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 1 3 243
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 0 2 405 4 5 9 1,449
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 0 1 61 2 2 5 195
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 0 1 291 1 2 5 736
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 0 0 2 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 1 53 0 0 1 148
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 1 1 6 1,008
Halal Stock Designation and Impact on Price and Trading Volume 1 2 2 81 1 2 9 395
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 1 1 2 127
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 1 1 1 81
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 1 1 3 200
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 1 1 64 0 2 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 2 4 8 73
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 0 0 2 149
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 0 80 0 1 3 452
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 1 160 0 0 2 644
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 1 72 0 1 7 234
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 1 1 4 122
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 2 3 169
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 1 1 10 134
The Asian Currency Crisis - A Fait Accompli? 0 2 2 98 0 4 9 260
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 1 64 0 0 2 281
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 0 2 489 1 1 5 1,661
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 1 141 1 1 3 422
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 0 0 3 96
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 3 116 0 0 7 334
Total Working Papers 1 5 19 3,146 18 34 125 10,538


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 3 383 0 2 8 1,105
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 0 0 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 0 2 17
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 1 1 70 2 4 8 244
Bank financing diversification, market structure, and stability in a dual-banking system 3 6 9 9 6 10 22 23
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 0 264 0 0 2 552
CORPORATE SOCIAL PERFORMANCE AND FINANCIAL STABILITY: EVIDENCE FROM ISLAMIC, SOCIAL AND CONVENTIONAL BANKING MODELS 1 1 1 1 1 1 6 6
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 0 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 0 3 24
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 0 1 31 2 3 9 191
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 2 4 29 8 12 19 150
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 1 1 6 63
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 1 2 3 28
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 0 1 8 1 1 5 54
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 0 4 193
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 0 1 20 0 0 4 49
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 0 0 6 247
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 1 3 4 115
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 0 1 0 0 4 5
Impact of dual banking system liquidity creation on economic activity 0 0 0 0 1 1 4 4
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 1 4 26
Issues in Islamic Equities: A Literature Survey 0 0 1 9 0 0 3 56
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 0 1 3 52
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 4 160 1 1 11 711
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 1 1 3 2 7 24 152
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 0 0 2 87
Pricing efficiency of stock rights issues in Malaysia 0 1 1 60 0 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 1 93
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 0 40 1 1 5 142
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 0 1 2 21
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 1 9 0 0 2 50
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 1 8 1 3 7 42
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 1 6 0 0 6 43
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 0 1 1 2 4 11 17
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 1 1 7 128
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 1 2 6 46 7 13 30 173
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 1 6 0 0 3 60
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 0 21 1 1 2 60
What factors explain stock market retardation in Islamic Countries 0 0 0 36 0 0 3 171
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 1 1 7 1 2 4 20
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 1 2 4 53 2 4 12 275
Total Journal Articles 6 17 50 1,657 43 81 274 6,795
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 10 95 2 6 50 325
Public Finance and Islamic Capital Markets 0 0 0 0 1 1 3 17
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 0 87
Total Books 1 2 10 116 3 7 53 429


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 3 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 0 3 10 0 2 6 24
Derivative Markets and Trading 0 0 0 31 1 1 2 60
Derivatives: Introduction and Overview 0 0 2 37 0 0 6 56
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 1 4 1 1 4 10
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 1 1 3 42
Government Finance and the Debt Market 0 0 0 0 0 1 3 11
Government Finance and the Equity Market 0 0 0 0 0 0 0 8
Interest Rate Futures Contracts and Currency Futures Contracts 1 1 1 14 1 1 3 60
Interest Rate Swaps, Credit, and Other Derivatives 0 0 2 20 0 0 3 44
Introduction to Options 0 0 1 4 0 1 2 6
Islamic Macroeconomic Policies 0 0 0 0 0 0 7 45
Macro Market Application 0 0 0 0 0 1 3 8
Markets and the Way Forward 0 0 0 0 0 1 4 6
Micro Market Application 0 0 0 0 0 0 1 4
Option Pricing 0 0 0 7 1 1 3 21
Option Strategies and Payoffs 0 0 0 6 0 0 2 17
Options in Corporate Finance and Real Options 0 0 1 10 1 1 2 40
Replication, Synthetics, and Arbitrage 0 0 0 1 0 0 3 11
Risk Sharing and Public Policy 0 0 0 0 0 0 1 7
Risk management and derivatives in Islamic finance 0 0 2 38 1 1 6 150
Stock Index Futures Contracts: Analysis and Applications 1 1 2 22 1 2 7 71
Total Chapters 2 2 17 262 8 15 76 819


Statistics updated 2025-11-08