Javed Iqbal : Citation Profile


Are you Javed Iqbal?

Institute of Business Administration (80% share)

5

H index

3

i10 index

77

Citations

RESEARCH PRODUCTION:

10

Articles

15

Papers

RESEARCH ACTIVITY:

   16 years (2001 - 2017). See details.
   Cites by year: 4
   Journals where Javed Iqbal has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 8 (9.41 %)

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   Permalink: http://citec.repec.org/piq10
   Updated: 2020-08-01    RAS profile: 2020-04-08    
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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)

javid, Attiya (2)

Shahzad, Syed Jawad Hussain (2)

Ojah, Kalu (2)

Louçã, Francisco (2)

Liu, Yizao (1)

Panigo, Demian (1)

Omri, Abdelwahed (1)

Siddiqui, Aamir (1)

Cites to:

Fama, Eugene (19)

Harvey, Campbell (15)

French, Kenneth (11)

Bekaert, Geert (7)

Brooks, Robert (6)

faff, robert (5)

Hwang, Soosung (5)

Ravikumar, B (4)

Hansen, Lars (4)

Khwaja, Asim (3)

Claessens, Stijn (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
2020Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/009.

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2020Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Salami, Oladimeji M ; Joshua, Udi ; Alola, Andrew A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:20/009.

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2019The Effect of Exchange Rate and Interest Rate Volatilities on Stock Prices: Further Empirical Evidence from Ghana. (2019). Baidoo, Samuel ; Osei, Peter Yaw ; Ofori-Abebrese, Grace. In: Economics Literature. RePEc:ana:elitjr:v:1:y:2019:i:2:p:117-132.

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2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2019Does gold or Bitcoin hedge economic policy uncertainty?. (2019). Derbali, Abdelkader ; Yang, Zhongyi ; Tong, MU ; Wu, Shan. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:171-178.

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2019Systematic extreme downside risk. (2019). Stoja, Evarist ; Nguyen, Linh H. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:128-142.

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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.

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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.

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2019The threshold effect of market sentiment and inflation expectations on gold price. (2019). Xu, Xiangyun ; Jia, Fei ; Huang, Xiaoyong ; Shi, YU. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:77-83.

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2019Portfolio management and dependencies among precious metal markets: Evidence from a Copula quantile-on-quantile approach. (2019). Wanas, Idries Mohammad ; Maitra, Debasish ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303496.

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2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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2019Risk spillovers and portfolio management between precious metal and BRICS stock markets. (2019). Ruan, Weihua ; Fu, Yuyuan ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119306016.

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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.

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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.

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2020Toward the path of Economic Expansion in Nigeria: The Role of Trade Globalization. (2020). Alola, Andrew A ; Joshua, Udi ; Salami, Oladimeji M. In: Working Papers. RePEc:exs:wpaper:20/009.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2019Openness, Financial Development and Economic Growth in South Asia. (2019). Shahid, Amina. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:8:y:2019:i:3:p:132-139.

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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.

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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.

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2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Roubaud, David. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

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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.

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Works by Javed Iqbal:


YearTitleTypeCited
2016Pricing of foreign exchange risk and market segmentation: Evidence from Pakistans equity market In: Journal of Asian Economics.
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2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
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article16
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
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2007Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan In: Journal of Multinational Financial Management.
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article8
2017Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation In: International Review of Economics & Finance.
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article16
2010Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index In: EERI Research Paper Series.
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2010Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index.(2010) In: MPRA Paper.
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2005Arbitrage Pricing Theory: Evidence From An Emerging Stock Market In: Lahore Journal of Economics.
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2005Arbitrage pricing theory: evidence from an emerging stock market.(2005) In: MPRA Paper.
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2014Value-at-Risk and Expected Stock Returns: Evidence from Pakistan In: Lahore Journal of Economics.
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article1
2017Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets In: Lahore Journal of Economics.
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2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
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2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
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2008Stock Market in Pakistan: An Overview In: MPRA Paper.
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2001Aggregate import demand function for Pakistan: a co-integration approach In: MPRA Paper.
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2005Impact of trade openness on output growth for Pakistan: an empirical investigation In: MPRA Paper.
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2001Forecasting methods: a comparative analysis In: MPRA Paper.
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2007Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models In: MPRA Paper.
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2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
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2011Forecasting Performance of Alternative Error Correction Models In: MPRA Paper.
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2011Stock price reaction to earnings announcement: the case of an emerging market In: MPRA Paper.
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2006Market for statisticians in developing economies: The case study of Pakistan’s corporate sector In: MPRA Paper.
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2006Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan In: MPRA Paper.
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