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 2 4 245
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 0 2 405 1 5 9 1,450
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 6 9 199
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 1 2 3 293 3 7 11 742
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 3 3 5 58
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis 0 1 1 54 2 3 3 151
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 1 2 7 1,009
Halal Stock Designation and Impact on Price and Trading Volume 0 1 2 81 1 2 8 396
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 0 49 0 1 2 190
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 1 1 1 40 3 4 5 130
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 4 5 5 85
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 0 1 3 200
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 1 64 2 2 7 139
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 0 1 3 91
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 1 3 9 74
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 6 7 9 156
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 0 80 1 1 4 453
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 1 2 8 236
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 0 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 1 2 5 171
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 4 5 13 138
The Asian Currency Crisis - A Fait Accompli? 0 0 2 98 2 3 11 263
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 1 1 2 490 3 4 6 1,664
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 1 141 2 3 5 424
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 3 4 7 100
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 0 116 1 2 6 336
Total Working Papers 3 6 19 3,151 49 81 174 10,601


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 1 383 0 1 5 1,106
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 1 2 3 5
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 1 2 4 19
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 0 1 70 0 4 9 246
Bank financing diversification, market structure, and stability in a dual-banking system 1 5 10 11 1 10 25 27
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 0 1 1 1 1 2 7 7
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 0 1 25 2 6 7 107
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 0 1 3 39
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 7 7 10 31
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 1 2 32 1 11 18 200
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 0 4 29 6 16 25 158
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 0 1 5 63
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 1 7 0 1 3 24
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 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 0 3 6 56
Empirical evidence of risk shifting in bonds and debt-basedsukuk 0 0 0 0 1 1 1 2
Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms 0 0 0 45 3 4 8 197
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 0 1 20 1 1 4 50
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 1 1 5 248
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 2 5 116
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 1 1 1 2 3 3 4 6
Impact of banking subsystem liquidity creation on real economic output 0 0 0 1 0 0 3 5
Impact of dual banking system liquidity creation on economic activity 2 2 2 2 5 6 9 9
International Financial Integration through Depositary Receipts (DRs) 0 0 1 10 0 1 3 29
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 1 10 0 0 4 26
Issues in Islamic Equities: A Literature Survey 0 0 1 9 1 5 7 61
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 0 1 4 53
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 2 3 7 163 3 5 14 715
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 1 3 2 5 21 155
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 6 6 7 93
Pricing efficiency of stock rights issues in Malaysia 0 0 1 60 0 0 1 236
Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis 0 0 0 110 2 4 4 804
Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk 0 0 0 29 2 3 3 110
Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance 0 0 1 18 4 4 5 97
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 0 40 2 5 9 146
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 0 0 2 21
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 1 9 1 1 3 51
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 1 8 0 2 7 43
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 1 6 0 0 5 43
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 0 0 1 2 5 12 20
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 3 5 10 132
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 1 2 5 47 1 10 27 176
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 1 6 1 4 7 64
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 0 21 0 1 2 60
What factors explain stock market retardation in Islamic Countries 0 0 0 36 3 4 6 175
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 1 1 2 7
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 1 7 0 2 5 21
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 1 2 5 54 3 6 15 279
Total Journal Articles 8 17 54 1,668 71 166 359 6,918
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 2 3 11 97 7 9 43 332
Public Finance and Islamic Capital Markets 0 0 0 0 0 3 4 19
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 0 87
Total Books 2 3 11 118 7 12 47 438


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 2 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 1 2 13
Conventional Macroeconomic Policy 0 0 0 0 0 0 0 9
Derivative Instruments and Islamic Finance 0 1 3 11 0 2 7 26
Derivative Markets and Trading 1 1 1 32 1 5 6 64
Derivatives: Introduction and Overview 1 1 3 38 1 2 6 58
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 1 4 0 4 7 13
Equity, Equity Index, and Currency Options 0 0 0 5 1 3 3 16
Forward and Futures Markets: Pricing and Analysis 0 0 0 24 0 1 2 42
Government Finance and the Debt Market 0 0 0 0 0 1 4 12
Government Finance and the Equity Market 0 0 0 0 0 0 0 8
Interest Rate Futures Contracts and Currency Futures Contracts 0 1 1 14 6 8 9 67
Interest Rate Swaps, Credit, and Other Derivatives 0 0 2 20 1 2 5 46
Introduction to Options 0 0 0 4 0 1 2 7
Islamic Macroeconomic Policies 0 0 0 0 1 1 7 46
Macro Market Application 0 0 0 0 2 2 5 10
Markets and the Way Forward 0 0 0 0 0 0 4 6
Micro Market Application 0 0 0 0 0 2 3 6
Option Pricing 0 0 0 7 0 2 4 22
Option Strategies and Payoffs 0 0 0 6 0 0 2 17
Options in Corporate Finance and Real Options 0 0 1 10 0 2 3 41
Replication, Synthetics, and Arbitrage 0 0 0 1 0 1 4 12
Risk Sharing and Public Policy 0 0 0 0 0 0 1 7
Risk management and derivatives in Islamic finance 0 0 0 38 1 3 5 152
Stock Index Futures Contracts: Analysis and Applications 0 2 3 23 0 2 8 72
Total Chapters 2 6 16 266 14 45 101 856


Statistics updated 2026-01-09