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      • ICC GLS Model
      • Claus and Thomas (2001)
      • Cost of Equity using CAPM & FF3
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      • P31 – Realized volatility
      • P42 – Volatility portfolios
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    • Market liquidity
    • Mutual Funds performance
    • Herding behavior
    • CEO debt and R&D
    • KMV – Default Probability
    • Zero-leverage firms
    • Misvaluing Innovation
    • Sentiment, disagreement
    • Absolute Strength Momentum
    • P43 – Trading rules
    • Expected Idiosyncratic Skewness
    • Financial Statement Comparability
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      • asdoc : examples
      • asdoc : Tables of summary statistics
    • ASROL: Rolling window stats
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      • Bootstrap Fund Performance
      • Investors attention
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      • Gebhardt et al. (2001) – GLS
      • ICC GLS Model
      • Claus and Thomas (2001)
      • Cost of Equity using CAPM & FF3
    • Event studies
      • Event study methodology
      • Returns to New IPOs
      • Share repurchases
    • Volatility Managed Portfolios
      • P31 – Realized volatility
      • P42 – Volatility portfolios
    • Earning Management Model
    • Market liquidity
    • Mutual Funds performance
    • Herding behavior
    • CEO debt and R&D
    • KMV – Default Probability
    • Zero-leverage firms
    • Misvaluing Innovation
    • Sentiment, disagreement
    • Absolute Strength Momentum
    • P43 – Trading rules
    • Expected Idiosyncratic Skewness
    • Financial Statement Comparability
  • Stata Programs
    • ASDOC: Stata to Word
      • asdoc : examples
      • asdoc : Tables of summary statistics
    • ASROL: Rolling window stats
    • ASREG: rolling regressions
    • ASTILE: for Portfolios and Groups
    • ASCOL: Converts Data Frequency
    • ASM: Momentum Portfolios
    • Stata Random Tips
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Attaullah Shah2019-12-25T07:31:57+05:00December 25th, 2019|0 Comments

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Recent Projects

  • Conditional Beta using MGARCH Approach
  • Returns to New IPOs
  • Trading frequency | Price Impact
  • Measuring Financial Statement Comparability
  • Expected Idiosyncratic Skewness and Stock Returns
  • Absolute Strength Momentum

Contact Info

Institute of Management Sciences, Peshawar Pakistan

Email: attaullah.shah@imsciences.edu.pk

Copyright 2012 - 2020 Attaullah Shah | All Rights Reserved
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