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 0 1 240
Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure 0 1 7 401 1 7 18 1,431
Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model 0 0 4 60 1 1 8 190
Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration 0 1 2 287 0 1 7 726
Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms 0 0 0 15 0 2 6 50
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 49 1 1 3 144
Dual Banking Systems and Interest Rate Risk for Islamic Banks 0 0 1 313 0 0 6 1,001
Halal Stock Designation and Impact on Price and Trading Volume 0 0 1 79 0 0 3 383
How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries 0 0 0 48 0 0 27 187
Incentive-Compatible Sukuk Musharakah for Private Sector Funding 0 0 1 38 0 0 3 124
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 2 89 3 4 8 451
Lessons from East Asia's Crisis and Recovery 0 0 0 90 0 0 1 197
Leverage versus volatility: Evidence from the Capital Structure of European Firms 0 1 1 63 0 1 1 130
Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening 0 1 1 33 0 1 1 88
Leverage, return, volatility and contagion: Evidence from the portfolio framework 0 0 0 17 0 0 4 65
Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study 0 0 0 28 0 0 2 147
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 1 2 79 0 1 6 447
Pricing Hybrid Securities: The Case of Malaysian ICULS 0 0 0 159 0 0 1 641
Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk 0 0 1 71 0 1 5 222
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 2 66 0 0 5 163
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 0 1 42 0 0 2 123
The Asian Currency Crisis - A Fait Accompli? 1 1 5 95 1 1 9 250
The Efficiency of Trading Halts; Evidence from Bursa Malaysia 0 0 0 63 0 0 0 277
The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience 0 0 0 485 3 6 11 1,647
The Market for Financial Derivatives: Removing Impediments to Growth 0 0 0 139 1 1 5 416
The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test 0 0 0 26 0 0 2 92
Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management 0 0 0 112 0 0 2 326
Total Working Papers 1 6 32 3,111 11 28 147 10,356


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 2 5 377 1 3 10 1,091
A common currency area for MENA countries? A VAR analysis of viability 0 0 0 0 0 1 1 1
An Assessment of Currency Exposure of Non-Financial Firms in ASEAN-4: Insights using the Stock Returns and Cash Flow Methodologies 1 1 3 3 2 3 9 13
An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA 0 1 2 65 0 1 9 225
CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE 0 1 1 262 0 1 1 547
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 1 100
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 4 29 3 6 24 169
Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities 0 0 1 25 0 1 9 128
Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC 0 0 0 4 0 0 2 54
Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis 1 1 1 6 1 1 3 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 1 7 0 0 2 46
Empirical evidence of risk shifting in bonds and debt-basedsukuk 0 0 0 0 0 0 1 1
Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms 0 0 0 45 0 0 2 189
Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures 0 0 0 17 0 0 1 42
Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance 1 2 5 32 2 4 11 238
Heads we win, tails you lose: Is there equity in Islamic equity funds? 0 0 1 24 0 0 4 110
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 0 7 0 0 3 20
Issues in Islamic Equities: A Literature Survey 0 1 3 8 0 1 4 50
Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market 0 0 0 0 0 0 0 48
ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA 0 1 5 153 0 3 10 691
Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets 0 0 0 2 0 0 7 107
Price Reaction to Stock Repurchase: Evidence from KLSE 0 0 0 31 1 2 6 74
Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk 0 0 0 29 0 0 1 107
Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance 0 0 0 16 0 0 1 89
Risk-return characteristics of Islamic equity indices: Multi-timescales analysis 0 0 0 38 0 0 0 134
Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions 0 0 0 1 0 0 2 18
Shari’ah screening, market risk and contagion: A multi-country analysis 0 0 0 8 0 1 2 47
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis 0 1 2 6 0 2 7 31
The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets 0 0 0 4 0 0 3 34
The Islamic inter bank money market and a dual banking system: the Malaysian experience 0 0 0 0 0 1 4 4
The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors 0 0 0 18 0 0 1 118
The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems 0 3 9 39 2 9 28 130
The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test 0 0 1 5 0 0 2 56
Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? 0 2 3 16 0 3 6 49
What factors explain stock market retardation in Islamic Countries 0 0 1 35 0 0 12 162
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 2 3 4 0 2 4 13
Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models 0 0 1 45 0 3 29 256
Total Journal Articles 3 19 52 1,398 12 48 222 5,326
4 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 4 17 61 62 14 52 162 163
Public Finance and Islamic Capital Markets 0 0 0 0 0 0 2 13
SEACEN Financial Stability Journal Volume 7 2016 0 0 0 21 0 0 1 87
Total Books 4 17 61 83 14 52 165 263


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 8 8 0 0 11 11
Asia's Recovery: A Comparative Analysis 0 0 0 2 0 0 0 19
Capital Markets: Conventional Versus Islamic 0 0 0 1 0 0 2 10
Conventional Macroeconomic Policy 0 0 0 0 0 0 0 7
Derivative Instruments and Islamic Finance 0 0 4 4 3 4 14 14
Derivative Markets and Trading 0 2 19 19 1 4 41 42
Derivatives: Introduction and Overview 1 4 20 20 1 9 30 31
Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges 1 1 3 3 1 1 6 6
Equity, Equity Index, and Currency Options 0 0 4 4 0 1 11 11
Forward and Futures Markets: Pricing and Analysis 1 4 10 12 1 7 21 28
Government Finance and the Debt Market 0 0 0 0 0 0 1 8
Government Finance and the Equity Market 0 0 0 0 0 0 1 7
Interest Rate Futures Contracts and Currency Futures Contracts 1 4 11 11 5 11 49 50
Interest Rate Swaps, Credit, and Other Derivatives 0 1 16 16 0 1 35 37
Introduction to Options 0 1 1 1 0 1 2 2
Islamic Macroeconomic Policies 0 0 0 0 2 4 13 36
Macro Market Application 0 0 0 0 0 0 1 4
Markets and the Way Forward 0 0 0 0 0 0 1 2
Micro Market Application 0 0 0 0 0 1 2 3
Option Pricing 0 0 4 6 0 1 10 15
Option Strategies and Payoffs 0 1 4 4 1 3 13 13
Options in Corporate Finance and Real Options 0 0 6 7 3 4 20 26
Replication, Synthetics, and Arbitrage 0 0 1 1 0 2 8 8
Risk Sharing and Public Policy 0 0 0 0 0 0 0 4
Risk management and derivatives in Islamic finance 0 0 2 31 1 1 5 137
Stock Index Futures Contracts: Analysis and Applications 2 6 16 16 3 13 50 50
Total Chapters 6 24 129 178 22 68 347 623


Statistics updated 2024-02-04