Hilal Anwar Butt

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

University Road

Karachi, Sindh 75270

Pakistan

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

SCHOLARLY PAPERS

15

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2,282

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5

CROSSREF CITATIONS

1

Scholarly Papers (15)

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1.

Momentum Crashes and Variations to Market Liquidity

Number of pages: 41 Posted: 14 Jan 2019
Hilal Anwar Butt and Nader Virk
University of Karachi - Institute of Business Administration (IBA), Karachi and Swansea University School of Management
Downloads 1,106 (34,303)

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market liquidity, momentum crashes, tail risk, predictors

2.

Momentum, Market Volatility, and Reversal

Downloads 410 (124,348)

Momentum, Market Volatility, and Reversal

Number of pages: 48 Posted: 14 Jun 2023
Hilal Anwar Butt, James W. Kolari and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, Texas A&M University - Department of Finance and Institute of Business Administration, Karachi
Downloads 255 (205,590)

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market volatility, momentum, momentum crashes, reversal

Momentum, Market Volatility, and Reversal

Number of pages: 98 Posted: 29 Jan 2023
Hilal Anwar Butt, James W. Kolari and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, Texas A&M University - Department of Finance and Institute of Business Administration, Karachi
Downloads 155 (323,338)

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market volatility, momentum, momentum crashes, reversal

3.

Investment Horizon Related Momentum in Volatility Scaled Momentum Strategies

Number of pages: 43 Posted: 06 Feb 2018 Last Revised: 07 Jul 2020
Hilal Anwar Butt, Mohsin Sadaqat and Muhammad Tahir Suleman
University of Karachi - Institute of Business Administration (IBA), Karachi, Institute of Business Administration, Karachi and University of Otago - Department of Accountancy and Finance
Downloads 168 (301,746)

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

4.

Revisiting Momentum Profits in Emerging Markets

Number of pages: 43 Posted: 21 Nov 2020
Hilal Anwar Butt, James W. Kolari and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, Texas A&M University - Department of Finance and Institute of Business Administration, Karachi
Downloads 112 (414,512)

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emerging markets, liquidity, momentum, risk management

5.

Investor Attention towards coronavirus and response of Stock and Sovereign Credit Default Swaps Markets

Number of pages: 7 Posted: 03 Sep 2020
Hilal Anwar Butt, Falik Shear and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, National Textile University and Institute of Business Administration, Karachi
Downloads 101 (446,311)
Citation 1

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Coronavirus, Search Queries, Stock Markets, Sovereign CDS

6.

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

Number of pages: 70 Posted: 01 Oct 2019 Last Revised: 06 Oct 2020
Nader Virk and Hilal Anwar Butt
Swansea University School of Management and University of Karachi - Institute of Business Administration (IBA), Karachi
Downloads 85 (501,735)

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

7.

Reversal Returns and Expected Returns from Liquidity Provision: Evidence from Emerging Markets

Number of pages: 64 Posted: 01 Feb 2018 Last Revised: 12 Oct 2020
Hilal Anwar Butt, Kenneth Högholm and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, Hanken School of Economics - Department of Finance and Statistics and Institute of Business Administration, Karachi
Downloads 82 (508,956)

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

8.

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

Number of pages: 38 Posted: 17 Aug 2015
Hilal Anwar Butt, Ihsan Badshah and Muhammad Tahir Suleman
University of Karachi - Institute of Business Administration (IBA), Karachi, Auckland University of Technology and University of Otago - Department of Accountancy and Finance
Downloads 75 (536,282)
Citation 1

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

9.

International Tests of the ZCAPM Asset Pricing Model

Journal of International Financial Markets, Institutions & Money, Forthcoming
Number of pages: 64 Posted: 03 Oct 2022
James W. Kolari, Jianhua Z. Huang, Hilal Anwar Butt and Huiling Liao
Texas A&M University - Department of Finance, The Chinese University of Hong Kong, University of Karachi - Institute of Business Administration (IBA), Karachi and University of Minnesota - Minneapolis - School of Public Health
Downloads 58 (613,026)
Citation 1

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International asset pricing, cross-sectional stock returns, return dispersion

10.

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 Anwar Butt and Kenneth Högholm
University of Karachi - Institute of Business Administration (IBA), Karachi and Hanken School of Economics - Department of Finance and Statistics
Downloads 37 (739,313)

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market-wide illiquidity, return spread, market model

11.

Performance of Shari’ah Based Investment: Evidence From Pakistani Listed Firms

Butt, H. A., & Sadaqat, M. (2019). Performance of Sharia based Investment: Evidence from Pakistani Listed Firms. Business & Economic Review, 11(4), 133-148.
Number of pages: 16 Posted: 24 Mar 2020
Hilal Anwar Butt and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi and Institute of Business Administration, Karachi
Downloads 28 (808,297)

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Diversification; performance; risk adjusted returns; Shari’ah compliant stocks

12.

Global Oil and Gas Stocks: Anomalies, Systematic Risks, and Mispricing

Number of pages: 46 Posted: 12 May 2023
Nader Virk, Mohsin Sadaqat, Hilal Anwar Butt and Giulia Fantini
affiliation not provided to SSRN, Institute of Business Administration, Karachi, University of Karachi - Institute of Business Administration (IBA), Karachi and Swansea University
Downloads 20 (879,226)

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global Oil and Gas stocks, systematic risk, mispricing, asset pricing models, anomalies, and portfolio diversification

13.

The Pricing of Firm-Specific Risk in Emerging Markets

Butt, H. A., & Sadaqat, M. (2020). The Pricing of Firm-specific Risk in Emerging Markets. The Journal of Investment Strategies, 8(4), 21-32.
Posted: 01 Mar 2021
Hilal Anwar Butt and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi and Institute of Business Administration, Karachi

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Emerging Markets, Asset Pricing, Firm-Specific Risks, Market Premium, Alpha

14.

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 Anwar Butt
National Textile University and University of Karachi - Institute of Business Administration (IBA), Karachi

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Granger causality, KSE, Outliers, Sovereign CDS, Winsorization

15.

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 Anwar Butt
Institute of Business Administration, Karachi and University of Karachi - Institute of Business Administration (IBA), Karachi

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Sentiment; volatility; emerging stock market; principal component