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Assets pricing, Financial time series, high frequency data analysis, stock price jumps
Pakistan

Activities

Employment (2)

Shaheed Zulfikar Ali Bhutto Institute of Science and Technology - Islamabad Campus: Islamabad, Pakistan, PK

2016-08-28 to present | Lecturer (Management Sciences)
Employment
Source: Self-asserted source
hassan zada

Iqra National University: Peshawar, Pakistan, PK

2011-07 to 2016-02 | Lecturer (Management Sciences)
Employment
Source: Self-asserted source
hassan zada

Works (18)

Examining the role of jumps on the returns and integrated volatility of emerging Asian stock markets during global financial crises and Covid-19: an application of the swap variance jump approach

Journal of Asset Management
2025-02 | Journal article
Contributors: Hassan Zada; Mirzat Ullah; Kazi Sohag
Source: check_circle
Crossref

Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach

Computational Economics
2025-02-01 | Journal article
Contributors: Naveed Khan; Hassan Zada; Ozair Siddiqui; Ehsan Ullah
Source: check_circle
Crossref

Do Asymmetry in Oil Prices and Economic Policy Uncertainty Impact Stock Returns? Insights from Oil Importing and Exporting Countries

2025-01-20 | Preprint
Contributors: Aman Bilal; Shakeel Ahmed; Hassan Zada; Eleftherios Thalassinos; Muhammad Hassan Nawaz
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Economic Policy Uncertainty in the United States: Does It Matter for Equity, Commodity and Cryptocurrency Markets?

Asian Academy of Management Journal of Accounting and Finance
2024-12-27 | Journal article
Contributors: Zia Ur Rehman; Wing-Keung Wong; Naveed Khan; Hassan Zada; Hassan Raza
Source: check_circle
Crossref

Impact of audit committee characteristics on risk disclosure: evidence from the banking sector of Pakistan

International Journal of Disclosure and Governance
2024-08-21 | Journal article
Contributors: Awais Akbar; Shumaila Zeb; Hassan Zada
Source: check_circle
Crossref

Evaluating the moderating role of governance on the relationships between social inclusion, ICT infrastructure, and financial inclusion

Heliyon
2024-07 | Journal article
Contributors: Sonia Bibi; Hassan Zada; Tahira Awan; Wing-Keung Wong; Naveed Khan
Source: check_circle
Crossref

Does US monetary policy uncertainty affect returns of Asian Developed, emerging, and frontier equity markets? Empirical evidence by using the quantile-on-quantile approach

Heliyon
2024-06 | Journal article
Contributors: Rimsha Arshad; Hassan Zada; Kazi Sohag; Wing-Keung Wong; Ehsan Ullah; Hassan Raza
Source: check_circle
Crossref

Financial development and innovationled economic growth: Empirical insight from sub-Saharan Africa

Economic Annals
2023 | Journal article
Contributors: Adamu Jibir; Hassan Zada; Musa Abdu; Naveed Khan
Source: check_circle
Crossref

Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia

SN Business & Economics
2023-01-09 | Journal article
Contributors: Hassan Zada; Huma Maqsood; Shakeel Ahmed; Muhammad Zeb Khan
Source: check_circle
Crossref

DOES PREMIUM EXIST IN THE STOCK MARKET FOR LABOR INCOME GROWTH RATE? A SIX-FACTOR-ASSET-PRICING MODEL: EVIDENCE FROM PAKISTAN

Annals of Financial Economics
2022-09 | Journal article
Part of ISSN: 2010-4952
Part of ISSN: 2010-4960
Contributors: hassan zada
Source: Self-asserted source
hassan zada

Diversification of Risk: Investing in KSE-ALL and NYSE Composite in Chorus

Indian Journal of Economics and Business
2021-12 | Journal article
Source: Self-asserted source
hassan zada

Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets

Economies
2021-06 | Journal article | Author
Contributors: hassan zada; Arshad Hassan; Wing-Keung Wong
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 2)‎

AN APPROPRIATE INVESTMENT PORTFOLIO FOR STOCK MARKET INVESTORS: EVIDENCE FROM PAKISTAN

2019 | Journal article
Source: Self-asserted source
hassan zada

Application of Fama and French Five Factor Model of Asset Pricing: Evidence From Pakistan Stock Market

2018 | Journal article
Source: Self-asserted source
hassan zada

Forecasting Stock Prices through Univariate ARIMA Modeling

2018 | Journal article
Source: Self-asserted source
hassan zada

DOES FAMA & FRENCH’S FIVE-FACTOR MODEL PERFORM BETTER THAN THE CAPITAL ASSET PRICING MODEL AND FAMA & FRENCH’STHREE-FACTOR MODEL? EVIDENCE FROM AN EMERGING EQUITY MARKET

2017 | Journal article
Source: Self-asserted source
hassan zada

Testing Short Term and Long Term Applicability of CAPM: A Case of Pakistani Cement Industry

2017 | Journal article
Source: Self-asserted source
hassan zada

What Dictates the Dividend-Payout Decision of Corporations? A Case Study of Firms Listed at Karachi Stock Exchange

2017 | Journal article
Source: Self-asserted source
hassan zada

Peer review (3 reviews for 2 publications/grants)

Review activity for Environmental science and pollution research international (1)
Review activity for SN Business & Economics. (2)