Javed Iqbal : Citation Profile


Are you Javed Iqbal?

Institute of Business Administration

6

H index

5

i10 index

174

Citations

RESEARCH PRODUCTION:

13

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2001 - 2024). See details.
   Cites by year: 7
   Journals where Javed Iqbal has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 11 (5.95 %)

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   Permalink: http://citec.repec.org/piq10
   Updated: 2024-12-03    RAS profile: 2024-06-13    
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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)

Shahzad, Syed Jawad Hussain (5)

Shahbaz, Muhammad (4)

Salisu, Afees (3)

Alola, Andrew (3)

Bouri, Elie (3)

Araújo, Tanya (2)

Ftiti, Zied (2)

Kenourgios, Dimitris (2)

Louçã, Francisco (2)

Raheem, Ibrahim (2)

Cites to:

Fama, Eugene (22)

Harvey, Campbell (20)

French, Kenneth (13)

Bekaert, Geert (10)

Brooks, Robert (8)

Hansen, Lars (7)

Jagannathan, Ravi (6)

Hwang, Soosung (6)

faff, robert (5)

Dufour, Jean-Marie (4)

Sharpe, William (4)

Main data


Where Javed Iqbal has published?


Journals with more than one article published# docs
Lahore Journal of Economics3
Journal of Emerging Market Finance2

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 (2024 and 2023)


YearTitle of citing document
2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292.

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2023Do gold prices respond more to uncertainty shocks at the zero lower bound?. (2023). Tee, Kai-Hong ; Miao, Xinru ; Chen, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723007687.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

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2023.

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2023Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8.

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2023Population aging and working hour impacts on occupational accidents: evidence from Japan. (2023). Mehrizi, Fatemeh Zarezadeh ; Taghizadeh-Hesary, Farhad ; Pourrostami, Nahid. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09526-4.

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2023Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19. (2023). Pergeris, Georgios ; Koutsokostas, Drosos ; Kenourgios, Dimitris ; Papathanasiou, Spyros. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00292-y.

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2023Relative Signed Jump and Future Stock Returns. (2023). Ullah, Wali ; Sharif, Saqib ; Rehman, Seema. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:25-45.

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Works by Javed Iqbal:


YearTitleTypeCited
2020How Pakistani Industries Respond to Local and World Business Cycles In: Asian Economic and Financial Review.
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article0
2024ASYMMETRIC EFFECTS OF LOCAL AND GLOBAL BUSINESS CYCLE VARIATIONS ON THE SECTORAL INDUSTRIAL PRODUCTION IN SINGAPORE In: Studies in Business and Economics.
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article0
2016Pricing of foreign exchange risk and market segmentation: Evidence from Pakistans equity market In: Journal of Asian Economics.
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article0
2010Testing conditional asset pricing models: An emerging market perspective In: Journal of International Money and Finance.
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article20
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective.(2008) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 20
paper
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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article11
2017Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation In: International Review of Economics & Finance.
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article71
2010Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index In: EERI Research Paper Series.
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paper5
2010Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 5
paper
In: .
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article0
2005Arbitrage Pricing Theory: Evidence From An Emerging Stock Market In: Lahore Journal of Economics.
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article1
2005Arbitrage pricing theory: evidence from an emerging stock market.(2005) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1
paper
2014Value-at-Risk and Expected Stock Returns: Evidence from Pakistan In: Lahore Journal of Economics.
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article3
2017Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets In: Lahore Journal of Economics.
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article1
2008Multivariate tests of asset pricing: Simulation evidence from an emerging market In: Monash Econometrics and Business Statistics Working Papers.
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paper4
2010Multivariate tests of asset pricing: simulation evidence from an emerging market.(2010) In: Applied Financial Economics.
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This paper has nother version. Agregated cites: 4
article
2011Testing the Lower Partial Moment Asset-Pricing Models in Emerging Markets In: Palgrave Macmillan Books.
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chapter0
2008Stock Market in Pakistan: An Overview In: MPRA Paper.
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paper8
2001Aggregate import demand function for Pakistan: a co-integration approach In: MPRA Paper.
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paper1
2005Impact of trade openness on output growth for Pakistan: an empirical investigation In: MPRA Paper.
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paper12
2001Forecasting methods: a comparative analysis In: MPRA Paper.
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paper0
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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paper1
2007Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets In: MPRA Paper.
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paper0
2011Forecasting Performance of Alternative Error Correction Models In: MPRA Paper.
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paper2
2011Stock price reaction to earnings announcement: the case of an emerging market In: MPRA Paper.
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paper2
2006Market for statisticians in developing economies: The case study of Pakistan’s corporate sector In: MPRA Paper.
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paper0
2006Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan In: MPRA Paper.
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paper3
2012Stock Market in Pakistan In: Journal of Emerging Market Finance.
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article28
2018Testing Conditional Asset Pricing in Pakistan: The Role of Value-at-risk and Illiquidity Factors In: Journal of Emerging Market Finance.
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article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team