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Kashif Hamid

University of Agriculture, Faisalabad - Institute of Business Management Sciences

Faculty

Faisalabad, 38000

Pakistan

SCHOLARLY PAPERS

24

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Top 1,918

in Total Papers Downloads

36,906

TOTAL CITATIONS

25

Scholarly Papers (24)

1.

A Study of University Students’ Motivation and Its Relationship with Their Academic Performance

Number of pages: 9 Posted: 06 Feb 2017
Independent, COMSATS Institute of I.T., University of Agriculture, Faisalabad and University of Agriculture, Faisalabad - Institute of Business Management Sciences
Downloads 27,339 (248)
Citation 1

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Students’ motivation, Academic performance, Intrinsic motivation, Extrinsic motivation

2.

Testing the Weak Form of Efficient Market Hypothesis: Empirical Evidence from Asia-Pacific Markets

Number of pages: 13 Posted: 07 Feb 2017
University of Agriculture, Faisalabad - Institute of Business Management Sciences, King Fahd University of Petroleum and Minerals (KFUPM), International Islamic University and International Islamic University, Islamabad
Downloads 7,491 (2,290)
Citation 17

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Weak-form Market Efficiency, Autocorrelation, Variance Ratio, random walk, Asia-Pacific

3.

Volatility Modeling and Asset Pricing: Extension of GARCH Model with Macro Economic Variables, Value-at-Risk and Semi-Variance for KSE

Pakistan Journal of Commerce and Social Sciences 2016, Vol. 10 (3), 569 - 587
Number of pages: 19 Posted: 09 Jan 2017
Kashif Hamid and Arshad Hasan
University of Agriculture, Faisalabad - Institute of Business Management Sciences and Capital University of Science and Technology
Downloads 530 (130,928)

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GARCH-in-Mean, macroeconomic variables, conditional volatility, value- at- risk, semi-variance, asymmetric patterns

4.

Day of the Week Effect and Stock Returns: (Evidence from Karachi Stock Exchange-Pakistan)

Far East Journal of Psychology and Business, Vol. 3, No. 1, April 2011
Number of pages: 7 Posted: 17 Jan 2017
Mohammad Ali Jinnah University (MAJU), University of Agriculture, Faisalabad - Institute of Business Management Sciences, International Islamic University, Islamabad and Mohammad Ali Jinnah University (MAJU)
Downloads 472 (151,091)
Citation 1

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Returns, KSE-100, Monday Effect, Regression

5.

Juxtaposition of Micro and Macro Dynamics of Dividend Policy on Stock Price Volatility in Financial Sector of Pakistan: (Comparative Analysis Through Common, Fixed, Random and GMM Effect)

Journal of Accounting, Finance and Auditing Studies 3/1 (2017) 64-79
Number of pages: 16 Posted: 09 Jan 2017 Last Revised: 15 Feb 2017
University of Agriculture, Faisalabad - Institute of Business Management Sciences, College of economics, Zhejiang university and University of Agriculture, Faisalabad
Downloads 459 (156,239)
Citation 1

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Dividend Policy, Macroeconomic Variables, GMM effect, Price Volatility

6.

Data Envelopment Analysis and Tobit Analysis for Firm Efficiency in Perspective of Working Capital Management in Manufacturing Sector of Pakistan

International journal of Economics and financial issues. 7(2), 706-713.
Number of pages: 8 Posted: 06 Feb 2017 Last Revised: 24 May 2017
Government College University - Department of Business Administration, Independent, University of Agriculture, Faisalabad - Institute of Business Management Sciences, College of economics, Zhejiang university and Government College University - Faisalabad
Downloads 261 (291,839)
Citation 4

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Working Capital Management, Efficiency, Data Envelope Analysis, Tobit Analysis, Manufacturing Sector

7.

Association of Mutual Fund Risk Measures and Return Parameters:A Juxtapose of Ranking for Performance in Pakistan

Khurram, M.U., Hamid, K. and Javeed S.A. (2021). Association of Mutual Fund Risk Measures and Return Parameters: A Juxtapose of Ranking for Performance in Pakistan. The Journal of Asian Finance, Economics and Business (JAFEB) 8 (2), 25–39. https://doi.org/10.13106/JAFEB.2021.VOL8.NO2.0025
Number of pages: 15 Posted: 06 Feb 2017 Last Revised: 01 Mar 2021
College of economics, Zhejiang university, University of Agriculture, Faisalabad - Institute of Business Management Sciences and Nanjing Agricultural University (NAU)
Downloads 136 (540,814)

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Mutual Fund, Risk Adjusted Performance, Open and Close Ended Mutual Funds, Portfolio Diversification, Suitable Performance Measure

8.

Factors Effecting Systematic Risk in Isolation vs. Pooled Estimation: Empirical Evidence from Banking, Insurance, and Non-Financial Sectors of Pakistan

International Journal of Academic Research in Accounting, Finance and Management Sciences Vol. 6, No. 4, October 2016, pp. 287-300
Number of pages: 15 Posted: 09 Jan 2017 Last Revised: 17 Sep 2020
Riphah International University, University of Agriculture, Faisalabad - Institute of Business Management Sciences, College of economics, Zhejiang university and Government College of Commerce
Downloads 118 (604,538)

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Systematic risk, common effect model, GMM, two step regression, leverage, operating efficiency

Comparative Analysis of Technical Efficiency for Islamic versus Conventional Banks and its Determinants in Pakistan

Hamid, K., & Khurram, M. U. (2017). Comparative Analysis of Technical Efficiency for Islamic versus Conventional Banks and its Determinants in Pakistan. Journal of Islamic Business and Management, 7(2), 197-210. doi: 10.26501/jibm/2017.0702-004
Number of pages: 14 Posted: 31 May 2018
Kashif Hamid and Muhammad Khurram
University of Agriculture, Faisalabad - Institute of Business Management Sciences and University of Agriculture, Faisalabad
Downloads 100 (694,787)
Citation 1

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DEA, TOBIT, Technical Efficiency, Bank Size, Islamic Banks, Conventional Banks

Comparative Analysis of Technical Efficiency for Islamic versus Conventional Banks and Its Determinants in Pakistan

Posted: 06 Feb 2017 Last Revised: 24 Aug 2021
Kashif Hamid and Muhammad Usman Khurram
University of Agriculture, Faisalabad - Institute of Business Management Sciences and College of economics, Zhejiang university

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DEA, TOBIT, Technical Efficiency, Bank size, Islamic Banks, Conventional Banks

10.

Linear vs Non-Linear Volatility Models (Comparative Analysis of Eagle vs Nest Markets)

Posted: 21 Aug 2017 Last Revised: 07 Dec 2017
Kashif Hamid and Arshad Hasan
University of Agriculture, Faisalabad - Institute of Business Management Sciences and Capital University of Science and Technology

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Stock Return, Volatility, linear, nonlinear, Asymmetric effect,GARCH

11.

MARKET EFFICIENCY, FINANCIAL INTEGRATION, AND SHOCK TRANSMISSION (EMPIRICAL EVIDENCE FROM D-8 ECONOMIES)

Posted: 13 Mar 2017 Last Revised: 24 Aug 2021
College of economics, Zhejiang university, University of Agriculture, Faisalabad - Institute of Business Management Sciences and International Islamic University, Islamabad

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Market Efficiency, Financial Integration, Shock Transmission, D-8 Economies, Arbitrage Process

12.

Macroeconomic Variables and Equity Market Co-Integration (Empirical Evidence from KSE-100 Pakistan)

Posted: 09 Feb 2017
Independent, University of Agriculture, Faisalabad - Institute of Business Management Sciences, Independent and Independent

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Macroeconomic variables, Co-integration, OLS, KSE 100, Pakistan

13.

Financing the Small and Medium Scale Enterprises in Faisalabad (Pakistan)

Posted: 08 Feb 2017
Kashif Hamid and Mr Abaidullah
University of Agriculture, Faisalabad - Institute of Business Management Sciences and Independent

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SMEs; Finance; Faisalabad region; SME bank; Growth; Trend; Security; Credit; SBP; Short term financing

14.

Capital Asset Pricing Model in Unconditional and Conditional Framework: Empirical Evidence from Emerging Economy of Pakistan

Posted: 08 Feb 2017
Independent, University of Agriculture, Faisalabad - Institute of Business Management Sciences, Independent and Independent

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Unconditional and Conditional Multifactor CAPM, Conditional Beta, Market Beta, Time Varying Volatility, Risk Premiums, GARCH.

15.

Empirical Analysis of Organizational Justice Towards Employee's Customer Oriented Behavior: A Case Study of Medical Institutions in Pakistan

African Journal of Business Management Vol. 5(4), pp. 1286-1292, 18 February, 2011
Posted: 06 Feb 2017
Mohammad Ali Jinnah University (MAJU), Independent, University of Agriculture, Faisalabad - Institute of Business Management Sciences and National Database and Registration Authority (NADRA)

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Procedural justice, distributive justice, customer oriented behavior

16.

Working Capital Management and Risk- Return Trade Off Hypothesis: (Empirical Evidence from Textile Sector of Pakistan)

European Journal of Economics, Finance and Administrative Sciences ISSN 1450-2275 Issue 40 (2011)
Posted: 06 Feb 2017
Mohammad Ali Jinnah University (MAJU), International Islamic University, Islamabad, University of Agriculture, Faisalabad - Institute of Business Management Sciences and Mohammad Ali Jinnah University (MAJU)

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Working capital management, leverage, size, profitability

17.

Corporate Social Performance, Financial Performance and Market Value Behavior: An Information Asymmetry Perspective

African Journal of Business Management Vol. 5(15), pp. 6342-6349, 4 August, 2011
Posted: 06 Feb 2017
University of Agriculture, Faisalabad - Institute of Business Management Sciences, International Islamic University, Islamabad, International Islamic University, Islamabad and International Islamic University, Islamabad

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Slack resources theory, good management theory, agency theory, corporate social performance, financial performance, market performance

18.

Volatility Forecasting and Effects of Asymmetric Patterns in Emerging Markets of Asia

Posted: 06 Feb 2017 Last Revised: 21 Feb 2017
Kashif Hamid and Arshad Hasan
University of Agriculture, Faisalabad - Institute of Business Management Sciences and Capital University of Science and Technology

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Stock Return, Volatility, linear, nonlinear, Asymmetric effect, GARCH

19.

Casual and Dynamic Linkage of Stock Markets: An Empirical Study of Karachi Stock Exchange (KSE) with Emerging and Developed Equity Markets

Posted: 06 Feb 2017
Kashif Hamid and Arshad Hasan
University of Agriculture, Faisalabad - Institute of Business Management Sciences and Capital University of Science and Technology

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Indices, linkages, portfolio diversification, co-integration, vector error correction model, emerging markets, developed markets, economic integration, KSE-100

20.

Market Conditions Asymmetries and Asset Pricing: An Information Asymmetry Perspective of Volatility Modeling in Pakistan

Posted: 06 Feb 2017 Last Revised: 13 Feb 2017
Kashif Hamid and Arshad Hasan
University of Agriculture, Faisalabad - Institute of Business Management Sciences and Capital University of Science and Technology

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Volatility, Market Conditions Asymmetry, Bullish, Leverage Effect, GARCH-in Mean, Good News and Bad News

21.

Modeling Leverage Dynamics and Corporate Financial Policies (Empirical Evidence from Industrial Sector of Pakistan)

Posted: 06 Feb 2017 Last Revised: 26 May 2017
University of Agriculture, Faisalabad - Institute of Business Management Sciences, College of economics, Zhejiang university, University of Agriculture, Faisalabad and National Database and Registration Authority (NADRA)

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Leverage, Abnormal Returns, WACC, OLS, Fixed Effect, Random Effect

22.

Volatility Spillover Effects across Emerging Equity Markets of Pakistan, India, China and Bangladesh: A Multivariate GARCH-BEKK and CCC Approach

Posted: 06 Feb 2017 Last Revised: 15 Feb 2017
University of Agriculture, Faisalabad - Institute of Business Management Sciences, Capital University of Science and Technology, King Fahd University of Petroleum and Minerals (KFUPM) and College of economics, Zhejiang university

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Spillover Effect, Historical Volatility, Conditional Volatility, GARCH-BEKK, GARCH-CCC

23.

Sensitivity Analysis of Macroeconomic Forces and Sectoral Returns: Evidence from Energy and Textile Sectors of Pakistan

Posted: 06 Feb 2017 Last Revised: 25 Sep 2020
Government College of Commerce, University of Agriculture, Faisalabad - Institute of Business Management Sciences and College of economics, Zhejiang university

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Crude Oil Price, Interest Rate, Inflation, Exchange Rate, Sensitivity, GARCH

24.

Impact of Inventory Performance on Industrial Financial Performance of Pakistan

International Journal of Multidisciplinary Approach & Studies, Volume 3, No. 6, November 2016
Posted: 16 Jan 2017 Last Revised: 24 Aug 2021
Government College University - Faisalabad, University of Agriculture, Faisalabad - Institute of Business Management Sciences, College of economics, Zhejiang university and Government College University - Faisalabad

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Inventory Performance, Firm Performance, ROA, ROE, OLS, GLM