Javed Iqbal
Personal Details
First Name: Javed
Middle Name:
Last Name: Iqbal
Suffix:
RePEc Short-ID: piq10
Email:
Homepage:
Postal Address:
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Affiliation
- (50%) Karachi University Department of Statistics (Karachi University Department of Statistics)
- Homepage: http://www.uok.edu.pk/
Location: Karachi, Pakistan - (50%) Institute of Business Administration
- Location: Karachi, Pakistan
Homepage: http://www.iba.edu.pk/
Email:
Phone: 111-422-422
Fax: (+92-21) 9243421
Postal: University Road, Karachi-75270
Handle: RePEc:edi:ibakapk (more details at EDIRC)
Works
Working papers
- Iqbal, Javed & Farooqi, Faraz Ahmed, 2011. "Stock price reaction to earnings announcement: the case of an emerging market," MPRA Paper 30865, University Library of Munich, Germany, revised 10 May 2011.
- Iqbal, Javed, 2011. "Forecasting Performance of Alternative Error Correction Models," MPRA Paper 29826, University Library of Munich, Germany, revised 19 Mar 2011.
- Iqbal, Javed & Azher, Sara & Ijza, Ayesha, 2010.
"Predictive ability of Value-at-Risk methods: evidence from the Karachi Stock Exchange-100 Index,"
MPRA Paper
23752, University Library of Munich, Germany.
- Javed Iqbal & Sara Azher & Ayesha Ijaz, 2010. "Predictive Ability of Value-at-Risk Methods: Evidence from the Karachi Stock Exchange-100 Index," EERI Research Paper Series EERI_RP_2010_18, Economics and Econometrics Research Institute (EERI), Brussels.
- Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008.
"Multivariate tests of asset pricing: Simulation evidence from an emerging market,"
Monash Econometrics and Business Statistics Working Papers
2/08, Monash University, Department of Econometrics and Business Statistics.
- Javed Iqbal & Robert Brooks & Don Galagedera, 2010. "Multivariate tests of asset pricing: simulation evidence from an emerging market," Applied Financial Economics, Taylor and Francis Journals, vol. 20(5), pages 381-395.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008.
"Testing Conditional Asset Pricing Models: An Emerging Market Perspective,"
Monash Econometrics and Business Statistics Working Papers
3/08, Monash University, Department of Econometrics and Business Statistics.
- Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A., 2010. "Testing conditional asset pricing models: An emerging market perspective," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 897-918, September.
- Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Testing Asset Pricing Models in Emerging Markets: An Examination of Higher Order Co-Moments and Alternative Factor Models," MPRA Paper 25020, University Library of Munich, Germany, revised Oct 2007.
- Iqbal, Javed & Brooks, Robert & Galagedera, Don UA, 2007. "Robust Tests of the Lower Partial Moment Asset Pricing Model in Emerging Markets," MPRA Paper 25349, University Library of Munich, Germany, revised May 2007.
- Iqbal, Javed & Rawish, Abbas, 2007. "Market for statisticians in developing economies: The case study of Pakistan’s corporate sector," MPRA Paper 3266, University Library of Munich, Germany, revised 2006.
- Iqbal, Javed & Nadeem, Khurram, 2006. "Exploring the causal relationship among social, real, monetary and infrastructure development in Pakistan," MPRA Paper 3267, University Library of Munich, Germany.
- Siddiqui, Amir Hussain & Iqbal, Javed, 2005. "Impact of trade openness on output growth for Pakistan: an empirical investigation," MPRA Paper 23757, University Library of Munich, Germany.
- Iqbal, Javed & Haider, Aziz, 2005.
"Arbitrage pricing theory: evidence from an emerging stock market,"
MPRA Paper
8699, University Library of Munich, Germany.
- Javed Iqbal & Aziz Haider, 2005. "Arbitrage Pricing Theory: Evidence From An Emerging Stock Market," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 10(1), pages 123-139, Jan-Jun.
Articles
- Javed Iqbal & Robert Brooks & Don Galagedera, 2010.
"Multivariate tests of asset pricing: simulation evidence from an emerging market,"
Applied Financial Economics,
Taylor and Francis Journals, vol. 20(5), pages 381-395.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Multivariate tests of asset pricing: Simulation evidence from an emerging market," Monash Econometrics and Business Statistics Working Papers 2/08, Monash University, Department of Econometrics and Business Statistics.
- Iqbal, Javed & Brooks, Robert & Galagedera, Don U.A., 2010.
"Testing conditional asset pricing models: An emerging market perspective,"
Journal of International Money and Finance,
Elsevier, vol. 29(5), pages 897-918, September.
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics.
- Iqbal, Javed & Brooks, Robert, 2007. "Alternative beta risk estimators and asset pricing tests in emerging markets: The case of Pakistan," Journal of Multinational Financial Management, Elsevier, vol. 17(1), pages 75-93, February.
- Javed Iqbal & Aziz Haider, 2005.
"Arbitrage Pricing Theory: Evidence From An Emerging Stock Market,"
Lahore Journal of Economics,
Department of Economics, The Lahore School of Economics, vol. 10(1), pages 123-139, Jan-Jun.
- Iqbal, Javed & Haider, Aziz, 2005. "Arbitrage pricing theory: evidence from an emerging stock market," MPRA Paper 8699, University Library of Munich, Germany.
NEP Fields
9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-BAN: Banking (1) 2010-09-03
- NEP-CFN: Corporate Finance (1) 2008-05-10
- NEP-CWA: Central & Western Asia (2) 2007-05-19 2008-12-07
- NEP-ECM: Econometrics (1) 2008-05-10
- NEP-ETS: Econometric Time Series (1) 2011-04-09
- NEP-FDG: Financial Development & Growth (1) 2007-05-19
- NEP-FMK: Financial Markets (2) 2008-12-07 2010-09-03
- NEP-FOR: Forecasting (1) 2011-04-09
- NEP-ORE: Operations Research (1) 2008-05-10
- NEP-RMG: Risk Management (2) 2010-07-17 2010-09-03
- NEP-SOG: Sociology of Economics (1) 2007-05-19
Statistics
Most cited item
- Javed Iqbal & Robert Brooks & Don U.A. Galagedera, 2008. "Testing Conditional Asset Pricing Models: An Emerging Market Perspective," Monash Econometrics and Business Statistics Working Papers 3/08, Monash University, Department of Econometrics and Business Statistics.
Most downloaded item (past 12 months)
- Iqbal, Javed, 2008. "Stock Market in Pakistan: An Overview," MPRA Paper 11868, University Library of Munich, Germany.
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Co-authorship network on CollEc
Corrections
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