Sara Ali

Academic Database Advisor




  • PhD, University of Karachi
  • MSc. (Statistics), University of Karachi

Fields of research:

  • Econometrics
  • Econometric and Statistical Methods
  • Financial Econometrics

Research outputs:

Journal articles

  • Ali, S., & Iqbal, J. (2018). Testing conditional asset pricing in Pakistan: The role of value-at-risk and illiquidity factors. Journal of Emerging Market Finance, 17(2S), 259-281. doi:10.1177/0972652718777124

  • Ali, S., & Iqbal, J. (2016). Pricing of foreign exchange risk and market segmentation: Evidence from Pakistan's equity market. Journal of Asian Economics, 43, 37-48. doi:10.1016/j.asieco.2016.03.001

  • Javed, I., & Ali, S. (2014). Value-at-Risk and Expected Stock Returns: Evidence from
    Pakistan. The Lahore Journal of Economics, 19(2), 71-100.

  • Ali, S. (2014). The Conditional Relationship between Risk and Return: Evidence from an Emerging Market. Pakistan Journal of Engineering, Technology & Science, 4(1), 13-27. doi:10.22555/pjets.v4i1.522

  • Iqbal, J., Ali, S., & Ijaz, A. (2013). Predictive ability of Value-at-Risk methods: Evidence from the Karachi Stock Exchange-100 Index. The IUP Journal of Financial Risk Management, X(1), 26-40.

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