Hilal Anwar Butt

University of Karachi - Institute of Business Administration (IBA), Karachi

University Road

Karachi, Sindh 75270

Pakistan

SCHOLARLY PAPERS

12

DOWNLOADS

543

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (12)

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 131 (263,652)

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market liquidity, momentum crashes, tail risk, predictors

2.

Investment Horizon Related Momentum in Volatility Scaled Momentum Strategies

Number of pages: 43 Posted: 06 Feb 2018 Last Revised: 07 Jul 2020
Hilal Anwar Butt, Mohsin Sadaqat and Muhammad Tahir Suleman
University of Karachi - Institute of Business Administration (IBA), Karachi, National University of Sciences and Technology (NUST) and University of Otago - Department of Accountancy and Finance
Downloads 108 (303,019)

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Scaled Momentum Strategies; Volatility Persistence; Sharpe Ratios; Idiosyncratic risk

3.

Reversal Returns and Expected Returns from Liquidity Provision: Evidence from Emerging Markets

Number of pages: 64 Posted: 01 Feb 2018 Last Revised: 12 Oct 2020
Hilal Anwar Butt, Kenneth Högholm and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, Hanken School of Economics - Department of Finance and Statistics and National University of Sciences and Technology (NUST)
Downloads 67 (404,343)

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Asset Pricing, Emerging Markets, Illiquidity, Risk Adjusted Returns, Short-Term Reversal, Size, Volatility

4.

Investor Attention towards coronavirus and response of Stock and Sovereign Credit Default Swaps Markets

Number of pages: 7 Posted: 03 Sep 2020
Hilal Anwar Butt, Falik Shear and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, National Textile University and National University of Sciences and Technology (NUST)
Downloads 65 (410,704)
Citation 1

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Coronavirus, Search Queries, Stock Markets, Sovereign CDS

5.

Illusory Nature of Pricing of Illiquidity Risk: The Test Case of Australian Stock Market

Number of pages: 38 Posted: 17 Aug 2015
Hilal Anwar Butt, Ihsan Badshah and Muhammad Tahir Suleman
University of Karachi - Institute of Business Administration (IBA), Karachi, Auckland University of Technology and University of Otago - Department of Accountancy and Finance
Downloads 56 (441,929)

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Asset pricing, Australian stock market, Illiquidity Premium, Illiquidity level, illiquidity risks, Illiquidity measures.

6.

Revisiting Momentum Profits in Emerging Markets

Number of pages: 43 Posted: 21 Nov 2020
Hilal Anwar Butt, James W. Kolari and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi, Texas A&M University - Department of Finance and National University of Sciences and Technology (NUST)
Downloads 48 (472,739)

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emerging markets, liquidity, momentum, risk management

7.

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 40 (507,717)

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

8.

The Impact of Illiquidity Risk for the Nordic Markets

Forthcoming in Spanish Journal of Finance and Accounting
Number of pages: 26 Posted: 05 Dec 2018
Hilal Anwar Butt and Kenneth Högholm
University of Karachi - Institute of Business Administration (IBA), Karachi and Hanken School of Economics - Department of Finance and Statistics
Downloads 19 (629,288)

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market-wide illiquidity, return spread, market model

9.

Performance of Shari’ah Based Investment: Evidence From Pakistani Listed Firms

Butt, H. A., & Sadaqat, M. (2019). Performance of Sharia based Investment: Evidence from Pakistani Listed Firms. Business & Economic Review, 11(4), 133-148.
Number of pages: 16 Posted: 24 Mar 2020
Hilal Anwar Butt and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi and National University of Sciences and Technology (NUST)
Downloads 9 (703,008)

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Diversification; performance; risk adjusted returns; Shari’ah compliant stocks

10.

The Pricing of Firm-Specific Risk in Emerging Markets

Butt, H. A., & Sadaqat, M. (2020). The Pricing of Firm-specific Risk in Emerging Markets. The Journal of Investment Strategies, 8(4), 21-32.
Posted: 01 Mar 2021
Hilal Anwar Butt and Mohsin Sadaqat
University of Karachi - Institute of Business Administration (IBA), Karachi and National University of Sciences and Technology (NUST)

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Emerging Markets, Asset Pricing, Firm-Specific Risks, Market Premium, Alpha

11.

An Analysis of the Relationship between Sovereign Credit Default Swaps and the Stock Market of Pakistan Through Handling Outliers

Posted: 09 May 2017
Falik Shear and Hilal Anwar Butt
National Textile University and University of Karachi - Institute of Business Administration (IBA), Karachi

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Granger causality, KSE, Outliers, Sovereign CDS, Winsorization

12.

Modeling Sentiment, Temporal Volatility and Excess Returns: Empirical Evidence from Segmented Stock Market

Journal of Business & Economics 8 (2), 202-228
Posted: 08 Apr 2017 Last Revised: 20 Jan 2018
Mohsin Sadaqat and Hilal Anwar Butt
National University of Sciences and Technology (NUST) and University of Karachi - Institute of Business Administration (IBA), Karachi

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Sentiment; volatility; emerging stock market; principal component