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.

KSE-100 Index Data Updated till 2015

In the Database section of this site, we have updated the daily index data from 1990 to 2015. It can be accessed from here

Share Prices of KSE-Listed Companies 

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. It can be accessed from here

Annual Reports of KSE Listed Companies

In the database section of the webstie, 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 timer-series coverage. These reports can be accessed from here

asm: A Stata Program for Constructing Momentum Portfolios

Momentum investment strategy is a widely accepted strategy where an investor buys stocks that have recently outperformed the market (called the winners stocks) and sells/short-sells stocks with poor recent returns (called the loser stocks). 

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. [Read More[Download Program Manual in PDF] 

Attaullah Shah (PhD in Finance)

Email For Personal Communications:
For Assignments:

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