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Details about Syed Aun R. Rizvi

Workplace:Suleman Dawood School of Business (SDSB), Lahore University of Management Sciences, (more information at EDIRC)

Access statistics for papers by Syed Aun R. Rizvi.

Last updated 2018-07-11. Update your information in the RePEc Author Service.

Short-id: pri321

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Working Papers


  1. 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)
  2. Oil price shocks and GCC capital markets: who drives whom?
    MPRA Paper, University Library of Munich, Germany Downloads


  1. Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles


  1. A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets
    Emerging Markets Review, 2018, 34, (C), 143-161 Downloads View citations (1)
  2. Bank lending, deposits and risk-taking in times of crisis: A panel analysis of Islamic and conventional banks
    Emerging Markets Review, 2018, 35, (C), 31-47 Downloads View citations (1)
  3. Stabilising economic growth through risk sharing macro instruments
    The World Economy, 2018, 41, (3), 781-800 Downloads
  4. Understanding time-varying systematic risks in Islamic and conventional sectoral indices
    Economic Modelling, 2018, 70, (C), 561-570 Downloads


  1. Analysis of the efficiency–integration nexus of Japanese stock market
    Physica A: Statistical Mechanics and its Applications, 2017, 470, (C), 296-308 Downloads View citations (4)
  2. Do we need bigger Islamic banks? An assessment of bank stability
    Journal of Multinational Financial Management, 2017, 40, (C), 77-91 Downloads View citations (2)


  1. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency
    Review of Financial Economics, 2016, 31, (C), 108-114 Downloads View citations (7)
  2. How does crisis affect efficiency? An empirical study of East Asian markets
    Borsa Istanbul Review, 2016, 16, (1), 1-8 Downloads View citations (5)
  3. Investigating stock market efficiency: A look at OIC member countries
    Research in International Business and Finance, 2016, 36, (C), 402-413 Downloads View citations (10)


  1. Crises and contagion in Asia Pacific — Islamic v/s conventional markets
    Pacific-Basin Finance Journal, 2015, 34, (C), 315-326 Downloads View citations (28)
  2. The troika of business cycle, efficiency and volatility. An East Asian perspective
    Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 158-170 Downloads View citations (9)


  1. An Empirical Study of Islamic Equity as a Better Alternative during Crisis Using Multivariate GARCH DCC
    Islamic Economic Studies, 2014, 22-1, 159-184 Downloads View citations (3)
  2. 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 (42)
  3. Derivatives in Islamic finance: the need and mechanisms available
    International Journal of Financial Services Management, 2014, 7, (3/4), 177-195 Downloads
  4. Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis
    Economic Systems, 2014, 38, (4), 553-571 Downloads View citations (28)
  5. Tripartite analysis across business cycles in Turkey: A multi-timescale inquiry of efficiency, volatility and integration
    Borsa Istanbul Review, 2014, 14, (4), 224-235 Downloads View citations (5)
  6. What factors explain stock market retardation in Islamic Countries
    Emerging Markets Review, 2014, 19, (C), 106-127 Downloads View citations (11)


  1. Impact of corruption on bank profitability: an analysis of Islamic banks
    International Journal of Business Governance and Ethics, 2013, 8, (3), 195-209 Downloads View citations (2)
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