Liquidity and asset prices: an empirical investigation of the Nordic stock markets HA Butt, NS Virk European Financial Management 21 (4), 672-705, 2015 | 30 | 2015 |
Revisiting momentum profits in emerging markets HA Butt, JW Kolari, M Sadaqat Pacific-Basin Finance Journal 65, 101486, 2021 | 25 | 2021 |
Modeling sentiment, temporal volatility and excess returns: Empirical evidence from segmented stock market M Sadaqat, HA Butt SSRN, 2018 | 18 | 2018 |
International tests of the ZCAPM asset pricing model JW Kolari, JZ Huang, HA Butt, H Liao Journal of International Financial Markets, Institutions and Money 79, 101607, 2022 | 15 | 2022 |
Does Islamic financial development foster economic growth? International evidence HA Butt, M Sadaqat, F Shear Journal of Islamic Accounting and Business Research 14 (6), 1013-1029, 2023 | 13 | 2023 |
Role of liquidity in explaining anomalous returns: evidence from emerging market M Sadaqat, HA Butt Business & Economic Review 9 (3), 1-35, 2017 | 11 | 2017 |
A comparison among various dimensions of illiquidity effect: a case study of Finland HA Butt Research in International Business and Finance 33, 204-220, 2015 | 11 | 2015 |
Reversal returns and expected returns from liquidity provision: Evidence from emerging markets HA Butt, K Högholm, M Sadaqat Journal of Multinational Financial Management 59, 100664, 2021 | 9 | 2021 |
An analysis of the relationship between sovereign credit default swaps and the stock market of pakistan through handling outliers F Shear, HA Butt Available at SSRN 2964820, 2017 | 8 | 2017 |
Relationship between stock and the sovereign CDS markets: A panel VAR based analysis F Shear, HA Butt South Asian Journal of Management Sciences 11 (1), 52-67, 2017 | 8 | 2017 |
Momentum profits and time varying illiquidity effect HA Butt, NS Virk Finance Research Letters 20, 253-259, 2017 | 7 | 2017 |
Revisiting the performance of the scaled momentum strategies HA Butt, M Sadaqat, M Tahir China Finance Review International 12 (3), 519-539, 2022 | 6 | 2022 |
Momentum crashes and variations to market liquidity HA Butt, NS Virk International Journal of Finance & Economics 27 (2), 1899-1911, 2022 | 6 | 2022 |
The pricing of firm-specific risk in emerging markets HA Butt, M Sadaqat Journal of Investment Strategies, 2020 | 5 | 2020 |
The impact of illiquidity risk for the Nordic markets B Hilal Anwar, K Hogholm Spanish Journal of Finance and Accounting/Revista Española de Financiación y …, 2020 | 4 | 2020 |
Do emerging stock markets offer an illiquidity premium for local or global investors? HA Butt, R Demirer, M Sadaqat, MT Suleman The Quarterly Review of Economics and Finance 86, 502-515, 2022 | 3 | 2022 |
Performance of factor models in explaining anomalous return patterns: Evidence from Pakistan M Younus, HA Butt Investment Analysts Journal 51 (2), 143-155, 2022 | 3 | 2022 |
Investor Attention towards coronavirus and response of Stock and Sovereign Credit Default Swaps Markets HA Butt, F Shear, M Sadaqat Available at SSRN 3655084, 2020 | 3 | 2020 |
Illusory Nature of Pricing of Illiquidity Effect: The Test Case of Australian Stock Market HA Butt, IU Badshah, MT Suleman Journal of Finance and Economics Research 2 (2), 115-129, 2017 | 3* | 2017 |
Specification errors of asset-pricing models for a market characterized by few large capitalization firms NS Virk, HA Butt Journal of Economics and Finance 40, 68-84, 2016 | 3 | 2016 |