Skip to content
StataProfessor Logo

  • Home
  • Paid Help
    • Empirical Models using Stata®
    • Data Management
    • Paid Help | Pricing
    • Paid Help – Frequently Asked Questions (FAQs)
    • Privacy
  • Completed Projects
    • Asset Pricing Models
      • Fama and French Model
      • Fama – MacBeth
      • Cost of Equity using CAPM & FF3
      • Mutual Funds performance
      • Market liquidity
      • Bootstrap Fund Performance
      • Portfolio standard deviation
      • Investors attention
    • Implied cost of equity (ICC)
      • The implied cost of capital (ICC) | GLS model | Stata | Gebhardt et al. (2001) model
      • ICC GLS Model
      • Claus and Thomas (2001)
    • Earning Management Model
    • Herding behavior
    • Event studies
      • Stata codes for event study methodology
      • Returns to New IPOs
      • P40 – Share repurchases
    • CEO debt and R&D
    • KMV – Default Probability
    • Volatility Managed Portfolios
    • Zero-leverage firms
    • Misvaluing Innovation
    • Sentiment, disagreement
    • Absolute Strength Momentum
    • P31 – Realized volatility
    • P42 – Volatility portfolios
    • P43 – Trading rules
    • Financial Statement Comparability
    • Expected Idiosyncratic Skewness
  • 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
    • Download Statistics
  • BLOG
  • ForumsbbPress Forums
  • About Us
  • Home
  • Paid Help
    • Empirical Models using Stata®
    • Data Management
    • Paid Help | Pricing
    • Paid Help – Frequently Asked Questions (FAQs)
    • Privacy
  • Completed Projects
    • Asset Pricing Models
      • Fama and French Model
      • Fama – MacBeth
      • Cost of Equity using CAPM & FF3
      • Mutual Funds performance
      • Market liquidity
      • Bootstrap Fund Performance
      • Portfolio standard deviation
      • Investors attention
    • Implied cost of equity (ICC)
      • The implied cost of capital (ICC) | GLS model | Stata | Gebhardt et al. (2001) model
      • ICC GLS Model
      • Claus and Thomas (2001)
    • Earning Management Model
    • Herding behavior
    • Event studies
      • Stata codes for event study methodology
      • Returns to New IPOs
      • P40 – Share repurchases
    • CEO debt and R&D
    • KMV – Default Probability
    • Volatility Managed Portfolios
    • Zero-leverage firms
    • Misvaluing Innovation
    • Sentiment, disagreement
    • Absolute Strength Momentum
    • P31 – Realized volatility
    • P42 – Volatility portfolios
    • P43 – Trading rules
    • Financial Statement Comparability
    • Expected Idiosyncratic Skewness
  • 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
    • Download Statistics
  • BLOG
  • ForumsbbPress Forums
  • About Us
  • Home
  • Paid Help
    • Empirical Models using Stata®
    • Data Management
    • Paid Help | Pricing
    • Paid Help – Frequently Asked Questions (FAQs)
    • Privacy
  • Completed Projects
    • Asset Pricing Models
      • Fama and French Model
      • Fama – MacBeth
      • Cost of Equity using CAPM & FF3
      • Mutual Funds performance
      • Market liquidity
      • Bootstrap Fund Performance
      • Portfolio standard deviation
      • Investors attention
    • Implied cost of equity (ICC)
      • The implied cost of capital (ICC) | GLS model | Stata | Gebhardt et al. (2001) model
      • ICC GLS Model
      • Claus and Thomas (2001)
    • Earning Management Model
    • Herding behavior
    • Event studies
      • Stata codes for event study methodology
      • Returns to New IPOs
      • P40 – Share repurchases
    • CEO debt and R&D
    • KMV – Default Probability
    • Volatility Managed Portfolios
    • Zero-leverage firms
    • Misvaluing Innovation
    • Sentiment, disagreement
    • Absolute Strength Momentum
    • P31 – Realized volatility
    • P42 – Volatility portfolios
    • P43 – Trading rules
    • Financial Statement Comparability
    • Expected Idiosyncratic Skewness
  • 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
    • Download Statistics
  • BLOG
  • ForumsbbPress Forums
  • About Us

Attaullah Shah

Home/Forums/Attaullah Shah
Attaullah Shah2021-12-11T12:14:04+05:00
  • Profile
  • Topics Started
  • Replies Created
  • Engagements
  • Favorites

@spattahashim

Profile

Registered: 4 years, 5 months ago

Forums

Last Activity: 1 year ago

Topics Started: 3

Replies Created: 70

Forum Role: Keymaster

Key Links

  • Paid Help
  • Data Management
  • Empirical Models using Stata®
  • Paid Help – FAQs
  • Paid Help | Pricing
  • Privacy

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
FacebookTwitterInstagramPinterest
Page load link
Go to Top