GLOBAL BUSINESS CYCLE VARIATIONS ON THE SECTORAL INDUSTRIAL PRODUCTION IN SINGAPORE
   Studies in Business and Economics, 2024, 19, (1), 75-96

2021

2. Sensitivities of Southeast Asian industries to the local and global business cycles
   International Journal of Emerging Markets, 2021, 17, (8), 1998-2023 View citations (1)

2020

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

2018

4. 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 View citations (1)

2017

5. Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation
   International Review of Economics & Finance, 2017, 48, (C), 1-17 View citations (72)
6. Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets
   Lahore Journal of Economics, 2017, 22, (2), 89-116 View citations (1)

2016

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

2014

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

2012

9. Stock Market in Pakistan
   Journal of Emerging Market Finance, 2012, 11, (1), 61-91 View citations (38)

2010

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

2007

12. 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 (14)

2005

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

Chapters

2011

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