Access Statistics for Obiyathulla Ismath Bacha

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Common Currency Area for MENA Countries? A VAR Analysis of viability 0 0 0 88 0 0 1 241
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 0 2 403 0 0 10 1,441
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 0 0 60 1 2 2 192
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 0 3 290 0 0 5 731
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 0 2 5 55
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis 0 0 4 53 0 0 4 148
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 1 1 2 1,003
Halal Stock Designation and Impact on Price and Trading Volume 0 0 0 79 1 5 7 391
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 1 49 0 1 2 189
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 0 1 39 0 0 1 125
Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis 0 0 0 23 0 0 0 80
Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market 0 0 0 89 0 0 0 452
Lessons from East Asia's Crisis and Recovery 0 0 0 90 0 0 0 197
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 0 63 0 2 4 134
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 0 1 1 89
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 0 2 2 67
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 0 1 1 148
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 1 80 0 0 2 449
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 1 1 160 1 2 3 644
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 1 1 1 72 1 2 8 230
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 0 2 2 120
Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms 0 0 0 66 0 1 4 167
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 1 2 3 126
The Asian Currency Crisis - A Fait Accompli? 0 0 1 96 1 1 3 253
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 0 63 0 0 1 279
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 1 3 488 0 2 8 1,658
The Market for Financial Derivatives: Removing Impediments to Growth 1 1 2 141 1 2 5 421
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 0 0 1 93
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 4 116 1 1 5 331
Total Working Papers 2 4 24 3,135 9 32 92 10,454


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A common currency area for ASEAN? issues and feasibility 1 2 6 383 1 3 11 1,102
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 0 0 1 2
An Assessment of Currency Exposure of Non-Financial Firms in ASEAN-4: Insights using the Stock Returns and Cash Flow Methodologies 0 0 0 4 0 0 1 15
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 0 3 69 1 1 11 238
Bank financing diversification, market structure, and stability in a dual-banking system 0 1 1 1 2 3 4 4
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 2 264 0 0 3 550
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 0 0 24 0 0 0 100
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 0 0 0 36
Daily 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 0 0 0 1 1 2 2 23
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 0 1 30 0 1 12 183
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 2 2 2 27 2 5 8 137
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 0 0 4 58
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 0 6 0 0 0 21
Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond () Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis 0 0 0 2 0 0 0 25
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 0 0 7 1 2 5 52
Empirical evidence of risk shifting in bonds and debt-basedsukuk 0 0 0 0 0 0 0 1
Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms 0 0 0 45 2 2 2 191
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 1 1 3 20 3 3 7 49
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 0 1 6 244
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 0 1 111
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 0 0 1 1 0 1 2 2
Impact of banking subsystem liquidity creation on real economic output 0 0 1 1 0 2 3 3
International Financial Integration through Depositary Receipts (DRs) 0 0 0 9 0 0 0 26
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 1 3 10 2 3 5 25
Issues in Islamic Equities: A Literature Survey 0 0 0 8 1 2 5 55
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 2 2 3 51
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 1 4 157 0 2 10 702
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 0 2 2 8 30 140
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 2 33 1 2 13 87
Pricing efficiency of stock rights issues in Malaysia 0 0 0 59 0 0 1 235
Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis 0 0 0 110 0 0 0 800
Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk 0 0 0 29 0 0 0 107
Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance 0 1 2 18 0 1 3 93
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 2 40 1 1 4 138
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 0 0 1 19
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 0 8 0 0 1 48
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 1 7 0 1 5 36
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 1 5 0 0 4 38
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 1 1 1 0 2 4 8
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 1 19 0 1 5 123
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 0 3 4 43 1 6 21 151
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 0 5 0 0 0 57
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 4 21 1 1 9 59
What factors explain stock market retardation in Islamic Countries 0 0 1 36 0 1 7 170
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 1 1 1 6
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 2 6 0 0 3 16
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 0 0 3 49 1 3 9 266
Total Journal Articles 4 13 51 1,622 26 63 227 6,603
2 registered items for which data could not be found


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Derivatives:Markets and Applications 1 5 27 91 5 19 126 301
Public Finance and Islamic Capital Markets 0 0 0 0 0 0 2 15
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 0 87
Total Books 1 5 27 112 5 19 128 403


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR 0 0 0 12 0 0 0 42
Answers to Select End-of-Chapter Questions 0 0 4 12 0 2 9 21
Asia's Recovery: A Comparative Analysis 0 0 1 3 0 0 1 20
Capital Markets: Conventional Versus Islamic 0 0 0 1 0 2 2 12
Conventional Macroeconomic Policy 0 0 0 0 0 0 2 9
Derivative Instruments and Islamic Finance 0 1 4 8 0 1 5 19
Derivative Markets and Trading 0 0 12 31 0 0 16 58
Derivatives: Introduction and Overview 0 0 14 35 1 3 21 53
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 1 1 4 2 3 3 9
Equity, Equity Index, and Currency Options 0 0 1 5 0 0 2 13
Forward and Futures Markets: Pricing and Analysis 0 1 11 24 1 2 12 41
Government Finance and the Debt Market 0 0 0 0 0 2 2 10
Government Finance and the Equity Market 0 0 0 0 0 0 1 8
Interest Rate Futures Contracts and Currency Futures Contracts 0 0 2 13 1 1 9 59
Interest Rate Swaps, Credit, and Other Derivatives 0 0 1 18 0 0 3 41
Introduction to Options 0 0 3 4 0 0 3 5
Islamic Macroeconomic Policies 0 0 0 0 3 5 7 43
Macro Market Application 0 0 0 0 2 2 3 7
Markets and the Way Forward 0 0 0 0 1 1 1 3
Micro Market Application 0 0 0 0 0 0 0 3
Option Pricing 0 0 1 7 2 2 5 20
Option Strategies and Payoffs 0 0 2 6 1 1 3 16
Options in Corporate Finance and Real Options 0 0 2 9 0 0 12 38
Replication, Synthetics, and Arbitrage 0 0 0 1 0 1 1 9
Risk Sharing and Public Policy 0 0 0 0 0 0 2 6
Risk management and derivatives in Islamic finance 0 2 7 38 0 2 10 147
Stock Index Futures Contracts: Analysis and Applications 1 1 5 21 2 3 16 67
Total Chapters 1 6 71 252 16 33 151 779


Statistics updated 2025-03-03