My profile

Biography

Biographical Information

Research outputs

  • Journal articles

    Virk, N., Javed, F., Awartani, B., Hyde, S. (2024) 'A reality check on the GARCH-MIDAS volatility models.' The European Journal of Finance, 30(6) pp. 575-596.

    Gabbori, D., Virk, N., Aftab, N., Awartani, B. (2024) 'The impact of Islamic events on herding behaviour in Saudi Arabian equities market.' International Journal of Finance and Economics, 29(1) pp. 119-134.

    Nawaz, T., Virk, N.S., Butt, H.A. (2023) 'Guest editorial: Shariah governance in Islamic banks: challenges and opportunities.' Journal of Islamic Accounting and Business Research, 14(6) pp. 841-848.

    Virk, N., Coles, D., Hagemense, D. (2023) 'COVID-19 Times: Where Lies Financial Safety?.' SSRN Electronic Journal,

    Virk, N.S., Nawaz, T., Molyneux, P. (2023) 'Corrigendum to “A canary in a Coalmine! Religious agency and its impact on the performance of Islamic banks” [J. Int. Financial Mark. Inst. Money 78 (2022) 101559] (Journal of International Financial Markets, Institutions & Money (2022) 78, (S1042443122000476), (10.1016/j.intfin.2022.101559)).' Journal of International Financial Markets, Institutions and Money, 85pp. 101777-101777.

    Maghyereh, A., Awartani, B., Virk, N.S. (2022) 'Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices.' Resources Policy, 79

    Gabbori, D., Awartani, B., Maghyereh, A.I., Virk, N. (2022) 'Are herding transmissions in the gulf cooperation council stock markets regional or international?.' Review of Behavioral Finance, 14(5) pp. 588-611.

    Virk, N.S., Butt, H.A. (2022) 'Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?.' International Review of Financial Analysis, 81

    Virk, N.S., Nawaz, T., Molyneux, P. (2022) 'A canary in a Coalmine! Religious agency and its impact on the performance of Islamic banks.' Journal of International Financial Markets, Institutions and Money, 78pp. 101559-101559.

    Butt, H.A., Virk, N.S. (2022) 'Momentum crashes and variations to market liquidity.' International Journal of Finance and Economics, 27(2) pp. 1899-1911.

    Maghyereh, A., Virk, N., Awartani, B., Al Shboul, M. (2022) 'THE SYSTEMIC RISK IN THE GULF COOPERATION COUNCIL COUNTRIES' EQUITY MARKETS AND BANKING SECTORS: A DYNAMIC COVAR APPROACH.' Buletin Ekonomi Moneter dan Perbankan, 25(3) pp. 439-470.

    Virk, N. (2022) 'Bitcoin and integration patterns in the forex market.' Finance Research Letters, 44

    Javed, F., Sabzevari, H., Virk, N. (2021) 'Tail risk emanating from troubled European banking sectors.' Finance Research Letters, 43

    Virk, N. (2021) 'COVID-19 Infection Data, Policy Interventions or Sentiment; What Explains International Stock Returns and Volatility?.' SSRN Electronic Journal,

    Gabbori, D., Awartani, B., Maghyereh, A., Virk, N. (2021) 'OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market.' International Journal of Finance and Economics, 26(1) pp. 870-888.

    Korkeamäki, T., Virk, N., Wang, H., Wang, P. (2019) 'Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market.' International Review of Financial Analysis, 64pp. 190-203.

    Nawaz, T., Virk, N.S. (2019) 'Religious entrenchment and agency costs.' Economics Letters, 179pp. 83-86.

    Butt, H.A., Virk, N.S. (2019) 'Market downturns, zero investment strategies and systematic liquidity risk.' Finance Research Letters, 28pp. 246-253.

    Awartani, B., Javed, F., Maghyereh, A., Virk, N. (2018) 'Time-varying transmission between oil and equities in the MENA region: New evidence from DCC-MIDAS analyses.' Review of Development Finance, 8(2) pp. 116-126.

    Virk, N., Javed, F. (2017) 'European equity market integration and joint relationship of conditional volatility and correlations.' Journal of International Money and Finance, 71pp. 53-77.

    Butt, H.A., Virk, N.S. (2017) 'Momentum profits and time varying illiquidity effect.' Finance Research Letters, 20pp. 253-259.

    Virk, N.S., Butt, H.A. (2016) 'Specification errors of asset-pricing models for a market characterized by few large capitalization firms.' Journal of Economics and Finance, 40(1) pp. 68-84.

    Butt, H.A., Virk, N.S. (2015) 'Liquidity and Asset prices: An Empirical Investigation of the Nordic Stock Markets.' European Financial Management, 21(4) pp. 672-705.

    Virk, N.S. (2013) 'Evidence for state and time nonseparable preferences: the case of Finland.' Applied Financial Economics, 23(24) pp. 1821-1838.

    Virk, N.S. (2012) 'Equity Premium Puzzle: A Finnish Review.' International Journal of Economics and Finance, 4(2)

    Virk, N.S. (2012) 'Stock returns and macro risks: Evidence from Finland.' Research in International Business and Finance, 26(1) pp. 47-66.