Fahad Ali

Teacher College:School of Finance

Name (English):Fahad Ali

Name (Pinyin):FahadAli

E-Mail:

Education Level:博士研究生

Gender:Male

Degree:博士

Administrative Position:Assistant Professor

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Research Focus

Current position: Home > Research Focus

Asset Pricing, Financial Economics, and Behavioral Finance


1.    Muhammad Ansar Majeed, Tanveer Ahsan, and Fahad Ali (2026). Corruption culture and stock price synchronicity: Insights from the Chinese economy. Review of Quantitative Finance and Accounting. https://doi.org/10.1007/s11156-026-01504-x

[SSCI; Impact Factor 2.1; Q2; ABDC B; ABS 3]

2.    Muhammad Ansar Majeed, Tanveer Ahsan, and Fahad Ali (2026). Does business strategy enhance or impede stock liquidity? Eurasian Business Review. https://doi.org/10.1007/s40821-026-00350-0

[SCIE; Impact Factor 3.5; Q2; ABDC B; ABS 2]

3.    Muhammad Usman Khurram, Fahad Ali*, and Numan Ülkü (2025). Idiosyncratic volatility and the cross-section of abnormal returns in Pakistan: Evidence from a country with religious bans on lotteries and substantive institutional investor participation. International Review of Economics and Finance. https://doi.org/10.1016/j.iref.2025.103883

[SCIE; Impact Factor 5.6; Q1; ABDC A; ABS 2]

4.      Numan Ülkü, Fahad Ali*, Deniz İkizlerli, and Saidgozi Saydumarov (2023). COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? Pacific-Basin Finance Journal. https://doi.org/10.1016/j.pacfin.2023.102044

[SCIE; Impact Factor 5.3; Q1; ABDC A; ABS 2]

5.      Fahad Ali* (2022). Testing Mispricing Augmented Factor Models in an Emerging Market: A Quest for parsimony. Borsa İstanbul Review. https://doi.org/10.1016/j.bir.2021.05.002 

[SCI/SCIE; Impact Factor 7.1; Q1; ABDC B]

6.      Muhammad Usman Khurram, Fahad Ali*, YueXiang Jiang, and Wenwu Xie (2021). Predictability of Extreme Daily Returns and Preferences for Lottery-Like Stocks in an Emerging Market. Economic Research-Ekonomska Istraživanja. DOI: https://doi.org/10.1080/1331677X.2021.1965000

[SCIE; Last Impact Factor 3.8 in 2022; Q2; ABS 1]

7.      Fahad Ali* and Numan Ülkü (2021). Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors. Finance Research Letters. https://doi.org/10.1016/j.frl.2020.101847 

[SCIE; Impact Factor 7.4; Q1; ABDC A; ABS 2]

8.      Fahad Ali*, Muhammad Usman Khurram, and YueXiang Jiang (2021). The Five-Factor Asset Pricing Model Tests and Profitability and Investment Premiums: Evidence from Pakistan. Emerging Market Finance and Trade. https://doi.org/10.1080/1540496X.2019.1650738

[SCIE; Impact Factor 3.1; Q1; ABDC B; ABS 2]

9.      Fahad Ali and Numan Ülkü (2020). Weekday Seasonality of Stock Returns: The Contrary Case of China. Journal of Asian Economics. https://doi.org/10.1016/j.asieco.2020.101201

[SCIE; Impact Factor 3.4; Q2; ABDC B; ABS 1]

10.      Fahad Ali and Numan Ülkü (2019). Monday Effect in the RMW and the Short-Term Reversal Factors. International Review of Finance. https://doi.org/10.1111/irfi.12185

[SCIE; Impact Factor 2.6; Q2; ABDC A]

11      Fahad Ali*, RongRong He, and YueXiang Jiang (2018), Size, Value and Business Cycle Variables, the Three-Factor Model and Future Economic Growth: Evidence from an Emerging Market. Economies. https://doi.org/10.3390/economies6010014

[ESCI; Impact Factor 2.1; Q2; ABDC C; ABS 1]