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 10 253
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 1 1 406 2 3 19 1,464
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 2 3 64 0 3 19 212
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 1 2 5 296 1 3 22 757
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 1 2 7 62
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 1 2 13 161
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 1 2 15 1,022
Halal Stock Designation and Impact on Price and Trading Volume 1 2 3 83 2 4 23 417
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 0 49 0 0 7 196
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 0 1 40 0 0 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 1 10 90
Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market 0 0 0 89 0 0 3 457
Lessons from East Asia's Crisis and Recovery 0 0 0 90 1 1 10 209
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 0 64 0 2 14 151
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 1 2 7 97
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 0 0 9 80
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 0 0 20 169
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 0 80 1 1 12 464
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 0 160 3 3 23 667
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 0 72 0 1 18 252
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 0 0 10 131
Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms 0 0 1 67 1 2 15 184
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 0 1 12 145
The Asian Currency Crisis - A Fait Accompli? 0 0 3 101 0 0 9 269
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 0 64 1 2 10 291
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 0 1 490 0 1 21 1,681
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 0 141 2 2 15 436
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 0 0 17 113
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 0 116 2 2 9 343
Total Working Papers 2 7 19 3,164 21 41 386 10,906


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 1 2 13 1,118
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 0 1 6 9
An Assessment of Currency Exposure of Non-Financial Firms in ASEAN-4: Insights using the Stock Returns and Cash Flow Methodologies 1 2 2 6 5 9 21 38
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 0 0 70 0 1 15 257
Bank financing diversification, market structure, and stability in a dual-banking system 1 1 7 13 2 5 37 54
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 0 264 0 1 13 565
CORPORATE SOCIAL PERFORMANCE AND FINANCIAL STABILITY: EVIDENCE FROM ISLAMIC, SOCIAL AND CONVENTIONAL BANKING MODELS 0 0 1 1 0 1 16 21
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 3 14 115
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 0 0 6 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 0 14 38
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 1 1 2 33 3 3 23 212
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 0 1 30 1 3 34 176
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 0 0 10 72
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 0 1 8 0 0 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 1 2 6 33
Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios 0 0 0 8 0 1 14 67
Empirical evidence of risk shifting in bonds and debt-basedsukuk 0 0 0 0 0 1 7 8
Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms 0 0 0 45 0 1 11 204
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 0 0 20 0 0 9 58
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 0 1 9 256
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 1 8 122
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 0 0 1 2 0 0 11 14
Impact of banking subsystem liquidity creation on real economic output 0 0 0 1 0 1 5 10
Impact of dual banking system liquidity creation on economic activity 0 0 3 3 0 0 27 30
International Financial Integration through Depositary Receipts (DRs) 0 0 0 10 2 2 7 35
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 0 10 0 0 5 31
Issues in Islamic Equities: A Literature Survey 0 0 0 9 0 0 12 68
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 0 0 8 60
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 3 163 0 0 13 723
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 0 3 0 0 14 164
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 0 0 19 106
Pricing efficiency of stock rights issues in Malaysia 0 0 0 60 0 2 6 242
Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis 0 0 0 110 1 1 15 815
Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk 0 0 1 30 0 0 9 116
Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance 0 0 2 20 0 0 18 111
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 1 1 1 41 1 1 11 152
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 1 1 7 28
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 0 9 0 0 12 62
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 8 0 1 13 54
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 0 6 1 1 8 51
The Islamic inter bank money market and a dual banking system: the Malaysian experience 1 1 2 3 2 4 25 40
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 1 1 13 140
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 1 1 7 52 2 3 26 192
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 0 6 0 0 11 71
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 1 1 1 22 2 2 9 68
What factors explain stock market retardation in Islamic Countries 0 0 1 37 0 0 11 182
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 1 1 6 12
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 0 7 1 2 11 30
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 0 1 8 60 1 5 23 296
Total Journal Articles 7 9 44 1,695 29 64 646 7,398
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 1 9 103 2 3 31 354
Public Finance and Islamic Capital Markets 0 0 0 0 0 1 8 24
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 1 1 3 90
Total Books 0 1 9 124 3 5 42 468


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 1 4 46
Answers to Select End-of-Chapter Questions 0 1 1 14 0 1 11 33
Asia's Recovery: A Comparative Analysis 0 0 0 3 1 3 10 30
Capital Markets: Conventional Versus Islamic 0 0 0 1 0 0 5 17
Conventional Macroeconomic Policy 0 0 0 0 0 0 5 14
Derivative Instruments and Islamic Finance 0 0 1 11 1 1 8 32
Derivative Markets and Trading 0 0 1 32 0 0 10 69
Derivatives: Introduction and Overview 0 0 1 38 0 0 10 66
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 0 4 1 1 8 17
Equity, Equity Index, and Currency Options 0 0 0 5 0 0 8 21
Forward and Futures Markets: Pricing and Analysis 0 0 1 25 1 1 9 50
Government Finance and the Debt Market 0 0 0 0 0 0 2 13
Government Finance and the Equity Market 0 0 0 0 0 0 2 10
Interest Rate Futures Contracts and Currency Futures Contracts 0 0 1 14 2 4 21 80
Interest Rate Swaps, Credit, and Other Derivatives 0 0 0 20 0 1 14 58
Introduction to Options 0 0 0 4 1 2 11 17
Islamic Macroeconomic Policies 0 0 0 0 0 1 8 53
Macro Market Application 0 0 0 0 0 0 8 16
Markets and the Way Forward 0 0 0 0 0 2 3 9
Micro Market Application 0 0 0 0 0 1 6 10
Option Pricing 0 0 0 7 0 0 6 26
Option Strategies and Payoffs 0 0 0 6 1 1 9 26
Options in Corporate Finance and Real Options 0 0 0 10 0 0 6 45
Replication, Synthetics, and Arbitrage 0 1 1 2 0 1 10 21
Risk Sharing and Public Policy 0 0 0 0 0 0 6 13
Risk management and derivatives in Islamic finance 0 0 1 39 1 1 13 162
Stock Index Futures Contracts: Analysis and Applications 0 0 3 24 1 2 13 83
Total Chapters 0 2 11 271 10 24 226 1,037


Statistics updated 2026-10-11