Mirza Nawazish ELAHI

Professeur associé
Mirza Nawazish ELAHI
  • Department Finance
  • Areas of research Financial Intermediation, Valuations, Risk Management
  • Teaching fields Phd in Finance from University of Paris Dauphine (2010)

Publication(s)

• Religion based investing and illusion of Islamic Alpha and Beta. (2018), Pacific-Basin Finance Journal. (CNRS Category: 4, ABDC Ranking: A, Journal Citation Reports Impact Factor: 2.015) DOI: https://dx.doi.org/10.1016/j.pacfin.2018.02.003

• Asset Pricing in a Developing Economy: Evidence from Pakistan. (2017) Economics Bulletin (CNRS Category 3), AccessEcon, vol. 37(4), pages 2483-2495.

• Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom. (2017), Economic Modelling. (CNRS Category: 2, Journal Citation Reports Impact Factor: 1.573).
DOI: https://doi.org/10.1016/j.econmod.2017.07.007

• Portfolio optimisation with higher moments of risk at the Pakistan Stock Exchange. (2017), Economic Research-Ekonomska Istraživanja. (Journal Citation Reports Impact Factor: 0.74). DOI: http://dx.doi.org/10.1080/1331677X.2017.1340182

• Fear of floating in Asia and the credibility of true floaters?, (2017), Research in International Business and Finance. (CNRS category: 4, ABDC Ranking: B). DOI: https://doi.org/10.1016/j.ribaf.2017.05.007

• Domestic and cross-border returns to bidders in acquisitions into the E.U., (2017), Economic Research-Ekonomska Istraživanja. (Journal Citation Reports Impact Factor: 0.74), DOI: http://dx.doi.org/10.1080/1331677X.2017.1311228

• Financial Leverage and Stock Returns: Evidence from an Emerging Economy, (2016), Economic Research-Ekonomska Istraživanja. (Journal Citation Reports Impact Factor: 0.74), DOI: http://dx.doi.org/10.1080/1331677X.2016.1160792

• Business Dynamics, Efficiency, Asset Quality and Stability: The Case of Financial Intermediaries in Pakistan, (2015), Economic Modelling, (CNRS Category: 2, Journal Citation Reports Impact Factor: 1.573).
DOI: https://dx.doi.org/10.1016/j.econmod.2015.02.006

• Inflation Volatility: An Asian Perspective, (2014), Economic Research-Ekonomska Istraživanja. (Journal Citation Reports Impact Factor: 0.74).
DOI: http://dx.doi.org/10.1080/1331677X.2014.952090

• The Pricing of Size, Book to Market and Financial Leverage in Euro Stocks, (2013), Economic Research-Ekonomska Istraživanja. (Journal Citation Reports Impact Factor: 0.74).
DOI: http://dx.doi.org/10.1080/1331677X.2013.11517615

• Evaluating the Impact of Recent Advances in Biomedical Sciences and the Possible Mortality Decreases on the Future of Healthcare and Social Security in the United States, (2012), Pensions: An International Journal.
DOI: http://dx.doi.org/10.1057/pm.2012.28

• Interest Rate Spreads in an Emerging Economy: The Case of Pakistan’s Commercial Banking Sector, (2012), Economic Research-Ekonomska Istraživanja. (Journal Citation Reports Impact Factor: 0.74).
DOI: http://dx.doi.org/10.1080/1331677X.2012.11517543

• Volatility Dynamics in an Emerging Economy: The Case of Karachi Stock Exchange, (2011), Economic Research-Ekonomska Istraživanja. (Journal Citation Reports Impact Factor: 0.74).
DOI: http://dx.doi.org/10.1080/1331677X.2011.11517480

• Size and Value Premium in International Portfolios: Evidence from 15 European Countries, Czech Journal of Economics and Finance (Finance a uver), 2011, Vol 16(2), 173 – 190. (Journal Citation Reports Impact Factor: 0.42).