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 3 4 13 256
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 1 1 406 0 3 15 1,464
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 1 3 64 2 3 19 214
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 3 5 8 299 7 10 28 764
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 1 2 8 63
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis 2 2 3 56 3 5 16 164
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 2 4 16 1,024
Halal Stock Designation and Impact on Price and Trading Volume 0 2 2 83 0 4 22 417
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 0 49 1 1 8 197
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 0 1 40 2 2 8 135
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 2 3 11 92
Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market 0 0 0 89 2 2 5 459
Lessons from East Asia's Crisis and Recovery 0 0 0 90 2 3 11 211
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 0 64 1 1 15 152
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 3 4 10 100
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 1 1 8 81
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 3 3 23 172
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 0 80 14 15 26 478
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 0 160 2 5 25 669
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 0 72 5 5 23 257
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 0 0 9 131
Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms 0 0 1 67 3 5 18 187
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 1 2 12 146
The Asian Currency Crisis - A Fait Accompli? 0 0 3 101 2 2 11 271
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 0 64 2 3 12 293
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 0 1 490 1 2 21 1,682
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 0 141 3 5 17 439
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 0 0 17 113
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 0 116 2 4 11 345
Total Working Papers 5 11 23 3,169 70 103 438 10,976


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 3 14 1,119
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 1 1 7 10
An Assessment of Currency Exposure of Non-Financial Firms in ASEAN-4: Insights using the Stock Returns and Cash Flow Methodologies 0 2 2 6 3 11 24 41
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 0 0 70 0 0 13 257
Bank financing diversification, market structure, and stability in a dual-banking system 0 1 4 13 1 4 32 55
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 0 264 3 3 16 568
CORPORATE SOCIAL PERFORMANCE AND FINANCIAL STABILITY: EVIDENCE FROM ISLAMIC, SOCIAL AND CONVENTIONAL BANKING MODELS 0 0 0 1 0 1 15 21
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 0 0 25 1 3 15 116
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 3 3 9 47
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 3 3 17 41
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 1 2 33 3 6 24 215
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 1 1 2 31 2 3 28 178
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 0 0 9 72
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 1 8 1 1 6 29
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 2 3 7 35
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 0 0 8 2 2 15 69
Empirical evidence of risk shifting in bonds and debt-basedsukuk 0 0 0 0 1 1 8 9
Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms 0 0 0 45 1 2 12 205
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 1 1 1 21 2 2 11 60
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 1 2 10 257
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 2 2 9 124
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 0 0 1 2 3 3 14 17
Impact of banking subsystem liquidity creation on real economic output 0 0 0 1 5 5 10 15
Impact of dual banking system liquidity creation on economic activity 0 0 3 3 2 2 28 32
International Financial Integration through Depositary Receipts (DRs) 0 0 0 10 2 4 9 37
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 0 10 1 1 6 32
Issues in Islamic Equities: A Literature Survey 0 0 0 9 0 0 12 68
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 1 1 9 61
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 3 163 2 2 14 725
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 0 3 2 2 14 166
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 0 0 19 106
Pricing efficiency of stock rights issues in Malaysia 0 0 0 60 0 2 6 242
Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis 0 0 0 110 0 1 15 815
Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk 0 0 1 30 4 4 13 120
Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance 0 0 2 20 1 1 19 112
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 1 1 41 0 1 10 152
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 1 2 8 29
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 0 9 2 2 14 64
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 8 3 4 15 57
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 0 6 4 5 12 55
The Islamic inter bank money market and a dual banking system: the Malaysian experience 1 2 3 4 1 3 24 41
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 3 4 15 143
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 0 1 6 52 2 5 21 194
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 0 6 2 2 13 73
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 1 1 22 0 2 8 68
What factors explain stock market retardation in Islamic Countries 0 0 1 37 1 1 12 183
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 1 2 7 13
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 0 7 2 4 12 32
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 0 0 7 60 2 4 23 298
Total Journal Articles 3 11 41 1,698 80 125 683 7,478
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 2 9 104 2 5 31 356
Public Finance and Islamic Capital Markets 0 0 0 0 0 1 7 24
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 1 3 90
Total Books 1 2 9 125 2 7 41 470


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 2 5 47
Answers to Select End-of-Chapter Questions 0 0 1 14 1 1 12 34
Asia's Recovery: A Comparative Analysis 0 0 0 3 2 4 12 32
Capital Markets: Conventional Versus Islamic 0 0 0 1 3 3 8 20
Conventional Macroeconomic Policy 0 0 0 0 1 1 6 15
Derivative Instruments and Islamic Finance 0 0 1 11 3 4 11 35
Derivative Markets and Trading 0 0 1 32 1 1 10 70
Derivatives: Introduction and Overview 0 0 1 38 0 0 10 66
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 1 1 1 5 2 3 9 19
Equity, Equity Index, and Currency Options 0 0 0 5 0 0 8 21
Forward and Futures Markets: Pricing and Analysis 0 0 1 25 1 2 9 51
Government Finance and the Debt Market 0 0 0 0 1 1 3 14
Government Finance and the Equity Market 0 0 0 0 0 0 2 10
Interest Rate Futures Contracts and Currency Futures Contracts 0 0 0 14 3 7 23 83
Interest Rate Swaps, Credit, and Other Derivatives 0 0 0 20 1 2 15 59
Introduction to Options 0 0 0 4 0 1 11 17
Islamic Macroeconomic Policies 0 0 0 0 1 2 9 54
Macro Market Application 0 0 0 0 2 2 10 18
Markets and the Way Forward 0 0 0 0 0 2 3 9
Micro Market Application 0 0 0 0 0 1 6 10
Option Pricing 0 0 0 7 2 2 7 28
Option Strategies and Payoffs 0 0 0 6 2 3 11 28
Options in Corporate Finance and Real Options 0 0 0 10 3 3 8 48
Replication, Synthetics, and Arbitrage 0 0 1 2 7 7 17 28
Risk Sharing and Public Policy 0 0 0 0 2 2 8 15
Risk management and derivatives in Islamic finance 0 0 1 39 2 3 14 164
Stock Index Futures Contracts: Analysis and Applications 0 0 2 24 1 3 13 84
Total Chapters 1 1 10 272 42 62 260 1,079


Statistics updated 2026-11-12