Nazrat Mirza
Biographic Data
| ID | 223324 |
|---|---|
| NAME | Nazrat Mirza |
| GIVEN NAMES | Nazrat |
| FAMILY NAME | Mirza |
| SIGNATURE | MIRZA N |
| AFFILIATIONS | Excelia Business School |
| ORCID | 0000-0003-4265-9519 |
| VERIFIED | Yes |
| TOTAL WORKS | 32 |
| TOTAL CITATIONS | 3 |
| AUTHOR COUNT | 32 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2011 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 1 |
Does Biodiversity Disclosure Influence Firm Value
The deterioration of biodiversity has become a material financial concern, influencing firm productivity and long‐term value. This study examines the link between biodiversity disclosure and firm value using a sample of firms in the European Union. A composite biodiversity disclosure score is developed to capture the scope and quality of reporting across biodiversity, water, supply chain, pollution, and waste. We employ panel data from 2015 to 20…
Investing in intelligence
Exchange Rate Pass‐Through in Asia
This study aims to quantify a possible link between exchange rate pass‐through (ERPT) and inflation targeting framework (IT) while focusing on four Asian economies which have adopted IT during the period of 1990–2010 against a control group of non‐inflation targeters. By deploying a structural VAR model with non‐recursive contemporaneous restrictions imposed on covariance matrix, we identify the impulse response of domestic inflation to the shock…
Assessing applications of emerging technologies in a data-driven era of sustainability and challenges
Effects of climate change and technological capex on credit risk cycles in the European Union
Impact of Covid-19 on corporate solvency and possible policy responses in the EU
Clinical Practice Guideline for the Evaluation and Treatment of Children and Adolescents With Obesity
The nexus of sustainable development, blue financing, digitalization, and financial intermediation
The interaction of climate risk and bank liquidity
The Nexus of climate crisis and asset liability management in frontier economies
Forecasting credit ratings of decarbonized firms
The impact of fossil fuel divestments and energy transitions on mutual funds performance
The cryptocurrency uncertainties and investment transitions
Human Capital efficiency and equity funds’ performance during the Covid-19 pandemic
The impact of carbon neutrality on the investment performance
Carbon neutrality, bank lending, and credit risk
Should the fourth industrial revolution be widespread or confined geographically? A country-level analysis of fintech economies
Pakistan’s poverty puzzle
In theory, poverty reduction is associated with economic growth and equal access to opportunities for all citizens, regardless of their age, gender and income. Pakistan has reduced its poverty headcount by nearly 66% between 2002–2016, despite poor governance, weak institutions, mediocre economic growth, and poor social indicators. Using ADL/VAR and Granger causality tests, the paper empirically proves that change in political regimes, openness o…
The nexus of carbon emissions, financial development, renewable energy consumption, and technological innovation
Price reaction, volatility timing and funds’ performance during Covid-19
The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak
The mutual funds’ returns, inter alia, are dependent on fund managers’ performance. This makes human capital efficiency very central for consistent risk-adjusted performance. The persistence in performance becomes more critical during periods of high turbulence, like the one we are experiencing amidst the outbreak of Covid-19. In this research, we attempt to evaluate the performance of equity funds in massively impacted Latin American countries. …
Covid-19 and asset management in EU
Machine learning and credit ratings prediction in the age of fourth industrial revolution
Pilot Testing of a Patient Decision Aid for Adolescents with Severe Obesity in US Pediatric Weight Management Programs within the Compass Network
Shared decision-making (SDM) is a best practice for delivering high-quality, patient-centered care when there are multiple options from which to choose. A patient decision aid (PDA) to promote SDM for the treatment of adolescent severe obesity was piloted among 12-17-year-olds ( n = 31) from six pediatric weight management programs within the Childhood Obesity Multi Program Analysis and Study System (COMPASS). Medical providers used a brochure th…
Conditional vs unconditional cash transfers
This paper aims to provide a detailed demographic description of poverty in Pakistan with an attempt to highlight those segments of the poor who can be aided to transition out of extreme poverty through appropriate policy measures. Data are collected from the Household Integrated Economic Survey (HIES) for the years 1985–2016 and captures falling poverty, gender-wise division of the employed and unemployed, type of employment (self-employed, unpa…
Engaging African American Adolescents and Stakeholders to Adapt Interpersonal Psychotherapy for Weight Gain Prevention
Developing culturally appropriate obesity prevention programs for African American (AA) adolescent girls that account for psychological risk factors is paramount to addressing health disparities. The current study was part of an investigation utilizing a community-based participatory research framework to gather qualitative data from urban AA girls, their caregivers, and community health liaisons to develop a novel obesity prevention program base…
Volatility Dynamics in an Emerging Economy
The paper aims to model and forecast the volatility in the stocks traded at the Karachi Stock Exchange before and during the recent financial crisis using the GARCH, EGARCH and GJR-GARCH models. We find the stock return volatility to be characterized by clustering and displaying asymmetries. Results point to the capability of the EGARCH(1,1) model at forecasting for both periods lending support to the use of GARCH family of models for emerging ma…
Interest Rate Spreads in an Emerging Economy
This paper explores the determinants of interest rate spreads in Pakistan’s commercialbanking sector in post transition period (2004 – 2009) using an exhaustive set of macro andfirm level variables to analyze their impact on intermediary efficiency. We introduce twoinnovative variables of default likelihood indicator (Black Merton and Scholes option pricing framework) and proportion of public sector deposits in total deposits to explain thevariat…
The Pricing of Size, Book to Market and Financial Leverage in Euro Stocks
The relevance of financial leverage in a firm's capital structure holds great significance, however its role in asset pricing remains under investigated. In this paper we investigate if financial leverage is priced employing a sample of listed equities from nine European Union countries spanning over a period of twenty years (1989 - 2008). We form size, book to market, and leverage portfolios, to examine if leverage premium is systematic and whet…
Inflation volatility
For the quarterly data of 10 Asian economies, ranging from the first quarter of 1991 to last quarter of 2012, we model inflation volatility as a time varying process through different symmetric and asymmetric GARCH specifications. We also propose to model inflation volatility on the basis of cyclic component of inflation obtained from an Hodrick Prescott (HP) filter instead of actual inflation when the latter does not fulfil the criterion of stat…
Financial leverage and stock returns
The aim of this research was to examine the propositions of Campbell et al. and Mirza et al. on pricing of leverage in stock returns using a comprehensive set of firms listed on the Karachi Stock Exchange (KSE) over a period of 13 years. Our results suggest that while size, value and, more importantly, financial leverage are systematic in nature, market risk premium is not a relevant factor. The results confirm the notion of leverage premium and …
Domestic and cross-border returns to bidders in acquisitions into the E.U
The article analyses shareholders returns of acquiring banks in the United Kingdom (U.K.) i.e., when U.K. banks acquire domestic banks and when U.K. banks acquire cross-border banks within the European Union (E.U.). The article includes 75% sample of the total population of bank to bank domestic acquisitions within the U.K. and cross-border acquisitions within the E.U. from 2006 until 2013. The article comes to the conclusion, by the means of eve…
Engaging African American Adolescents and Stakeholders to Adapt Interpersonal Psychotherapy for Weight Gain Prevention
Developing culturally appropriate obesity prevention programs for African American (AA) adolescent girls that account for psychological risk factors is paramount to addressing health disparities. The current study was part of an investigation utilizing a community-based participatory research framework to gather qualitative data from urban AA girls, their caregivers, and community health liaisons to develop a novel obesity prevention program base…
Pilot Testing of a Patient Decision Aid for Adolescents with Severe Obesity in US Pediatric Weight Management Programs within the Compass Network
Shared decision-making (SDM) is a best practice for delivering high-quality, patient-centered care when there are multiple options from which to choose. A patient decision aid (PDA) to promote SDM for the treatment of adolescent severe obesity was piloted among 12-17-year-olds ( n = 31) from six pediatric weight management programs within the Childhood Obesity Multi Program Analysis and Study System (COMPASS). Medical providers used a brochure th…
Conditional vs unconditional cash transfers
This paper aims to provide a detailed demographic description of poverty in Pakistan with an attempt to highlight those segments of the poor who can be aided to transition out of extreme poverty through appropriate policy measures. Data are collected from the Household Integrated Economic Survey (HIES) for the years 1985–2016 and captures falling poverty, gender-wise division of the employed and unemployed, type of employment (self-employed, unpa…
The nexus of carbon emissions, financial development, renewable energy consumption, and technological innovation
Price reaction, volatility timing and funds’ performance during Covid-19
The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak
The mutual funds’ returns, inter alia, are dependent on fund managers’ performance. This makes human capital efficiency very central for consistent risk-adjusted performance. The persistence in performance becomes more critical during periods of high turbulence, like the one we are experiencing amidst the outbreak of Covid-19. In this research, we attempt to evaluate the performance of equity funds in massively impacted Latin American countries. …
Covid-19 and asset management in EU
Machine learning and credit ratings prediction in the age of fourth industrial revolution
Human Capital efficiency and equity funds’ performance during the Covid-19 pandemic
The impact of carbon neutrality on the investment performance
Carbon neutrality, bank lending, and credit risk
Should the fourth industrial revolution be widespread or confined geographically? A country-level analysis of fintech economies
Pakistan’s poverty puzzle
In theory, poverty reduction is associated with economic growth and equal access to opportunities for all citizens, regardless of their age, gender and income. Pakistan has reduced its poverty headcount by nearly 66% between 2002–2016, despite poor governance, weak institutions, mediocre economic growth, and poor social indicators. Using ADL/VAR and Granger causality tests, the paper empirically proves that change in political regimes, openness o…
Forecasting credit ratings of decarbonized firms
The impact of fossil fuel divestments and energy transitions on mutual funds performance
The cryptocurrency uncertainties and investment transitions
Impact of Covid-19 on corporate solvency and possible policy responses in the EU
Clinical Practice Guideline for the Evaluation and Treatment of Children and Adolescents With Obesity
The nexus of sustainable development, blue financing, digitalization, and financial intermediation
Economics (26 works) · Business (22 works) · Monetary economics (13 works) · Finance (12 works) · Finance (9 works) · Market Dynamics and Volatility (9 works) · Financial Markets and Investment Strategies (8 works) · Investment (military) (8 works) · Energy, Environment, Economic Growth (7 works) · Financial system (7 works)