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Value-at-risk and expected stock returns : evidence from Pakistan
Iqbal, Javed; Azher, Sara - In: The Lahore journal of economics 19 (2014) 2, pp. 71-100
Persistent link: https://www.econbiz.de/10010478712
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Pricing of foreign exchange risk and market segmentation : evidence from Pakistan's equity market
Azher, Sara; Iqbal, Javed - In: Journal of Asian economics 43 (2016), pp. 37-48
Persistent link: https://www.econbiz.de/10011630943
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Testing conditional asset pricing in Pakistan : the role of value-at-risk and illiquidity factors
Azher, Sara; Iqbal, Javed - In: Journal of emerging market finance 17 (2018), pp. 259-281
Persistent link: https://www.econbiz.de/10011925540
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Multivariate tests of asset pricing : simulation evidence from an emerging market
Iqbal, Javed (contributor); Brooks, Robert (contributor);  … - 2008
The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...
Persistent link: https://www.econbiz.de/10003778328
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Testing conditional asset pricing models : an emerging market perspective
Iqbal, Javed (contributor); Brooks, Robert (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003778329
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Alternative beta risk estimators and asset pricing tests in emerging markets : the case of Pakistan
Iqbal, Javed; Brooks, Robert - In: Journal of multinational financial management 17 (2007) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10003441921
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Testing conditional asset pricing models : an emerging market perspective
Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Journal of international money and finance 29 (2010) 5, pp. 897-918
Persistent link: https://www.econbiz.de/10003989924
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Multivariate tests of asset pricing : simulation evidence from an emerging market
Iqbal, Javed; Brooks, Robert; Galagedera, Don U. A. - In: Applied financial economics 20 (2010) 4/6, pp. 381-395
The finite sample performance of the Wald, Generalized Method of Moment (GMM) and Likelihood Ratio (LR) tests of multivariate asset pricing tests have been investigated in several studies on the US financial markets. This article extends this analysis in two important ways. Firstly, considering...
Persistent link: https://www.econbiz.de/10003963264
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A test of CAPM on the Karachi Stock Exchange
Iqbal, Javed; Brooks, Robert - In: International journal of business 12 (2007) 4, pp. 429-444
Persistent link: https://www.econbiz.de/10003625858