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 2 242
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 0 1 403 1 1 9 1,442
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 1 1 61 0 2 3 193
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 0 3 290 1 1 6 732
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 4 53 0 0 4 148
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 0 313 1 3 4 1,005
Halal Stock Designation and Impact on Price and Trading Volume 0 0 0 79 1 2 8 392
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 1 39 1 1 2 126
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 0 0 452
Lessons from East Asia's Crisis and Recovery 0 0 0 90 2 2 2 199
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 0 0 63 0 0 3 134
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 0 0 33 0 1 2 90
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 0 0 2 67
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 0 0 1 148
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 0 1 80 0 1 3 450
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 1 160 0 1 3 644
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 1 1 72 1 2 9 231
Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices 0 0 0 53 0 0 2 120
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 0 3 167
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 0 42 0 1 2 126
The Asian Currency Crisis - A Fait Accompli? 0 0 0 96 1 2 3 254
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 0 63 0 0 1 279
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 1 4 489 0 1 6 1,659
The Market for Financial Derivatives: Removing Impediments to Growth 0 1 2 141 0 1 5 421
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 1 2 2 95
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 4 116 1 2 6 332
Total Working Papers 0 4 23 3,137 12 27 98 10,472


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 1 6 383 0 1 10 1,102
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 0 4 0 0 0 15
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 0 3 69 0 1 11 238
Bank financing diversification, market structure, and stability in a dual-banking system 0 0 1 1 1 4 6 6
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 0 1 264 0 0 2 550
Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model 0 1 1 25 0 1 1 101
Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange 0 0 0 1 0 1 1 37
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 2 23
Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms 0 1 2 31 1 3 12 186
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 2 2 27 0 2 7 137
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 1 1 4 59
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 0 1 1 7 0 2 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 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 0 1 5 52
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 2 191
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 1 3 20 0 3 7 49
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 0 0 0 32 0 0 6 244
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 0 24 0 1 2 112
IMPACT OF LIQUIDITY CREATION ON REAL ECONOMIC OUTPUT: EVIDENCE FROM FULL-FLEDGED ISLAMIC BANKS AND HYBRID CONVENTIONAL BANKS 0 0 1 1 0 1 3 3
Impact of banking subsystem liquidity creation on real economic output 0 0 1 1 0 0 3 3
International Financial Integration through Depositary Receipts (DRs) 0 1 1 10 0 1 1 27
Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities 0 0 3 10 0 2 5 25
Issues in Islamic Equities: A Literature Survey 0 0 0 8 0 1 5 55
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 0 2 3 51
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 1 2 6 159 1 3 10 705
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 0 2 0 3 28 141
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 33 0 1 11 87
Pricing efficiency of stock rights issues in Malaysia 0 0 0 59 0 0 0 235
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 18 0 0 2 93
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 1 40 0 2 4 139
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 0 0 1 19
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 0 8 0 0 1 48
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 1 7 1 1 4 37
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 1 2 6 1 2 6 40
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 0 1 1 0 4 7 12
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 19 0 0 4 123
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 0 0 4 43 0 1 16 151
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 0 5 0 0 0 57
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 0 2 21 0 1 5 59
What factors explain stock market retardation in Islamic Countries 0 0 0 36 1 1 5 171
Who Gets the Bonus in Bonus Stock Issuance? 0 0 0 0 0 1 1 6
Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach 0 0 0 6 0 0 0 16
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 0 0 3 49 0 1 8 266
Total Journal Articles 1 11 47 1,629 7 52 214 6,629
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 17 91 7 17 96 313
Public Finance and Islamic Capital Markets 0 0 0 0 0 0 1 15
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 0 87
Total Books 0 1 17 112 7 17 97 415


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 1 1 3 13 1 1 8 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 8 1 1 5 20
Derivative Markets and Trading 0 0 4 31 0 0 7 58
Derivatives: Introduction and Overview 1 1 7 36 2 3 15 55
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 0 0 1 4 0 2 3 9
Equity, Equity Index, and Currency Options 0 0 1 5 0 0 2 13
Forward and Futures Markets: Pricing and Analysis 0 0 4 24 0 1 5 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 1 6 59
Interest Rate Swaps, Credit, and Other Derivatives 1 1 1 19 1 1 2 42
Introduction to Options 0 0 2 4 0 0 2 5
Islamic Macroeconomic Policies 0 0 0 0 0 3 6 43
Macro Market Application 0 0 0 0 0 2 3 7
Markets and the Way Forward 0 0 0 0 0 1 1 3
Micro Market Application 0 0 0 0 0 0 0 3
Option Pricing 0 0 0 7 0 2 3 20
Option Strategies and Payoffs 0 0 0 6 1 2 2 17
Options in Corporate Finance and Real Options 1 1 3 10 1 1 10 39
Replication, Synthetics, and Arbitrage 0 0 0 1 1 1 2 10
Risk Sharing and Public Policy 0 0 0 0 0 0 2 6
Risk management and derivatives in Islamic finance 0 0 6 38 0 0 8 147
Stock Index Futures Contracts: Analysis and Applications 0 1 2 21 0 3 8 68
Total Chapters 4 5 38 256 8 25 104 788


Statistics updated 2025-05-12