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 2 6 8 249
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 0 2 405 1 7 15 1,456
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 1 2 62 0 5 10 202
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 2 4 294 1 7 15 746
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 0 5 5 60
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis 0 0 1 54 0 4 5 153
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 0 7 12 1,015
Halal Stock Designation and Impact on Price and Trading Volume 0 0 2 81 1 11 15 406
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 0 49 1 3 4 193
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 1 1 40 0 5 7 132
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 6 7 87
Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market 0 0 0 89 0 0 2 454
Lessons from East Asia's Crisis and Recovery 0 0 0 90 2 5 8 205
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 1 64 0 8 11 145
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 0 3 5 94
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 0 6 12 79
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 1 12 14 162
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 0 80 0 4 7 456
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 0 160 2 11 11 655
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 0 72 0 11 16 246
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 1 5 7 127
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 4 7 174
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 1 7 15 141
The Asian Currency Crisis - A Fait Accompli? 2 3 5 101 2 6 14 267
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 1 64 0 7 9 288
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 1 2 490 0 11 14 1,672
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 0 141 2 9 10 431
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 1 7 11 104
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 0 116 0 4 8 339
Total Working Papers 2 8 21 3,156 18 186 284 10,738


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 0 0 0 383 1 5 9 1,111
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 0 2 4 6
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 3 9 12 27
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 0 1 70 3 6 14 252
Bank financing diversification, market structure, and stability in a dual-banking system 0 2 11 12 3 14 36 40
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 0 264 1 5 7 557
CORPORATE SOCIAL PERFORMANCE AND FINANCIAL STABILITY: EVIDENCE FROM ISLAMIC, SOCIAL AND CONVENTIONAL BANKING MODELS 0 0 1 1 1 7 11 13
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 0 1 25 0 5 10 110
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 1 5 8 44
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 0 12 13 36
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 0 2 32 2 5 21 204
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 0 2 29 2 12 27 164
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 2 5 10 68
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 1 7 1 1 4 25
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 1 2 5 30
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 0 1 8 1 4 8 60
Empirical evidence of risk shifting in bonds and debt-basedsukuk 0 0 0 0 1 3 3 4
Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms 0 0 0 45 0 6 9 200
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 0 0 20 0 5 5 54
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 1 2 5 249
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 3 8 119
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 0 1 1 2 1 7 8 10
Impact of banking subsystem liquidity creation on real economic output 0 0 0 1 1 4 6 9
Impact of dual banking system liquidity creation on economic activity 0 2 2 2 3 12 16 16
International Financial Integration through Depositary Receipts (DRs) 0 0 1 10 0 1 4 30
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 0 10 1 3 4 29
Issues in Islamic Equities: A Literature Survey 0 0 1 9 0 5 10 65
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 0 3 5 56
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 2 6 163 0 4 14 716
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 1 3 2 8 21 161
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 1 10 10 97
Pricing efficiency of stock rights issues in Malaysia 0 0 1 60 1 1 2 237
Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis 0 0 0 110 1 4 6 806
Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk 0 0 0 29 0 3 4 111
Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance 2 2 2 20 4 13 13 106
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 0 40 1 3 9 147
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 2 5 7 26
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 1 9 2 7 9 57
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 1 8 4 6 13 49
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 1 6 1 3 8 46
The Islamic inter bank money market and a dual banking system: the Malaysian experience 1 1 1 2 2 11 21 29
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 0 6 12 135
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 2 3 6 49 3 10 34 185
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 1 6 0 5 11 68
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 0 21 0 5 6 65
What factors explain stock market retardation in Islamic Countries 0 0 0 36 0 5 7 177
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 1 4 4 10
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 1 7 1 5 10 26
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 0 2 6 55 0 7 17 283
Total Journal Articles 5 15 53 1,675 56 278 520 7,125
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 0 4 8 99 2 13 37 338
Public Finance and Islamic Capital Markets 0 0 0 0 0 1 5 20
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 2 2 89
Total Books 0 4 8 120 2 16 44 447


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 1 1 1 43
Answers to Select End-of-Chapter Questions 0 0 1 13 0 6 7 28
Asia's Recovery: A Comparative Analysis 0 0 0 3 1 5 5 25
Capital Markets: Conventional Versus Islamic 0 0 0 1 0 1 2 14
Conventional Macroeconomic Policy 0 0 0 0 1 3 3 12
Derivative Instruments and Islamic Finance 0 0 3 11 0 1 8 27
Derivative Markets and Trading 0 1 1 32 0 3 8 66
Derivatives: Introduction and Overview 0 1 3 38 0 4 8 61
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 0 4 0 2 6 15
Equity, Equity Index, and Currency Options 0 0 0 5 0 4 6 19
Forward and Futures Markets: Pricing and Analysis 0 0 0 24 1 2 3 44
Government Finance and the Debt Market 0 0 0 0 0 0 2 12
Government Finance and the Equity Market 0 0 0 0 0 1 1 9
Interest Rate Futures Contracts and Currency Futures Contracts 0 0 1 14 1 10 12 71
Interest Rate Swaps, Credit, and Other Derivatives 0 0 2 20 0 6 10 51
Introduction to Options 0 0 0 4 0 4 6 11
Islamic Macroeconomic Policies 0 0 0 0 2 4 6 49
Macro Market Application 0 0 0 0 0 6 7 14
Markets and the Way Forward 0 0 0 0 0 0 3 6
Micro Market Application 0 0 0 0 0 2 5 8
Option Pricing 0 0 0 7 0 2 4 24
Option Strategies and Payoffs 0 0 0 6 0 3 4 20
Options in Corporate Finance and Real Options 0 0 1 10 1 1 4 42
Replication, Synthetics, and Arbitrage 0 0 0 1 0 5 8 17
Risk Sharing and Public Policy 0 0 0 0 0 2 3 9
Risk management and derivatives in Islamic finance 0 1 1 39 2 7 11 158
Stock Index Futures Contracts: Analysis and Applications 0 0 2 23 0 2 7 74
Total Chapters 0 3 15 267 10 87 150 929


Statistics updated 2026-03-04