Obiyathulla Ismath Bacha : Citation Profile


Are you Obiyathulla Ismath Bacha?

International Centre for Education in Islamic Finance (INCEIF)

9

H index

9

i10 index

257

Citations

RESEARCH PRODUCTION:

34

Articles

29

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 11
   Journals where Obiyathulla Ismath Bacha has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 7 (2.65 %)

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   Permalink: http://citec.repec.org/pba608
   Updated: 2019-06-16    RAS profile: 2019-02-11    
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Relations with other researchers


Works with:

Masih, Abul (31)

SAITI, BURHAN (4)

EL Alaoui, AbdelKader (4)

Rizvi, Syed Aun R. (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Obiyathulla Ismath Bacha.

Is cited by:

Masih, Abul (30)

Rizvi, Syed Aun R. (13)

Darné, Olivier (13)

SAITI, BURHAN (11)

Kim, Jae (9)

Kutan, Ali (8)

Ibrahim, Mansor (7)

Shahzad, Syed Jawad Hussain (7)

Tiwari, Aviral (6)

Alam, Nafis (5)

Yoon, Seong-Min (4)

Cites to:

Shleifer, Andrei (17)

Masih, Abul (13)

Fama, Eugene (13)

Lopez-de-Silanes, Florencio (12)

Reinhart, Carmen (11)

La Porta, Rafael (11)

Goyal, Vidhan (10)

Levine, Ross (9)

Frank, Murray (9)

Vishny, Robert (8)

Bekaert, Geert (8)

Main data


Where Obiyathulla Ismath Bacha has published?


Journals with more than one article published# docs
Capital Markets Review7
Emerging Markets Finance and Trade5
Pacific-Basin Finance Journal4
Physica A: Statistical Mechanics and its Applications2
Applied Financial Economics2
Applied Economics2
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany28

Recent works citing Obiyathulla Ismath Bacha (2018 and 2017)


YearTitle of citing document
2018Multifractal characteristics and return predictability in the Chinese stock markets. (2018). Fu, Xin-Lan ; Zhou, Wei-Xing ; Jiang, Zhi-Qiang ; Shan, Zheng ; Gao, Xing-Lu. In: Papers. RePEc:arx:papers:1806.07604.

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2018Economy Downturn, Islamic Banking and the Indirect Consequences of the Global Financial Crisis. (2018). Alqahtani, Faisal. In: Review of Economics & Finance. RePEc:bap:journl:180206.

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2018Why Islamic Banks Tend to Avoid Participatory Financing? A Demand, Regulation, and Uncertainty Framework. (2018). Nouman, Muhammad ; Gul, Saleem ; Ullah, Karim. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:1:p:1-32.

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2018Are Internet message boards used to facilitate stock price manipulation? Evidence from an emerging market, Thailand. (2018). Laksomya, Nattapong ; Treepongkaruna, Sirimon ; Tanthanongsakkun, Suparatana ; Powell, John G. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:275-309.

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2017Analysing the Relationship between Oil Prices and Islamic Stock Markets. (2017). Arshad, Shaista. In: Economic Papers. RePEc:bla:econpa:v:36:y:2017:i:4:p:429-443.

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2017The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00446.

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2017Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries. (2017). Jamaludin, Nurasyikin ; Ab, Syamimi ; Ismail, Shahnaz . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-07.

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2017Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach. (2017). Kassim, Nawal Seif ; Ramlee, Roslily . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-06.

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2017Effect of Monetary Aspects on the Performance of Islamic Banks in Indonesia. (2017). Panorama, Maya. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-12.

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2019Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis. (2019). Khan, Aftab Parvez ; Azmi, Wajahat ; Ali, Mohsin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-28.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2018Understanding time-varying systematic risks in Islamic and conventional sectoral indices. (2018). Rizvi, Syed Aun R. ; Arshad, Shaista ; Aun, Syed . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:561-570.

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2018Regional or global shock? A global VAR analysis of Asian economic and financial integration. (2018). Li, Sheue ; Sato, Kiyotaka . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:232-248.

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2019Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses. (2019). SAITI, BURHAN ; Mat, Gairuzazmi Bin ; Rahman, Maya Puspa ; Bhuiyan, Rubaiyat Ahsan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:675-687.

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2018Financial stability of Islamic banking and the global financial crisis: Evidence from the Gulf Cooperation Council. (2018). Alqahtani, Faisal ; Mayes, David G. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:346-360.

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2019A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology. (2019). Lin, Winston T ; Hung, Tingshu ; Chen, Yueh H. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:2:p:766-779.

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2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman ; Hussain, Syed Jawad. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

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2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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2018Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:100-105.

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2018The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach. (2018). Gupta, Suman ; Tiwari, Aviral Kumar ; Hasim, Haslifah ; Das, Debojyoti. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:91-98.

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2019Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:398-411.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:100-112.

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2017Do managers of sharia-compliant firms have distinctive financial styles?. (2017). Kutan, Ali ; Amir, Syed Muhammad ; Naz, Iram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:174-187.

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2017Hidden cointegration reveals hidden values in Islamic investments. (2017). Pappas, Vasileios ; Alexakis, Christos ; Tsikouras, Alexandros . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:70-83.

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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2017Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Al-Awadhi, Abdullah M ; Dempsey, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

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2017Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

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2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

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2018Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

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2018Sharia-Compliant financing for public utility infrastructure. (2018). Biancone, Paolo Pietro ; Radwan, Maha. In: Utilities Policy. RePEc:eee:juipol:v:52:y:2018:i:c:p:88-94.

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2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

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2017Does a Muslim CEO matter in Shariah-compliant companies? Evidence from Malaysia. (2017). Hooy, Chee-Wooi ; Ali, Ruhani . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:126-141.

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2017Sukuk issuance and information asymmetry: Why do firms issue sukuk?. (2017). Nagano, Mamoru. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:142-157.

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2017Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia. (2017). Boo, Yee Ling ; Rashid, Mamunur ; Li, Bob ; Ee, Mong Shan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:183-192.

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2017The (little) difference that makes all the difference between Islamic and conventional bonds. (2017). Skully, Michael ; Brown, Kym ; Azmat, Saad. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:46-59.

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2017Agency costs and corporate sukuk issuance. (2017). Halim, Zairihan Abdul ; Verhoeven, Peter ; How, Janice. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:83-95.

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2018What is the cost of faith? An empirical investigation of Islamic purification. (2018). Hutchinson, Mark C ; O'Brien, John ; Mulcahy, Mark. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:134-143.

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2019Diversification benefits of Shariah compliant equity ETFs in emerging markets. (2019). Andrikopoulos, Panagiotis ; Gad, Samar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:133-144.

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2019Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:40-55.

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2019A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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2019The impact of Sukuk on the performance of conventional and Islamic banks. (2019). Al-Azzam, Moh'd, ; Temimi, Akram ; Smaoui, Houcem ; Mimouni, Karim. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:42-54.

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2017Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

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2017Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Mensi, walid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:135-146.

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2017Coupling detrended fluctuation analysis of Asian stock markets. (2017). Zhu, Yingming ; Yang, Liansheng ; Wang, Qizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:337-350.

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2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Nor, Safwan Mohd ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

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2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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2018Testing for multifractality of Islamic stock markets. (2018). Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:496:y:2018:i:c:p:263-273.

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2018Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches. (2018). Shahzad, Syed Jawad Hussain ; Al-Yahyaee, Khamis Hamed ; Shafiullah, Muhammad ; Hussain, Syed Jawad ; Hamdi, Atef ; Mensi, Walid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:576-589.

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2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets. (2018). Ali, Sajid ; Al-Yahyaee, Khamis Hamed ; Raza, Naveed ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153.

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2018Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program. (2018). Zhang, Guofu ; Li, Jingjing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:611-622.

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2018Dynamic efficiency of European credit sectors: A rolling-window multifractal detrended fluctuation analysis. (2018). Shahzad, Syed Jawad Hussain ; Jammazi, Rania ; Hussain, Syed Jawad ; Aloui, Chaker. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:337-349.

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2018Asymmetric market efficiency using the index-based asymmetric-MFDFA. (2018). Lee, Minhyuk ; Chang, Woojin ; Kim, Sondo ; Song, Jae Wook. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1278-1294.

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2018Wavelet analysis of the co-movement and lead–lag effect among multi-markets. (2018). Sun, QI ; Xu, Weidong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:489-499.

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2019Statistical volatility duration and complexity of financial dynamics on Sierpinski gasket lattice percolation. (2019). Xing, Yani ; Wang, Jun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:234-247.

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2019Multifractal characterization of air polluted time series in China. (2019). Wang, Qizhen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:167-180.

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2019Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model. (2019). Wang, Guochao ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:97-113.

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2017Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence. (2017). Khan, Walayet A ; Mohanty, Sunil K ; Abu-Alkheil, Ahmad ; Parikh, Bhavik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:212-224.

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2019Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia. (2019). Solovida, Grace T ; Latan, Hengky ; Ramli, Nur Ainna. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:148-160.

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2017Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). Mghaieth, Asma ; el Mehdi, Imen Khanchel . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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2017Competition, concentration and risk taking in Banking sector of MENA countries. (2017). Bua, Milagros Vivel ; Razia, Alaa ; Sestayo, Ruben Lado ; Gonzalez, Luis Otero. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:591-604.

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2017Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR. (2017). Naifar, Nader ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744.

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2018Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria. (2018). Oloko, Tirimisiyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:219-232.

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2018Corporate choice between conventional bond and Sukuk issuance evidence from GCC countries. (2018). Grassa, Rihab ; Miniaoui, Hela. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:454-466.

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2018Monetary transmission through the debt financing channel of Islamic banks: Does PSIA play a role?. (2018). SAADAOUI, Zied ; Hamza, Hichem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:557-570.

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2018Exploring international economic integration through sukuk market connectivity: A network perspective. (2018). Asutay, Mehmet ; Hakim, Amira . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:77-94.

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2019The impact of competition on cost efficiency of insurance and takaful sectors: Evidence from GCC markets based on the Stochastic Frontier Analysis. (2019). SAITI, BUERHAN ; Bin, Syed Musa ; Alshammari, Ahmad Alrazni. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:410-427.

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2018Debt Maturity and Shariah Compliance: Evidence from Malaysian Panel Data. (2018). Iqbal Hussain, Hafezali ; Jabarullah, Noor H ; Salehuddin, Shahrullizuannizam ; Shamsudin, Mohd Farid. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3b:p:176-186.

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2017Comovements of Stock Markets between Turkey and Global Countries. (2017). Chiang, Thomas ; Bayraktar, Sema . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:250-275.

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2019Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach. (2019). Joyo, Ahmed Shafique ; Lefen, Lin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:303-:d:196117.

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2017Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices. (2017). Kim, Jae ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01526483.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01579718.

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2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. (2017). Kim, Jae Paul ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01598139.

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2017Commodity Derivatives: Shariah Alternatives in Risk Management?. (2017). Nordin, Nadhirah ; Ismail, Faizol ; Jusoh, Mohd Shukri ; Mohammad, Mahadi ; Daud, Normadiah. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:4:p:232-246.

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2017Commodity Futures: A Maqasid Al-Shariah Based Analysis. (2017). Nordin, Nadhirah ; Daud, Normadiah ; Haron, Mohamad Sabri ; Ahmad, Azlin Alisa ; Mohammad, Mahadi. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:7:y:2017:i:8:p:602-614.

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2017The Lead-Lag Relationship among East Asian Economies: A Wavelet Analysis. (2017). SAITI, BUERHAN. In: International Business Research. RePEc:ibn:ibrjnl:v:10:y:2017:i:3:p:57-68.

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2019UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Aun, Syed ; Haroon, Omair ; Arshad, Shaista. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp4:p:1-16.

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2017A review on pricing of currency futures in Indian foreign exchange market. (2017). Srivastava, Ankita . In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:13:y:2017:i:2:p:182-189.

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2018The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2.

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2018Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). Aloui, Chaker ; ben Hamida, Hela ; Jammazi, Rania. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7.

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2018The Effect of Implicit Market Barriers on Stock Trading and Liquidity. (2018). Alhomaidi, Asem ; Hippler, William J ; Hassan, Kabir M. In: NFI Working Papers. RePEc:nfi:nfiwps:2018-wp-02.

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2018TRADING RULES ON A SMALL STOCK MARKET. (2018). Gunnlaugsson, Stefan B. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:3:y:2018:i:1:p:46-55.

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2018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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2018Risk-sharing the sole basis of Islamic finance? time for a serious rethink. (2018). Hasan, Zubair. In: MPRA Paper. RePEc:pra:mprapa:72252.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong. In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test. (2017). Masih, Abul ; Ndiaye, Ndeye Djiba . In: MPRA Paper. RePEc:pra:mprapa:79420.

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2017Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches. (2017). Masih, Abul ; Hosen, Mosharrof. In: MPRA Paper. RePEc:pra:mprapa:79738.

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2017Should the Malaysian Islamic stock market investors invest in regional and international equity market to gain portfolio diversification benefits ?. (2017). Masih, Abul ; Umirah, Fatin . In: MPRA Paper. RePEc:pra:mprapa:79762.

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2017Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?. (2017). Masih, Abul ; Umairah, Fatin. In: MPRA Paper. RePEc:pra:mprapa:82117.

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2017Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers. (2017). Masih, Abul ; Mustapha, Ishaq Muhammad. In: MPRA Paper. RePEc:pra:mprapa:82218.

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2017Stock Market Linkage, Financial Contagion and Assets Price Movements: Evidence from Nigerian Stock Exchange. (2017). ABDULLAHI, SHAFIU. In: MPRA Paper. RePEc:pra:mprapa:83455.

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2018Options: From Conventional and Islamic perspectives Analyses on the Islamic solutions. (2018). Bengana, Mohamed ; Khouildi, Mohamed Yassine. In: MPRA Paper. RePEc:pra:mprapa:84499.

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2017The Functioning and Accounting of Musharakah Financing in Participation Banks and Firms; Problems and Recommendations. (2017). Dinc, Yusuf. In: MPRA Paper. RePEc:pra:mprapa:85336.

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2018Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. (2018). Masih, Abul ; Yildirim, Ramazan. In: MPRA Paper. RePEc:pra:mprapa:90281.

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2018Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones islamic U.S. index: evidences from GMM and quantile regression. (2018). Masih, Abul ; Suwanhirunkul, Prachaya. In: MPRA Paper. RePEc:pra:mprapa:93543.

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2018Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201824.

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2018The Role of Ownership and Governance Mechanism in Sukuk Financing by Malaysian Firms: An Application of A Double Selection Model. (2018). Ashraf, Dawood ; Azmat, Saad ; Rizwan, Muhammad Suhail. In: Working Papers. RePEc:ris:irtiwp:2018_002.

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2019Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh. (2019). Hasan, Md Abu. In: Islamic Economic Studies. RePEc:ris:isecst:0176.

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2018Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis. (2018). Chang, Tsangyao ; Bai, LU ; Li, Xiao-Lin ; Si, Deng-Kui. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:5-19.

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More than 100 citations found, this list is not complete...

Works by Obiyathulla Ismath Bacha:


YearTitleTypeCited
2018Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures In: The World Economy.
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2014The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors In: Borsa Istanbul Review.
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article32
2011ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA In: 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding.
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paper5
2011ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA.(2011) In: Journal of Global Business and Economics.
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2014What factors explain stock market retardation in Islamic Countries In: Emerging Markets Review.
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article11
2017The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test In: Emerging Markets Review.
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article2
2014The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test.(2014) In: MPRA Paper.
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paper
2016Shari’ah screening, market risk and contagion: A multi-country analysis In: Journal of Economic Behavior & Organization.
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article1
2015Risk-return characteristics of Islamic equity indices: Multi-timescales analysis In: Journal of Multinational Financial Management.
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article30
2014Heads we win, tails you lose: Is there equity in Islamic equity funds? In: Pacific-Basin Finance Journal.
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article12
2015Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model In: Pacific-Basin Finance Journal.
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article9
2014Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 9
paper
2015Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models In: Pacific-Basin Finance Journal.
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article12
2018Determinants of capital structure: evidence from Shariah compliant and non-compliant firms In: Pacific-Basin Finance Journal.
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article0
2018Determinants of capital structure - Evidence from Shariah compliant and non-compliant firms.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2014An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA In: Physica A: Statistical Mechanics and its Applications.
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article41
2015Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities In: Physica A: Statistical Mechanics and its Applications.
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article7
2014Risk management and derivatives in Islamic finance In: Chapters.
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2017A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR In: Chapters.
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2008The Islamic inter bank money market and a dual banking system: the Malaysian experience In: International Journal of Islamic and Middle Eastern Finance and Management.
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article7
2008The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience.(2008) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
1995CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE In: IIUM Journal of Economics and Management.
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article6
2015Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis In: Emerging Markets Finance and Trade.
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article5
2016Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis In: Emerging Markets Finance and Trade.
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article15
2014Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 15
paper
2017Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond () Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis In: Emerging Markets Finance and Trade.
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article1
2017Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions In: Emerging Markets Finance and Trade.
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article0
2018Issues in Islamic Equities: A Literature Survey In: Emerging Markets Finance and Trade.
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article1
2002Price Reaction to Stock Repurchase: Evidence from KLSE In: Capital Markets Review.
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article0
2003Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange In: Capital Markets Review.
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article0
2012Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC In: Capital Markets Review.
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article5
2014Daily Traders’ and Instituitional Investors’ Wealth Effect upon Sukuk and Conventional Bond Announcements: A Case Study of Malaysian Firms Using Event-Study Methodology and Wavelet Analysis In: Capital Markets Review.
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article0
2015Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets In: Capital Markets Review.
[Full Text][Citation analysis]
article0
1996Who Gets the Bonus in Bonus Stock Issuance? In: Capital Markets Review.
[Full Text][Citation analysis]
article0
1999Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market In: Capital Markets Review.
[Full Text][Citation analysis]
article1
1999Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market..(1999) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
paper
2003Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management In: MPRA Paper.
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paper3
2001Halal Stock Designation and Impact on Price and Trading Volume In: MPRA Paper.
[Full Text][Citation analysis]
paper2
1996Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure In: MPRA Paper.
[Full Text][Citation analysis]
paper11
2005A Common Currency Area for MENA Countries? A VAR Analysis of viability In: MPRA Paper.
[Full Text][Citation analysis]
paper0
1999Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration In: MPRA Paper.
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paper7
1997The Asian Currency Crisis - A Fait Accompli? In: MPRA Paper.
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paper1
2004Lessons from East Asias Crisis and Recovery In: MPRA Paper.
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paper1
2004Dual Banking Systems and Interest Rate Risk for Islamic Banks In: MPRA Paper.
[Full Text][Citation analysis]
paper8
2004Pricing Hybrid Securities: The Case of Malaysian ICULS In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2004The Market for Financial Derivatives: Removing Impediments to Growth In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2008The Efficiency of Trading Halts; Evidence from Bursa Malaysia In: MPRA Paper.
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paper0
2011Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk In: MPRA Paper.
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paper0
2012Incentive-Compatible Sukuk Musharakah for Private Sector Funding In: MPRA Paper.
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paper0
2014Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices In: MPRA Paper.
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paper0
2014Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms In: MPRA Paper.
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paper0
2014Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study In: MPRA Paper.
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paper0
2014Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis In: MPRA Paper.
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paper2
2014Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis In: MPRA Paper.
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paper0
2014Leverage versus volatility: Evidence from the Capital Structure of European Firms In: MPRA Paper.
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paper1
2014Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening In: MPRA Paper.
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paper0
2014Leverage, return, volatility and contagion: Evidence from the portfolio framework In: MPRA Paper.
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paper0
2014How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries In: MPRA Paper.
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paper1
2015Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance In: PSL Quarterly Review.
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article1
2014Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk In: Islamic Economic Studies.
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article0
2016SEACEN Financial Stability Journal Volume 7 2016 In: SEACEN Financial Stability Journal.
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book0
2009Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis In: Applied Financial Economics.
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article1
2010Pricing efficiency of stock rights issues in Malaysia In: Applied Financial Economics.
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article0
2008A common currency area for ASEAN? issues and feasibility In: Applied Economics.
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article12
2013Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms In: Applied Economics.
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article3
2009Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF).
[Full Text][Citation analysis]
article0
2002Asias Recovery: A Comparative Analysis In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 4 2019. Contact: CitEc Team