Javed Iqbal : Citation Profile


Are you Javed Iqbal?

Institute of Business Administration (80% share)

5

H index

1

i10 index

64

Citations

RESEARCH PRODUCTION:

10

Articles

15

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 3
   Journals where Javed Iqbal has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 8 (11.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/piq10
   Updated: 2019-11-10    RAS profile: 2019-09-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Javed Iqbal.

Is cited by:

Javid, Attiya (7)

Shahbaz, Muhammad (4)

Araújo, Tanya (2)

Louçã, Francisco (2)

Shahzad, Syed Jawad Hussain (2)

Ojah, Kalu (2)

javid, Attiya (2)

Panigo, Demian (1)

HASAN, IFTEKHAR (1)

Omri, Abdelwahed (1)

Tariq, Yasir (1)

Cites to:

Fama, Eugene (20)

Harvey, Campbell (15)

French, Kenneth (12)

Bekaert, Geert (7)

Brooks, Robert (6)

faff, robert (5)

Hwang, Soosung (5)

Hansen, Lars (4)

Ravikumar, B (4)

Sharpe, William (3)

Khalaf, Lynda (3)

Main data


Where Javed Iqbal has published?


Journals with more than one article published# docs
Lahore Journal of Economics3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany12
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2

Recent works citing Javed Iqbal (2018 and 2017)


YearTitle of citing document
2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

Full description at Econpapers || Download paper

2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

Full description at Econpapers || Download paper

2017Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?. (2017). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00288.

Full description at Econpapers || Download paper

2018Rethinking agency theory in developing countries: A case study of Pakistan. (2018). Yusuf, Fatima ; Saeed, Abubakr ; Yousaf, Amna . In: Accounting forum. RePEc:eee:accfor:v:42:y:2018:i:4:p:281-292.

Full description at Econpapers || Download paper

2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

Full description at Econpapers || Download paper

2017Comovement, financial reporting complexity, and information markets: Evidence from the effect of changes in 10-Q lengths on internet search volumes and peer correlations. (2017). Filzen, Joshua J ; Schutte, Maria Gabriela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:19-37.

Full description at Econpapers || Download paper

2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Naji, Jalkh ; Elie, Bouri ; Uddin, Gazi Salah ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:178:y:2019:i:c:p:544-553.

Full description at Econpapers || Download paper

2017Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad. In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

Full description at Econpapers || Download paper

2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

Full description at Econpapers || Download paper

2017Scenario adjustable scheduling model with robust constraints for energy intensive corporate microgrid with wind power. (2017). Liu, Kun ; Gao, Feng. In: Renewable Energy. RePEc:eee:renene:v:113:y:2017:i:c:p:1-10.

Full description at Econpapers || Download paper

2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

Full description at Econpapers || Download paper

2018Size, Value and Business Cycle Variables. The Three-Factor Model and Future Economic Growth: Evidence from an Emerging Market. (2018). Ali, Fahad ; Jiang, Yuexiang ; He, Rongrong. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:1:p:14-:d:134024.

Full description at Econpapers || Download paper

2017Does Gold Act as a Hedge and a Safe Haven for China’s Stock Market?. (2017). Chen, KE ; Wang, Meng. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:3:p:18-:d:108542.

Full description at Econpapers || Download paper

2019Public and Private Infrastructure Investment and Economic Growth in Pakistan: An Aggregate and Disaggregate Analysis. (2019). Javid, Muhammad . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3359-:d:240656.

Full description at Econpapers || Download paper

2018The Myth of Downside Risk Based Capital Asset Pricing Model: Empirical Evidence from South Asian Countries. (2018). Jehan, Noor ; Kiani, Adiqa Kausar ; Rasool, Syed Aziz. In: Global Social Sciences Review. RePEc:gss:journl:v:3:y:2018:i:3:p:265-280.

Full description at Econpapers || Download paper

2019Stock market behavior of pharmaceutical industry in Iran and macroeconomic factors. (2019). Mohammadzadeh, Yousef ; Kahriz, Arash Refah ; Heidari, Hassan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:52:y:2019:i:3:d:10.1007_s10644-018-9228-7.

Full description at Econpapers || Download paper

2017Free Trade: Does Myopic Policy Overlook Long-Term Gains?. (2017). Haroon, Maryiam . In: Lahore Journal of Economics. RePEc:lje:journl:v:22:y:2017:i:2:p:65-88.

Full description at Econpapers || Download paper

2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed. In: MPRA Paper. RePEc:pra:mprapa:78595.

Full description at Econpapers || Download paper

2017An Empirical Investigation on the Role of exports, imports and it’s Determinants in Foreign Trade of Pakistan. (2017). Li, Zhaohua ; Ali, Gulzar. In: Information Management and Business Review. RePEc:rnd:arimbr:v:8:y:2017:i:6:p:39-58.

Full description at Econpapers || Download paper

2018Development of stock market and economic growth: the G-20 evidence. (2018). Pradhan, Rudra P. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-018-0094-4.

Full description at Econpapers || Download paper

2017Comparison of Error Correction Models and First-Difference Models in CCAR Deposits Modeling. (2017). Guo, Zi-Yi. In: EconStor Open Access Articles. RePEc:zbw:espost:168048.

Full description at Econpapers || Download paper

Works by Javed Iqbal:


YearTitleTypeCited
2016Pricing of foreign exchange risk and market segmentation: Evidence from Pakistans equity market In: Journal of Asian Economics.
[Full Text][Citation analysis]
article0
2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article15
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2007Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]
article8
2017Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article9
2010Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index In: EERI Research Paper Series.
[Full Text][Citation analysis]
paper2
2010Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2005Arbitrage Pricing Theory: Evidence From An Emerging Stock Market In: Lahore Journal of Economics.
[Full Text][Citation analysis]
article0
2005Arbitrage pricing theory: evidence from an emerging stock market.(2005) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Value-at-Risk and Expected Stock Returns: Evidence from Pakistan In: Lahore Journal of Economics.
[Full Text][Citation analysis]
article1
2017Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets In: Lahore Journal of Economics.
[Full Text][Citation analysis]
article0
2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper4
2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2008Stock Market in Pakistan: An Overview In: MPRA Paper.
[Full Text][Citation analysis]
paper5
2001Aggregate import demand function for Pakistan: a co-integration approach In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2005Impact of trade openness on output growth for Pakistan: an empirical investigation In: MPRA Paper.
[Full Text][Citation analysis]
paper6
2001Forecasting methods: a comparative analysis In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2007Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Forecasting Performance of Alternative Error Correction Models In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2011Stock price reaction to earnings announcement: the case of an emerging market In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2006Market for statisticians in developing economies: The case study of Pakistan’s corporate sector In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2006Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2012Stock Market in Pakistan In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]
article9
2018Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-risk and Illiquidity Factors In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team