Mohsin Sadaqat

National University of Sciences and Technology (NUST)

Assistant Professor of Finance

Pakistan

SCHOLARLY PAPERS

8

DOWNLOADS

297

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (8)

1.

Investment Horizon Related Momentum in Volatility Scaled Momentum Strategies

Number of pages: 43 Posted: 06 Feb 2018 Last Revised: 07 Jul 2020
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

2.

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

3.

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

4.

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

5.

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

6.

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

7.

Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis

https://www.mdpi.com/2227-9091/9/1/2
Posted: 20 Dec 2020 Last Revised: 26 Dec 2020
Falik Shear, Badar Nadeem Ashraf and Mohsin Sadaqat
National Textile University, Jiangxi University of Finance and Economics and National University of Sciences and Technology (NUST)

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COVID-19; investors’ attention; stock market returns; national culture; uncertainty avoidance

8.

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