Mohsin Sadaqat

Institute of Business Administration, Karachi

Assistant Professor of Finance

Sector H-12

Islamabad, 44000

Pakistan

  • Institute of Business Administration, Karachi

SCHOLARLY PAPERS

10

DOWNLOADS

932

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (10)

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1.

Momentum, Market Volatility, and Reversal

Downloads 415 (122,991)

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 256 (205,112)

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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 159 (318,305)

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market volatility, momentum, momentum crashes, reversal

2.

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 169 (302,010)

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

3.

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 113 (414,466)

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emerging markets, liquidity, momentum, risk management

4.

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 102 (446,089)
Citation 1

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Coronavirus, Search Queries, Stock Markets, Sovereign CDS

5.

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 83 (508,764)

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

6.

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 29 (805,193)

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

7.

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 21 (874,830)

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

8.

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

9.

Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis

https://www.mdpi.com/2227-9091/9/1/2
Posted: 20 Dec 2020 Last Revised: 26 Dec 2020
Falik Shear, Badar Nadeem Ashraf and Mohsin Sadaqat
National Textile University, Jiangxi University of Finance and Economics and Institute of Business Administration, Karachi

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COVID-19; investors’ attention; stock market returns; national culture; uncertainty avoidance

10.

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