Bahria University

DR. SAJID ALI

PERSONAL INFORMATION
Email	sajidali.buic@bahria.edu.pk
Phone Ext.	9260002EXT1940
Research Areas / Expertise	Financial Markets; Commodity Markets; Energy Economics; Financial Economics

Publications

Journals & Conferences

• Stock market efficiency: A comparative analysis of Islamic and conventional stock markets | Physica A: Statistical Mechanics and its Applications
• The Determinants of Bank Stock Prices : A Panel Approach | South Asian Journal of Management Sciences
• Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models | Resources Policy
• Investigating the non-linear relationship between urbanization and CO2 emissions: An empirical analysis | Air Quality, Atmosphere & Health
• Asymmetric Nonlinear Impact of Oil Prices and Inflation on Residential Property Prices: a Case of US, UK and Canada | The Journal of Real Estate Finance and Economics
• Stock Market Efficiency: Behavioral or Traditional Paradigm? Evidence from Karachi Stock Exchange (KSE) and Investor Community of Pakistan | Interdisciplinary Journal of Contemporary Research in Business
• Impact of Remittances on Financial Development in South Asia | Review of Economic and Business Studies
• Volatility Transmission and Spillover Effects of Interest and Exchange Rate Risk: A Case of Pakistani Banking Sector | The Journal of Internet Banking and Commerce
• Relationship between Economic Growth, Financial Development and Worker’s Remittances in South Asia | Revista Evidenciação Contábil & Finanças
• Relationship between Remittances, Exports, Foreign Direct Investments and Growth in South Asia: A Panel Cointegration and Causality Analysis | Journal of Economic Cooperation and Development
• Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets | The Journal of Developing Areas
• Financial Leverage and Corporate Performance: Does Financial Crisis Owe an Explanation? | Pakistan Journal of Statistics and Operation Research
• Market Efficiency and Asymmetric Relationship between South Asian Stock Markets: An Empirical Analysis | Pakistan Journal of Commerce and Social Sciences
• Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications | Physica A: Statistical Mechanics and its Applications
• Can economic policy uncertainty and investors sentiment predict Commodities returns and volatility? | Resources Policy
• Do Commodities Effectively Hedge Real Estate Risk? A Multi-scale Asymmetric DCC approach | Resources Policy
• Linking urbanization, human capital, and the ecological footprint in G7 countries: An empirical analysis | Sustainable Cities and Society
• Moving toward a green revolution in Japan: Symmetric and asymmetric relationships among clean energy technology development investments, economic growth, and CO2 emissions | Energy & Environment
• Does it pay to be Socially responsible? An exploratory study on the Impact of CSR on Employee Internal Motivation and Performance | International Journal of Business and Management Sciences
• Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies | Resources Policy
• Transport infrastructure, economic growth, and transport CO2 emissions nexus: Does green energy consumption in the transport sector matter? | Environmental Science and Pollution Research
• Analyzing the Effects of Renewable and Nonrenewable Energy Usage and Technological Innovation on Environmental Sustainability: Evidence from QUAD Economies | Sustainability
• The Impact of COVID-19 on BRICS and MSCI Emerging Markets Efficiency: Evidence from MF-DFA | Fractal and Fractional