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      • Gebhardt et al. (2001) – GLS
      • ICC GLS Model
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      • Mutual Funds performance
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      • Non-parametric momentum
      • Trading rules
      • Herding behavior
      • Sentiment, disagreement
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    • Earning Management Model
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      • Bid Ask Spread
    • Volatility
      • Backtesting VaR Models
      • P42 – Volatility portfolios
      • P31 – Realized volatility
      • Volatility Managed Portfolios
      • Expected Idiosyncratic Skewness
    • CEO debt and R&D
    • Zero-leverage firms
    • Financial Statement Comparability
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dollar_1769355

dollar_1769355

Attaullah Shah2023-07-20T02:22:26+05:00July 20th, 2023|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

Email: attaullah.shah@imsciences.edu.pk

Copyright 2012 - 2020 Attaullah Shah | All Rights Reserved
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