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 1 1 1 241
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 0 2 403 1 2 15 1,441
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 0 0 60 0 0 1 190
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 0 4 290 0 0 6 731
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 0 2 3 53
Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis 1 3 4 53 1 3 5 148
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 0 0 1 1,002
Halal Stock Designation and Impact on Price and Trading Volume 0 0 0 79 0 1 3 386
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 1 49 0 0 1 188
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 0 1 39 0 0 1 125
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 0 5 452
Lessons from East Asia's Crisis and Recovery 0 0 0 90 0 0 0 197
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 1 63 1 1 3 132
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 0 0 0 88
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 0 0 0 65
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 0 0 0 147
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 1 80 0 0 2 449
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 0 159 0 1 1 642
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 0 71 1 3 6 228
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 0 0 0 118
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 1 3 166
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 0 0 1 124
The Asian Currency Crisis - A Fait Accompli? 0 0 2 96 1 1 3 252
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 0 63 0 0 2 279
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 1 2 487 0 1 12 1,656
The Market for Financial Derivatives: Removing Impediments to Growth 0 1 1 140 0 2 4 419
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 0 0 1 93
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 3 3 4 116 3 3 4 330
Total Working Papers 4 8 23 3,131 9 22 84 10,422


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 1 2 4 381 2 3 9 1,099
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 0 0 1 2
An Assessment of Currency Exposure of Non-Financial Firms in ASEAN-4: Insights using the Stock Returns and Cash Flow Methodologies 0 0 2 4 0 0 4 15
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 1 5 69 1 3 13 237
Bank financing diversification, market structure, and stability in a dual-banking system 0 0 0 0 0 1 1 1
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 2 264 0 0 3 550
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 0 0 24 0 0 0 100
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 0 0 0 36
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 0 21
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 1 1 30 0 5 16 182
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 0 0 25 1 1 5 132
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 1 2 4 58
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 1 6 0 0 1 21
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 0 0 25
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 0 0 7 1 2 4 50
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 0 189
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 1 2 19 1 2 4 46
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 2 32 2 3 8 243
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 0 1 111
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 1 1 1 1 1 1 1 1
Impact of banking subsystem liquidity creation on real economic output 0 1 1 1 0 1 1 1
International Financial Integration through Depositary Receipts (DRs) 0 0 0 9 0 0 0 26
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 2 9 0 0 2 22
Issues in Islamic Equities: A Literature Survey 0 0 0 8 0 1 3 53
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 0 0 1 49
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 3 156 0 0 10 700
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 0 2 4 12 25 132
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 2 33 0 4 12 85
Pricing efficiency of stock rights issues in Malaysia 0 0 0 59 0 0 1 235
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 17 0 1 3 92
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 2 40 0 0 3 137
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 0 1 1 19
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 0 8 0 0 2 48
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 2 7 0 0 6 35
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 1 5 1 1 4 38
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 0 0 0 0 1 3 6
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 1 19 1 1 4 122
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 0 1 2 40 2 5 21 145
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 0 5 0 0 1 57
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 6 21 0 0 10 58
What factors explain stock market retardation in Islamic Countries 0 0 1 36 1 2 7 169
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 0 0 0 5
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 3 6 0 0 4 16
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 0 1 4 49 0 2 8 263
Total Journal Articles 2 9 51 1,609 19 55 207 6,540
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 33 86 7 24 146 282
Public Finance and Islamic Capital Markets 0 0 0 0 1 1 2 15
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 0 87
Total Books 1 2 33 107 8 25 148 384


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 4 12 0 1 8 19
Asia's Recovery: A Comparative Analysis 0 0 1 3 0 0 1 20
Capital Markets: Conventional Versus Islamic 0 0 0 1 0 0 0 10
Conventional Macroeconomic Policy 0 0 0 0 0 0 2 9
Derivative Instruments and Islamic Finance 0 1 3 7 0 1 7 18
Derivative Markets and Trading 0 0 13 31 0 1 19 58
Derivatives: Introduction and Overview 0 0 16 35 0 2 23 50
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 1 3 0 0 1 6
Equity, Equity Index, and Currency Options 0 0 1 5 0 0 3 13
Forward and Futures Markets: Pricing and Analysis 0 0 12 23 0 0 14 39
Government Finance and the Debt Market 0 0 0 0 0 0 0 8
Government Finance and the Equity Market 0 0 0 0 0 0 1 8
Interest Rate Futures Contracts and Currency Futures Contracts 0 1 5 13 1 2 15 58
Interest Rate Swaps, Credit, and Other Derivatives 0 0 2 18 0 1 4 41
Introduction to Options 1 2 3 4 1 2 3 5
Islamic Macroeconomic Policies 0 0 0 0 0 0 4 38
Macro Market Application 0 0 0 0 0 0 1 5
Markets and the Way Forward 0 0 0 0 0 0 0 2
Micro Market Application 0 0 0 0 0 0 0 3
Option Pricing 0 0 1 7 0 0 3 18
Option Strategies and Payoffs 0 0 2 6 0 0 3 15
Options in Corporate Finance and Real Options 0 0 2 9 0 3 16 38
Replication, Synthetics, and Arbitrage 0 0 0 1 0 0 1 8
Risk Sharing and Public Policy 0 0 0 0 0 0 2 6
Risk management and derivatives in Islamic finance 0 2 5 36 1 4 9 145
Stock Index Futures Contracts: Analysis and Applications 0 1 7 20 0 2 21 64
Total Chapters 1 7 78 246 3 19 161 746


Statistics updated 2024-12-04