Nader Virk

University of Plymouth

Drake Circus

Plymouth , Devon PL48AA

United Kingdom

  • University of Plymouth

SCHOLARLY PAPERS

12

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447

SSRN CITATIONS

1

CROSSREF CITATIONS

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Scholarly Papers (12)

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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 University of Plymouth
Downloads 127 (255,592)

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market liquidity, momentum crashes, tail risk, predictors

2.

Liquidity and Asset Prices: An Empirical Investigation of the Finnish Stock Market

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 42 Posted: 02 Oct 2012 Last Revised: 26 Feb 2019
Hilal Anwar Butt and Nader Virk
Hanken School of Economics, Vasa Campus and University of Plymouth
Downloads 100 (302,785)
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asset pricing model, illiquidity effect, risk, illiquidity premium, CAPM

3.

Specification Errors of Asset Pricing Models for a Market Characterized with Large Capitalization Firms

Number of pages: 64 Posted: 09 Feb 2012
Nader Virk and Hilal Anwar Butt
University of Plymouth and Hanken School of Economics, Vasa Campus
Downloads 62 (399,780)

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4.

Learning Chinese? The Changing Investment Behavior of Foreign Institutions in the Chinese Stock Market

BOFIT Discussion Paper No. 19/2018
Number of pages: 37 Posted: 21 Nov 2018 Last Revised: 22 Nov 2018
Timo Korkeamäki, Nader Virk, Haizhi Wang and Peng Wang
Hanken School of Economics, University of Plymouth, Illinois Institute of Technology - Stuart School of Business and University of Southampton
Downloads 37 (496,419)

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foreign investor, institutional investor, Qualified Foreign Institutional Investor (QFII) scheme, China

5.

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
University of Plymouth and University of Karachi - Institute of Business Administration (IBA), Karachi
Downloads 35 (505,832)

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

6.

Bitcoin and Integration Patterns in the Forex Market

Number of pages: 15 Posted: 14 Jun 2019
Nader Virk
University of Plymouth
Downloads 32 (521,028)

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dynamic conditional correlations, Bitcoin, conventional currencies, integration patterns, hedging potential

7.

Empirical Evidence for State and Time Separable Preferences: Case Finland

Number of pages: 60 Posted: 15 Jan 2012
Nader Virk
University of Plymouth
Downloads 26 (554,481)

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power utility, iterated GMM, risk premia, specification errors, CAPM

8.

COVID-19 Times: Where Lies Financial Safety?

Number of pages: 14 Posted: 11 Oct 2020
Nader Virk, Dylan Coles and Dominik Hagemense
University of Plymouth, Independent and Independent
Downloads 15 (633,784)

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COVID-19 pandemic, policy interventions, infection fundamentals, infection sentiments

9.

COVID-19 Infection Data, Policy Interventions or Sentiment; What Explains International Stock Returns and Volatility?

Number of pages: 34 Posted: 12 Jan 2021
Nader Virk
University of Plymouth
Downloads 13 (640,994)

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COVID-19 pandemic, policy interventions, infection fundamentals, infection sentiments

10.

Liquidity and Asset Prices: An Empirical Investigation of the Nordic Stock Markets

European Financial Management, Vol. 21, Issue 4, pp. 672-705, 2015
Number of pages: 34 Posted: 19 May 2020
Hilal Anwar Butt and Nader Virk
Hanken School of Economics, Vasa Campus and University of Plymouth
Downloads 0 (754,651)
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Asset‐pricing model, illiquidity effect, predicted factor risk premium, model betas

11.

Equity Premium Puzzle: A Finnish Review

International Journal of Economics and Finance, Vol. 4, No. 2, pp. 44-55
Posted: 01 May 2010 Last Revised: 15 Jan 2012
Nader Virk
University of Plymouth

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Equity premium, Risk aversion, C-CAPM, Hansen and Jagannathan (1997) specification measure

12.

Stock Returns and Macro Risks: Evidence from Finland

Research in International Business and Finance, Vol. 26, No. 1, pp. 47-66
Posted: 01 May 2010 Last Revised: 15 Jan 2012
Nader Virk
University of Plymouth

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CAPM, Macro risks, Cross-sectional variations, Hansen and Jagannathan (1997) specification measure