Welcome to Dr. Attaullah Shah's Personal Website
This website has been designed with an objective to facilitate students and researchers in Pakistan in their endeavors of dissemination and creation of knowledge. Predominated by my field of specialization, the website is more inclined towards subjects of finance. However, it is equally appealing to students and researchers of allied fields such as economics, accounting, and others in terms of data and research help. Looking forward to positive feedback on how to improve its contents and access.

Website owners who really want to serve the general public, should think of incremental contribution. Post such materials on your website which are not available on this website. Also, if you start collecting data yourself from a original sources (for example annual reports from companies websites) and organize your own database, that is appreciable. If you want your readers to know data sources other than your own collections, you can place link to this website on your website. Posting data of this website on any other website, or posting hidden links to data on this website are strictly not allowed.

Lectures and Slides

On the following pages, I share slides and other courses material for my students and other users. These materials can be used for learning, not by website owners without prior permission. 

Research and Data

Research and Data pages on this website have the objective to provide researchers with access to Pakistani financial data of listed firms, macroeconomic data, and monetary statistics of Pakistan. Moreover, these pages provide different resources to help researcher in their search for research topics, broader research areas, and resources such as journals. 

Following list populates links related to the above  mentioned helping materials.

Data Highlights

In the Database section of this site, we have updated the daily index data of the Karachi Stock Exchange -100 Index from 1990 to 2015. This series offers daily, weekly, monthly, and quarterly frequencies, with information on low, high, open, close, trading volume ect. It can be accessed from here

Share Prices of KSE-Listed Firms

The share prices data of companies listed at the Karachi Stock Exchange (KSE) is being updated. The coverage will now be from 1991 to 2015. 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 can be accessed from here

Annual Reports of KSE Firms

In the database section of the website, we have updated the annual reports till 2014. 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 here.
Paid Data & Help
Our group, the Stata.Professor, 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.See our full list of what we can offer

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 1991 till today in some cases, and from 2004 till today in majority of cases. We can also arrange financial statement data from 1996 till 2013 for all non-financial firms. The format in which we provide data is ready for any desired analysis.
See our full list of what we can offer

asmA 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.

Contact us

Email For Personal Communications:
For Assignments:

+92-91-9217451(extensions  114)
+92-91-5861025 (extensions  114)

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