Stock Market and Economy
In the Database section of this site, we have updated the daily index data of the Karachi Stock Exchange -100 Index from 1990 to 2016. This series offers daily, weekly, monthly, and quarterly frequencies, with information on low, high, open, close, trading volume ect. It can be accessed from
Share Prices of PSX-Listed Firms
The share prices data of companies listed at the Pakistan Stock Exchange (KSE / PSX) is being updated. The coverage will now be from 1991 to 2016. This collection has share prices of more than 900 firms, including all the indices and future scripts. The collection offers downloads for individual firms and for a complete folder. It ca n be accessed from the link given below:
Annual Reports of PXS-Listed Firms
In the database section of the website, we have updated the annual reports till 2016. Also, we have added more reports to the previous collection. These additions have further enriched our database, with more cross-sectional and time-series coverage. The reports can be downloaded individually and folder-wise. These reports can be accessed from It ca n be accessed from the link given below:
Business Calendar in Stata
Paid Data & Help
Our group, the StataProfessor, provides paid help in empirical methods in finance and large data processing. Our core competence is in Stata programming and statistical analysis. Regarding the nature of help we provide, we cooperate with researchers throughout the data management, data processing, writing and implementing Stata codes for analysis.
Paid Help: Misconception
Every now and then, we receive odd requests, such as request for ready-made proposals, thesis write-up, paper write-up as a ghost writer, and so on. As before, here we want to clarify that we do not entertain any such requests. Our paid help is only related to writing Stata and Excel codes, data provision, data management, and guidance on selecting appropriate analytical tools. We do not do any of the following activities: doing students assignments, writing thesis, conducting literature review, developing hypotheses, selling ready-made results, publishing papers for others, or any other activity that might negatively affect students' learning.
Paid Help in Data Collection
We provide help in obtaining and organizing data of Pakistani listed companies. We can arrange share prices data of up to 900 firms from 1999 till today in some cases. We can also arrange financial statement data from 1996 till 2016 for all non-financial firms. The format in which we provide data is ready for any desired analysis.
asm: A Stata Program for Momentum Portfolios
More than 300 research papers have provided a pervasive evidence in support of momentum strategy. Still this area attracts researchers in a variety of ways. One common problem with momentum portfolios construction is the extensive labor work using conventional spread sheet programs such MS Excel, specifically constructing portfolios in overlapping fashion. To overcome this issue, I have written an easy to use Stata program, asm, that offers a large number of options which have been used in the the momentum literature.
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Phone: +92-91-586025(ext: 114)
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