Publications

Publications

2013

Bodla, M. A., Bhatti, M. I., (2013). Non-nested Regression Models, series: Mathematics Research Development, Nova Science, New York, NY, USA.

Bodla, M. A., Bhatti, M. I., (2013). On the Mismeasured Non-nested Tests for the Errors-in-Variables Models, Journal of Applied Statistical Science, 20 (1): 65-84. (ABDC C).

Hayat, A., Bhatti, M. I., (2013). Masking of Volatility by Seasonal Adjustment Methods, Economic Modelling, Vol. 33: 676-688. (ERA A; ABDC A)

Izhar, T. A. T., Torabi, T., Bhatti, M. I., Liu, F., (2013). Recent Developments in the Organization Goals Conformance Using Ontology, Expert Systems with Applications, 40: 4252-4267.

Kim, J. H., Luo, W., Lim K. P.,  (2013) Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests, Applied Economics 45 (8), 953-962. (ERA A; ABDC A)

Nguyen, C. C., Bhatti, M.I., Hayat, A. (2013). Volatility linkages in the spot and futures market in Australia: A Copula approach, Quality and Quantity; international journal of methodology, forthcoming. (ABDC B). 

2012

Bhatti, M. I. 2012. Cluster Effects in Mining complex Data, series: Mathematics Research Development, Nova Science, New York, NY, USA.

Bhatti, M.I., Nguyen, C. C., (2012). Diversification Evidence from International Equity Markets using Extreme Values and Stochastic Copulas, Journal of International Financial Markets, Institutions & Money, 22 (3): 622-646. 

Chaturvedi, A., Gupta, S., Bhatti, M. I., (2012). Confidence Ellipsoids based on a General Family of Shrinkage Estimators for a Linear Model with Non-spherical Disturbances, Journal of Multivariate Analysis, 104:140-158. (ERA A; ABDC A)

Nguyen, C. C., Bhatti, M.I., (2012). Copula Model Dependency between oil prices and stock markets: Evidence from China and Vietnam, Journal of International Financial Markets, Institutions & Money, 22 (4): 758-773.

Kim, J.H., Al-Ajmi, J. (2012) Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests, Applied economics, 44 (14), 1737-1747. (ERA A; ABDC A)

Kim, J. H., Charles, A., Darne, O. (2012), Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates, Journal of International Money and Finance 31 (6), 1607-1626. (ERA A; ABDC A)

2011

Hassan, O., Bhatti, M. I., (2011). The Impact of Stock Exchange Performance of Selected French Privatization Firms, Investment Management and Financial Innovations, 8(1): 42-52. (ABDC C)

Kim, J. H., Charles, A., Darne, O. (2011) Small sample properties of alternative tests for martingale difference hypothesis, Economics Letters 110 (2), 151-154. (ERA A; ABDC A) 

Kim, J. H, Shamsuddin, A., Lim KP (2011) Stock return predictability and the adaptive markets hypothesis: Evidence from century-long US data, Journal of Empirical Finance 18 (5), 868-879. (ERA A; ABDC A) 

2010

Ahsanullah, M., Bhatti, M.I., (2010). On the Dependence functions of Copulas of Gumbel’s Bivariate Extreme Value and Exponential Distributions, Journal of Statistical Theory and Application, Vol. 9 (4): 625- 629. (ABDC C)

Gill, A., Bhatti, M. I., (2010), Supply Chain Management chapter 28, Handbook on Business Information System edited by A. Gunasekaran and M. Sandhu, Worlds Scientific Publication, Singapore, ISBN-13-978-981-283-605-2, pp. 675–698.