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Mohsin Sadaqat

Institute of Business Administration, Karachi

Assistant Professor of Finance

Sector H-12

Islamabad, 44000

Pakistan

  • Institute of Business Administration, Karachi

SCHOLARLY PAPERS

12

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2,418

TOTAL CITATIONS

1

Scholarly Papers (12)

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1.

Momentum, Market Volatility, and Reversal

Downloads 1,387 (35,658)

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 802 (75,858)

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market volatility, momentum, momentum crashes, reversal

Market Volatility, Momentum, and Reversal

Number of pages: 36 Posted: 14 Jun 2023 Last Revised: 08 May 2024
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 585 (115,706)

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market volatility, momentum, momentum crashes, reversal

2.

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 281 (272,209)

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emerging markets, liquidity, momentum, risk management

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 King Fahd University of Petroleum and Minerals (KFUPM)
Downloads 240 (321,897)

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

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 138 (530,816)
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 116 (621,896)

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

6.

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

Downloads 84 (796,622)

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

Number of pages: 37 Posted: 23 May 2024
Nader Virk, Mohsin Sadaqat, Hilal Anwar Butt and Giulia Fantini
Swansea University School of Management, Institute of Business Administration, Karachi, University of Karachi - Institute of Business Administration (IBA), Karachi and Swansea University
Downloads 43 (1,196,631)

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

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

Number of pages: 38 Posted: 17 Dec 2024
Nader Virk, Mohsin Sadaqat, Hilal Anwar Butt and Giulia Fantini
Swansea University School of Management, Institute of Business Administration, Karachi, University of Karachi - Institute of Business Administration (IBA), Karachi and Swansea University
Downloads 41 (1,210,354)

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G11, G12, G14, G15, Q40, Q43

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 67 (899,324)

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

8.

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 61 (951,658)

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

9.

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

Number of pages: 38 Posted: 05 Jan 2024
Nader Virk, Mohsin Sadaqat, Hilal Anwar Butt and Giulia Fantini
Manchester Metropolitan University, Institute of Business Administration, Karachi, University of Karachi - Institute of Business Administration (IBA), Karachi and Swansea University
Downloads 44 (1,157,785)

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

10.

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

11.

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, London South Bank University and Institute of Business Administration, Karachi

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

12.

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