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 2 242
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 1 2 405 0 1 5 1,444
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 0 1 61 0 0 3 193
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 1 1 291 0 1 3 734
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 0 0 4 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 3 53 0 0 3 148
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 0 0 5 1,007
Halal Stock Designation and Impact on Price and Trading Volume 1 1 1 80 1 1 9 394
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 0 49 0 0 1 189
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 0 0 39 0 0 1 126
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 2 2 454
Lessons from East Asia's Crisis and Recovery 0 0 0 90 0 0 2 199
Leverage versus volatility: Evidence from the Capital Structure of European Firms 1 1 1 64 2 3 6 137
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 0 0 2 90
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 1 1 5 70
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 0 1 2 149
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 0 80 0 1 2 451
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 1 160 0 0 3 644
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 1 72 0 0 8 233
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 0 1 3 121
Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms 0 0 0 66 1 1 3 168
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 0 6 9 133
The Asian Currency Crisis - A Fait Accompli? 0 0 0 96 0 2 5 256
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 1 1 64 0 2 2 281
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 0 3 489 0 1 5 1,660
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 2 141 0 0 4 421
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 0 1 3 96
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 3 116 0 2 7 334
Total Working Papers 2 5 20 3,143 5 27 109 10,509


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 4 383 2 3 9 1,105
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 0 1 1 3
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 2 17
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 1 1 2 70 2 3 8 242
Bank financing diversification, market structure, and stability in a dual-banking system 1 2 4 4 2 8 15 15
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 0 264 0 2 2 552
CORPORATE SOCIAL PERFORMANCE AND FINANCIAL STABILITY: EVIDENCE FROM ISLAMIC, SOCIAL AND CONVENTIONAL BANKING MODELS 0 0 0 0 0 1 5 5
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 0 1 101
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 0 1 2 38
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 1 3 24
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 0 2 31 1 3 12 189
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 2 2 4 29 3 4 10 141
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 0 1 6 62
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 1 7 0 0 2 23
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 1 26
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 1 1 8 0 1 5 53
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 0 2 4 193
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 0 2 20 0 0 5 49
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 0 2 7 247
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 0 1 112
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 0 0 1 1 0 0 3 3
Impact of banking subsystem liquidity creation on real economic output 0 0 1 1 0 1 5 5
Impact of dual banking system liquidity creation on economic activity 0 0 0 0 0 1 3 3
International Financial Integration through Depositary Receipts (DRs) 0 0 1 10 0 0 2 28
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 1 10 0 0 3 25
Issues in Islamic Equities: A Literature Survey 0 0 1 9 0 0 4 56
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 1 1 3 52
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 1 4 160 0 4 10 710
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 0 2 3 4 28 148
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 0 0 6 87
Pricing efficiency of stock rights issues in Malaysia 1 1 1 60 1 1 1 236
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 0 1 18 0 0 2 93
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 0 40 0 1 4 141
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 1 2 3 21
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 1 9 0 1 2 50
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 1 1 8 0 1 4 39
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 1 6 0 2 6 43
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 0 1 1 2 3 10 15
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 0 1 6 127
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 0 1 5 44 5 13 25 165
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 1 1 6 0 1 3 60
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 0 21 0 0 1 59
What factors explain stock market retardation in Islamic Countries 0 0 0 36 0 0 4 171
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 0 0 1 6
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 0 6 0 1 2 18
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 1 3 4 52 2 4 12 273
Total Journal Articles 6 14 46 1,646 25 77 254 6,739
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 0 9 93 2 4 63 321
Public Finance and Islamic Capital Markets 0 0 0 0 0 1 2 16
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 0 87
Total Books 0 0 9 114 2 5 65 424


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 1 13 0 0 4 22
Asia's Recovery: A Comparative Analysis 0 0 0 3 0 0 0 20
Capital Markets: Conventional Versus Islamic 0 0 0 1 0 0 2 12
Conventional Macroeconomic Policy 0 0 0 0 0 0 0 9
Derivative Instruments and Islamic Finance 0 2 4 10 0 2 5 22
Derivative Markets and Trading 0 0 0 31 0 1 2 59
Derivatives: Introduction and Overview 0 1 2 37 0 1 8 56
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 1 4 0 0 3 9
Equity, Equity Index, and Currency Options 0 0 0 5 0 0 0 13
Forward and Futures Markets: Pricing and Analysis 0 0 1 24 0 0 2 41
Government Finance and the Debt Market 0 0 0 0 0 0 2 10
Government Finance and the Equity Market 0 0 0 0 0 0 0 8
Interest Rate Futures Contracts and Currency Futures Contracts 0 0 1 13 0 0 3 59
Interest Rate Swaps, Credit, and Other Derivatives 0 1 2 20 0 1 4 44
Introduction to Options 0 0 2 4 0 0 2 5
Islamic Macroeconomic Policies 0 0 0 0 0 0 7 45
Macro Market Application 0 0 0 0 0 0 2 7
Markets and the Way Forward 0 0 0 0 0 2 3 5
Micro Market Application 0 0 0 0 0 1 1 4
Option Pricing 0 0 0 7 0 0 2 20
Option Strategies and Payoffs 0 0 0 6 0 0 2 17
Options in Corporate Finance and Real Options 0 0 1 10 0 0 4 39
Replication, Synthetics, and Arbitrage 0 0 0 1 0 1 3 11
Risk Sharing and Public Policy 0 0 0 0 0 1 1 7
Risk management and derivatives in Islamic finance 0 0 4 38 0 0 8 149
Stock Index Futures Contracts: Analysis and Applications 0 0 2 21 1 2 8 70
Total Chapters 0 4 21 260 1 12 78 805


Statistics updated 2025-09-05