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Arshad Hasan

Capital University of Science and Technology

Islamabad

Islamabad, Fedral

Pakistan

  • Capital University of Science and Technology

SCHOLARLY PAPERS

9

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Top 26,306

in Total Papers Downloads

4,775

TOTAL CITATIONS

10

Scholarly Papers (9)

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1.

Impact of Ownership Structure and Corporate Governance on Capital Structure of Pakistani Listed Companies

International Journal of Business & Management, Vol. 4, No. 2, Feb. 2009
Number of pages: 8 Posted: 02 Jan 2011
Safdar A. Butt and Arshad Hasan
Capital University of Science & Technology, Islamabad and Capital University of Science and Technology
Downloads 4,183 (6,157)
Citation 10

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Corporate governance, Ownership structure, Capital structure

2.

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

3.

The Diversification Puzzle: The Role of Asymmetric Information and Insider Trading in Pakistan

The Lahore Journal of Economics, 21:2 (Winter 2016): pp. 97-119
Number of pages: 23 Posted: 06 Jan 2019
Mushtaq Hussain Khan, Ahmad Fraz and Arshad Hasan
Capital University of Science & Technology, Pakistan Institute of Development Economics and Capital University of Science and Technology
Downloads 62 (942,565)

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Corporate diversification, agency effect, information asymmetry, insider trading, Pakistan

4.

Board Gender Diversity, Risk-taking and Performance: Evidence from Dual Banking Systems

Abdul-Majid, M., Saal, D., Battisti, G., 2010. Efficiency in Islamic and conventional banking: an international comparison. Journal of Productivity Analysis34(1), 25–43. Abedifar, P., Molyneux, P., &Tarazi, A. (2013). Risk in Islamic banking. Review of Finance, 17(6), 2035-2096. Adams, R. B.,
Posted: 02 Jan 2019 Last Revised: 07 Jul 2020
Mushtaq Hussain Khan, Ahmad Fraz, Arshad Hasan and Pejman Abedifar
Capital University of Science & Technology, Pakistan Institute of Development Economics, Capital University of Science and Technology and University of St Andrews - School of Management

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Bank performance, Female directorship, Gender diversity, Islamic banking

5.

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

6.

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

7.

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

8.

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

9.

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
Kashif Hamid, Arshad Hasan, Muhammad Tahir Suleman and Muhammad Usman Khurram
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