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 3 10 252
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 0 1 405 2 5 18 1,461
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 0 1 62 1 5 14 207
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 0 4 294 1 7 20 753
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 0 0 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 5 10 158
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 3 5 13 1,020
Halal Stock Designation and Impact on Price and Trading Volume 0 0 2 81 0 4 17 410
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 0 49 1 3 7 196
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 0 1 40 0 1 7 133
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 2 9 89
Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market 0 0 0 89 1 3 5 457
Lessons from East Asia's Crisis and Recovery 0 0 0 90 0 3 9 208
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 1 64 0 3 14 148
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 0 1 5 95
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 1 1 11 80
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 2 7 21 169
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 0 80 3 7 13 463
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 0 160 1 9 20 664
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 0 72 1 4 17 250
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 2 3 10 130
Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms 1 1 1 67 2 7 14 181
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 0 3 17 144
The Asian Currency Crisis - A Fait Accompli? 0 0 5 101 0 2 15 269
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 1 64 0 1 10 289
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 0 1 490 2 8 21 1,680
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 0 141 0 3 13 434
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 1 9 18 113
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 0 116 0 2 9 341
Total Working Papers 1 1 19 3,157 24 116 372 10,854


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 0 5 14 1,116
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 1 2 6 8
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 1 12 28
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 0 1 70 1 3 16 255
Bank financing diversification, market structure, and stability in a dual-banking system 0 0 10 12 2 7 40 47
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 0 264 0 7 14 564
CORPORATE SOCIAL PERFORMANCE AND FINANCIAL STABILITY: EVIDENCE FROM ISLAMIC, SOCIAL AND CONVENTIONAL BANKING MODELS 0 0 1 1 1 7 16 20
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 0 0 25 0 1 10 111
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 0 0 7 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 2 15 38
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 0 1 32 1 5 23 209
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 1 1 3 30 1 9 36 173
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 1 4 11 72
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 1 1 8 1 3 5 28
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 1 6 31
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 0 1 8 0 5 13 65
Empirical evidence of risk shifting in bonds and debt-basedsukuk 0 0 0 0 0 3 6 7
Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms 0 0 0 45 1 3 12 203
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 0 0 20 1 4 9 58
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 2 5 9 254
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 1 8 120
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 0 0 1 2 0 4 11 14
Impact of banking subsystem liquidity creation on real economic output 0 0 0 1 0 0 5 9
Impact of dual banking system liquidity creation on economic activity 0 1 3 3 1 13 27 29
International Financial Integration through Depositary Receipts (DRs) 0 0 0 10 0 3 5 33
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 0 10 1 2 6 31
Issues in Islamic Equities: A Literature Survey 0 0 0 9 0 3 12 68
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 1 4 9 60
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 4 163 1 5 15 721
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 1 3 1 3 20 164
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 3 9 19 106
Pricing efficiency of stock rights issues in Malaysia 0 0 1 60 0 3 5 240
Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis 0 0 0 110 2 7 13 813
Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk 0 1 1 30 0 5 9 116
Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance 0 0 2 20 1 4 17 110
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 0 40 0 4 11 151
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 0 1 8 27
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 0 9 0 5 13 62
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 1 8 1 4 15 53
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 0 6 0 3 8 49
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 0 1 2 3 6 23 35
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 0 4 13 139
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 0 1 7 50 0 3 36 188
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 1 6 0 3 12 71
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 0 21 0 1 7 66
What factors explain stock market retardation in Islamic Countries 0 0 0 36 0 4 10 181
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 0 1 5 11
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 1 7 0 2 11 28
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 1 3 9 58 1 6 20 289
Total Journal Articles 2 8 51 1,683 29 190 653 7,315
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 3 9 102 2 12 33 350
Public Finance and Islamic Capital Markets 0 0 0 0 0 3 8 23
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 2 89
Total Books 1 3 9 123 2 15 43 462


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 2 3 45
Answers to Select End-of-Chapter Questions 0 0 0 13 0 4 10 32
Asia's Recovery: A Comparative Analysis 0 0 0 3 0 2 7 27
Capital Markets: Conventional Versus Islamic 0 0 0 1 0 3 5 17
Conventional Macroeconomic Policy 0 0 0 0 1 2 5 14
Derivative Instruments and Islamic Finance 0 0 3 11 0 3 10 30
Derivative Markets and Trading 0 0 1 32 0 3 11 69
Derivatives: Introduction and Overview 0 0 2 38 1 5 11 66
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 0 4 1 1 7 16
Equity, Equity Index, and Currency Options 0 0 0 5 0 2 8 21
Forward and Futures Markets: Pricing and Analysis 0 1 1 25 0 5 8 49
Government Finance and the Debt Market 0 0 0 0 0 1 3 13
Government Finance and the Equity Market 0 0 0 0 0 1 2 10
Interest Rate Futures Contracts and Currency Futures Contracts 0 0 1 14 3 5 17 76
Interest Rate Swaps, Credit, and Other Derivatives 0 0 1 20 1 5 13 56
Introduction to Options 0 0 0 4 0 4 10 15
Islamic Macroeconomic Policies 0 0 0 0 0 3 7 52
Macro Market Application 0 0 0 0 0 2 9 16
Markets and the Way Forward 0 0 0 0 0 1 4 7
Micro Market Application 0 0 0 0 0 1 6 9
Option Pricing 0 0 0 7 0 2 6 26
Option Strategies and Payoffs 0 0 0 6 1 5 8 25
Options in Corporate Finance and Real Options 0 0 0 10 2 3 6 45
Replication, Synthetics, and Arbitrage 0 0 0 1 1 3 10 20
Risk Sharing and Public Policy 0 0 0 0 0 4 7 13
Risk management and derivatives in Islamic finance 0 0 1 39 0 3 12 161
Stock Index Futures Contracts: Analysis and Applications 0 1 3 24 2 6 12 80
Total Chapters 0 2 13 269 13 81 217 1,010


Statistics updated 2026-06-04