Hilal Butt

University of Karachi - Institute of Business Administration (IBA), Karachi

University Road

Karachi, Sindh 75270

Pakistan

SCHOLARLY PAPERS

7

DOWNLOADS

240

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

Momentum Crashes and Variations to Market Liquidity

Number of pages: 41 Posted: 14 Jan 2019
Hilal Butt and Nader Virk
University of Karachi - Institute of Business Administration (IBA), Karachi and University of Plymouth
Downloads 85 (296,617)

Abstract:

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market liquidity, momentum crashes, tail risk, predictors

2.

Investment Horizon Related Momentum in Volatility Scaled Momentum Strategies

Number of pages: 54 Posted: 06 Feb 2018 Last Revised: 06 Feb 2019
Hilal Butt and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi and National University of Sciences and Technology (NUST)
Downloads 79 (309,954)

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Scaled Momentum Strategies; Volatility Persistence; Sharpe Ratios; Idiosyncratic risk

3.

The Reversal Strategy: A Study Across All Emerging Markets

Number of pages: 34 Posted: 01 Feb 2018 Last Revised: 02 Feb 2018
Mohsin Sadaqat and Hilal Butt
National University of Sciences and Technology (NUST) and University of Karachi - Institute of Business Administration (IBA), Karachi
Downloads 46 (405,509)

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Asset Pricing, Emerging Markets, Illiquidity, Risk Adjusted Returns, Short-Term Reversal, Size, Volatility

4.

Asset Pricing Anomalies – Liquidity Risk Spreaders or Liquidity Risk Hedgers?

Number of pages: 70 Posted: 01 Oct 2019
Nader Virk and Hilal Butt
University of Plymouth and University of Karachi - Institute of Business Administration (IBA), Karachi
Downloads 18 (544,145)

Abstract:

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risk, mispricing, aggregate liquidity risk, asset pricing models, intertemporal-CAPM

5.

The Impact of Illiquidity Risk for the Nordic Markets

Forthcoming in Spanish Journal of Finance and Accounting
Number of pages: 26 Posted: 05 Dec 2018
Hilal Butt and Kenneth Högholm
University of Karachi - Institute of Business Administration (IBA), Karachi and Hanken School of Economics - Department of Finance and Statistics
Downloads 12 (574,699)

Abstract:

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market-wide illiquidity, return spread, market model

6.

An Analysis of the Relationship between Sovereign Credit Default Swaps and the Stock Market of Pakistan Through Handling Outliers

Posted: 09 May 2017
Falik Shear and Hilal Butt
NUST Business School, Islamabad, Pakistan and University of Karachi - Institute of Business Administration (IBA), Karachi

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Granger causality, KSE, Outliers, Sovereign CDS, Winsorization

7.

Modeling Sentiment, Temporal Volatility and Excess Returns: Empirical Evidence from Segmented Stock Market

Journal of Business & Economics 8 (2), 202-228
Posted: 08 Apr 2017 Last Revised: 20 Jan 2018
Mohsin Sadaqat and Hilal Butt
National University of Sciences and Technology (NUST) and University of Karachi - Institute of Business Administration (IBA), Karachi

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Sentiment; volatility; emerging stock market; principal component

Other Papers (1)

Total Downloads: 51
1.

Illusory Nature of Pricing of Illiquidity Risk: The Test Case of Australian Stock Market

Number of pages: 38 Posted: 17 Aug 2015
University of Karachi - Institute of Business Administration (IBA), Karachi, Auckland University of Technology and School of Economics and Finance, Victoria University of Wellington
Downloads 51

Abstract:

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Asset pricing, Australian stock market, Illiquidity Premium, Illiquidity level, illiquidity risks, Illiquidity measures.