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Details about Obiyathulla Ismath Bacha

Workplace:International Centre for Education in Islamic Finance (INCEIF), (more information at EDIRC)

Access statistics for papers by Obiyathulla Ismath Bacha.

Last updated 2020-09-20. Update your information in the RePEc Author Service.

Short-id: pba608


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Working Papers

2018

  1. Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Pacific-Basin Finance Journal (2018)

2014

  1. Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Pacific-Basin Finance Journal (2015)
  2. Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  5. Leverage versus volatility: Evidence from the Capital Structure of European Firms
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Leverage, return, volatility and contagion: Evidence from the portfolio framework
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study
    MPRA Paper, University Library of Munich, Germany Downloads
  9. Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices
    MPRA Paper, University Library of Munich, Germany Downloads
  10. Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms
    MPRA Paper, University Library of Munich, Germany Downloads
  11. Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
    See also Journal Article in Emerging Markets Finance and Trade (2016)
  12. The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Emerging Markets Review (2017)

2012

  1. Incentive-Compatible Sukuk Musharakah for Private Sector Funding
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2011

  1. ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA
    2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding, Conference Master Resources Downloads View citations (9)
    See also Journal Article in Journal of Global Business and Economics (2011)
  2. Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2008

  1. The Efficiency of Trading Halts; Evidence from Bursa Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads
  2. The Islamic Inter bank Money Market and a Dual Banking System: The Malaysian Experience
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
    See also Journal Article in International Journal of Islamic and Middle Eastern Finance and Management (2008)

2005

  1. A Common Currency Area for MENA Countries? A VAR Analysis of viability
    MPRA Paper, University Library of Munich, Germany Downloads

2004

  1. Dual Banking Systems and Interest Rate Risk for Islamic Banks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
  2. Lessons from East Asia's Crisis and Recovery
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  3. Pricing Hybrid Securities: The Case of Malaysian ICULS
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  4. The Market for Financial Derivatives: Removing Impediments to Growth
    MPRA Paper, University Library of Munich, Germany Downloads

2003

  1. Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2001

  1. Halal Stock Designation and Impact on Price and Trading Volume
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)

1999

  1. Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration
    MPRA Paper, University Library of Munich, Germany Downloads View citations (7)
  2. Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Capital Markets Review (1999)

1997

  1. The Asian Currency Crisis - A Fait Accompli?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

1996

  1. Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure
    MPRA Paper, University Library of Munich, Germany Downloads View citations (11)

Journal Articles

2020

  1. International Financial Integration through Depositary Receipts (DRs)
    Journal of Accounting and Finance in Emerging Economies, 2020, 6, (1), 301-322 Downloads
  2. The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets
    International Journal of Economics and Financial Issues, 2020, 10, (3), 130-138 Downloads
  3. The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems
    Pacific-Basin Finance Journal, 2020, 62, (C) Downloads
  4. Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking?
    Emerging Markets Finance and Trade, 2020, 56, (1), 164-187 Downloads

2018

  1. Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms
    Pacific-Basin Finance Journal, 2018, 51, (C), 198-219 Downloads View citations (2)
    See also Working Paper (2018)
  2. Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios
    Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 160-184 Downloads
  3. Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures
    The World Economy, 2018, 41, (3), 752-762 Downloads
  4. Issues in Islamic Equities: A Literature Survey
    Emerging Markets Finance and Trade, 2018, 54, (1), 1-26 Downloads View citations (3)
  5. Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach
    Review of Financial Economics, 2018, 36, (2), 117-132 Downloads View citations (1)

2017

  1. Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond () Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis
    Emerging Markets Finance and Trade, 2017, 53, (10), 2377-2393 Downloads View citations (1)
  2. Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions
    Emerging Markets Finance and Trade, 2017, 53, (7), 1477-1500 Downloads View citations (1)
  3. The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test
    Emerging Markets Review, 2017, 30, (C), 66-95 Downloads View citations (5)
    See also Working Paper (2014)

2016

  1. Shari’ah screening, market risk and contagion: A multi-country analysis
    Journal of Economic Behavior & Organization, 2016, 132, (S), 93-112 Downloads View citations (2)
  2. Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis
    Emerging Markets Finance and Trade, 2016, 52, (8), 1832-1849 Downloads View citations (13)
    See also Working Paper (2014)

2015

  1. Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model
    Pacific-Basin Finance Journal, 2015, 34, (C), 205-232 Downloads View citations (11)
    See also Working Paper (2014)
  2. Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities
    Physica A: Statistical Mechanics and its Applications, 2015, 438, (C), 223-235 Downloads View citations (8)
  3. Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis
    Emerging Markets Finance and Trade, 2015, 51, (1), 188-208 Downloads View citations (11)
  4. Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets
    Capital Markets Review, 2015, 23, (1&2), 40-64 Downloads
  5. Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance
    PSL Quarterly Review, 2015, 68, (274), 187-213 Downloads View citations (1)
  6. Risk-return characteristics of Islamic equity indices: Multi-timescales analysis
    Journal of Multinational Financial Management, 2015, 29, (C), 115-138 Downloads View citations (33)
  7. Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models
    Pacific-Basin Finance Journal, 2015, 34, (C), 233-252 Downloads View citations (15)

2014

  1. An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA
    Physica A: Statistical Mechanics and its Applications, 2014, 407, (C), 86-99 Downloads View citations (54)
  2. 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
    Capital Markets Review, 2014, 22, (1&2), 59-82 Downloads
  3. Heads we win, tails you lose: Is there equity in Islamic equity funds?
    Pacific-Basin Finance Journal, 2014, 28, (C), 7-28 Downloads View citations (17)
  4. Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk
    Islamic Economic Studies, 2014, 22-1, 185-216 Downloads
  5. The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors
    Borsa Istanbul Review, 2014, 14, (4), 196-211 Downloads View citations (39)
  6. What factors explain stock market retardation in Islamic Countries
    Emerging Markets Review, 2014, 19, (C), 106-127 Downloads View citations (13)

2013

  1. Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms
    Applied Economics, 2013, 45, (20), 2974-2984 Downloads View citations (6)

2012

  1. Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC
    Capital Markets Review, 2012, 20, (1&2), 43-64 Downloads View citations (4)

2011

  1. ORGANIZATIONAL FORM AND EFFICIENCY: THE COEXISTENCE OF FAMILY TAKAFUL AND LIFE INSURANCE IN MALAYSIA
    Journal of Global Business and Economics, 2011, 3, (1), 122-137 Downloads View citations (9)
    See also Working Paper (2011)

2010

  1. Pricing efficiency of stock rights issues in Malaysia
    Applied Financial Economics, 2010, 20, (22), 1751-1760 Downloads

2009

  1. Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance
    Asian Academy of Management Journal of Accounting and Finance (AAMJAF), 2009, 5, (1), 117-138 Downloads View citations (1)
  2. Pricing efficiency of the 3-month KLIBOR futures contracts: an empirical analysis
    Applied Financial Economics, 2009, 19, (6), 445-462 Downloads View citations (1)

2008

  1. A common currency area for ASEAN? issues and feasibility
    Applied Economics, 2008, 40, (4), 515-529 Downloads View citations (12)
  2. The Islamic inter bank money market and a dual banking system: the Malaysian experience
    International Journal of Islamic and Middle Eastern Finance and Management, 2008, 1, (3), 210-226 Downloads View citations (8)
    See also Working Paper (2008)

2003

  1. Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange
    Capital Markets Review, 2003, 11, (1&2), 1-22 Downloads

2002

  1. Price Reaction to Stock Repurchase: Evidence from KLSE
    Capital Markets Review, 2002, 10, (1), 139-177 Downloads View citations (1)

1999

  1. Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market
    Capital Markets Review, 1999, 7, (1&2), 1-46 Downloads View citations (1)
    See also Working Paper (1999)

1996

  1. Who Gets the Bonus in Bonus Stock Issuance?
    Capital Markets Review, 1996, 4, (2), 47-69 Downloads

1995

  1. CONVENTIONAL VERSUS MUDARABAH FINANCING: AN AGENCY COST PERSPECTIVE
    IIUM Journal of Economics and Management, 1995, 4, (2), 33-50 Downloads View citations (7)

Books

2019

  1. Islamic Capital Markets:A Comparative Approach
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

2016

  1. SEACEN Financial Stability Journal Volume 7 2016
    SEACEN Financial Stability Journal, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads

Chapters

2019

  1. BONDS AND BOND MARKETS
    Chapter 6 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 105-130 Downloads
  2. CAPITAL MARKETS AND GOVERNMENT POLICY
    Chapter 14 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 321-344 Downloads
  3. CAPITAL MARKETS: INTRODUCTION AND OVERVIEW
    Chapter 2 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 23-48 Downloads
  4. COMMON STOCKS AND EQUITY MARKETS
    Chapter 9 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 185-211 Downloads
  5. DERIVATIVE INSTRUMENTS: PRODUCTS AND APPLICATIONS
    Chapter 11 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 243-273 Downloads
  6. EXCHANGE RATES AND THE FOREIGN EXCHANGE MARKET
    Chapter 13 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 293-320 Downloads
  7. FOUNDING THOUGHTS: ADAM SMITH, CAPITALISM, AND ISLAMIC FINANCE
    Chapter 1 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 1-22 Downloads
  8. ISLAMIC FINANCE: UNDERLYING PHILOSOPHY, CONTRACTS, INSTRUMENT DESIGN, AND REQUISITES
    Chapter 3 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 49-62 Downloads
  9. ISSUES IN SUKUK DESIGN AND TRADING
    Chapter 8 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 157-184 Downloads
  10. POTENTIAL ROLE OF CAPITAL MARKETS IN REDUCING INCOME AND WEALTH INEQUALITY
    Chapter 15 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 345-362 Downloads
  11. SHARI’AH-COMPLIANT DERIVATIVE INSTRUMENTS
    Chapter 12 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 275-291 Downloads
  12. SUKUK AND SUKUK MARKETS
    Chapter 7 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 131-156 Downloads
  13. THE INTERBANK MONEY MARKETS
    Chapter 4 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 63-81 Downloads
  14. THE ISLAMIC EQUITIES MARKET
    Chapter 10 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 213-241 Downloads
  15. THE ISLAMIC INTERBANK MONEY MARKET
    Chapter 5 in ISLAMIC CAPITAL MARKETS A Comparative Approach, 2019, pp 83-103 Downloads

2017

  1. A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR
    Chapter 28 in Handbook of Empirical Research on Islam and Economic Life, 2017, pp 657-684 Downloads

2014

  1. Risk management and derivatives in Islamic finance
    Chapter 16 in Risk and Regulation of Islamic Banking, 2014, pp 283-300 Downloads

2002

  1. Asia's Recovery: A Comparative Analysis
    Chapter 1 in Monetary And Financial Management In Asia In The 21st Century, 2002, pp 1-20 Downloads
 
Page updated 2020-10-31