Umar Farooq Attari

8 Questions 17 Answers 0 Followers

Questions related from Umar Farooq Attari

How can I use dummy variable in GARCH model using stata? How to interpret its results?

I want to study the impact of monday effect on stock returns using garch (1,1) model. I used following code. arch Returns Monday, arch(1) garch(1) In above equation Monday is a dummy variable...

26 March 2021 1,772 4 View

Can I use yahoo finance free data in publications? Is it against the copy rights and need permission from Yahoo to use in research article?

Recently I completed an article in which I used stock market data extracted from Yahoo Finance through Rstudio. I am about to complete it. I have mentioned in the article that I extracted data...

15 October 2020 5,541 9 View

How to define future research agenda using keyword analysis in a bibliometric analysis?

I am working on a bibliometric analysis. I used bibliometric coupling and co-occurrence analysis of keywords. I have analysed all the results and explored three clusters. I am at the stage of...

08 September 2020 8,947 14 View

Why sign of beta of independent variable changes when other independent variable is added to the OLS regression model?

I have dependent variable of "rational decision making" with two independent variables of Leadership and "Self efficacy". When i use only one independent variable of leadership, it shows positive...

30 May 2016 6,318 6 View

How can I measure working capital management in banks?

in manufacturing concerns usually inventory turnover in days, average collection period, average payment period and cash conversion cycle are used as proxy of working capital management. However,...

09 June 2015 7,902 10 View

In calculating market ratios, how can I deal with firms having no or little trading activity?

I am conducting a research where i need to calculate z-scores and some other market ratio. I selected about 316 manufacturing firms listed at KSE for 15 years range from 1998 to 2013. I collected...

29 May 2015 4,170 8 View

Is there any specific criteria or syntax to delete outliers in STATA or SPSS?

I have panel data of companies from various industries for 10 years. However, my data set contain many outliers. One of the way that I know to remove them is using bloxspot to identify outliers...

20 May 2015 3,355 5 View

Red Flags in Financial Statements

I am working on Financial Statement Fraud (FSF) Predictions. I am working on how to define and measure FSF. I have identified that it can be measured through enforcements, auditor opinion, some...

01 January 1970 9,321 1 View