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Obiyathulla Ismath Bacha

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla, 2017. "Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms," MPRA Paper 90280, University Library of Munich, Germany, revised 26 May 2018.

    Cited by:

    1. Aloui, Chaker & Shahzad, Syed Jawad Hussain & Hkiri, Besma & Hela, Ben Hamida & Khan, Muhammad Asif, 2021. "On the investors' sentiments and the Islamic stock-bond interplay across investments' horizons," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
    2. Kabir Hassan, M. & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2021. "The crossroads of ESG and religious screening on firm risk," Research in International Business and Finance, Elsevier, vol. 58(C).
    3. Alnori, Faisal & Alqahtani, Faisal, 2019. "Capital structure and speed of adjustment in non-financial firms: Does sharia compliance matter? Evidence from Saudi Arabia," Emerging Markets Review, Elsevier, vol. 39(C), pages 50-67.
    4. Marcin Kedzior & Barbara Grabinska & Konrad Grabinski & Dorota Kedzior, 2020. "Capital Structure Choices in Technology Firms: Empirical Results from Polish Listed Companies," JRFM, MDPI, vol. 13(9), pages 1-20, September.
    5. Hassan, M. Kabir & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023. "Equity costs and risks in emerging markets: Are ESG and Sharia principles complementary?," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    6. CRĂCIUN (TIMOFEI) Ioana, 2020. "Capital Structure And Financial Performance. A Study On Real Estate Sector In Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 199-208, July.
    7. Jing Du & Hongyue Wu & Ruoyu Jin, 2019. "Capital Structure of Public–Private Partnership Projects: A Sustainability Perspective," Sustainability, MDPI, vol. 11(13), pages 1-25, June.
    8. Chun-Yueh Lin & Yi-Hsien Wang, 2021. "Evaluating the Optimal External Equity Financing Strategy and Critical Factors for the Startup of Lending Company in Taiwan: An Application of Expert Network Decision Model," Mathematics, MDPI, vol. 9(18), pages 1-15, September.
    9. Moncef Guizani, 2020. "Testing the pecking order theory of capital structure: the case of Islamic financing modes," Future Business Journal, Springer, vol. 6(1), pages 1-12, December.

  2. el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet, 2014. "Leverage versus volatility: Evidence from the Capital Structure of European Firms," MPRA Paper 57682, University Library of Munich, Germany.

    Cited by:

    1. Yang Yang & Michael Rehm & Mingquan Zhou, 2021. "Housing Price Volatility: What's the Difference between Investment and Owner‐Occupancy?," The Economic Record, The Economic Society of Australia, vol. 97(319), pages 548-563, December.
    2. Naiwei Chen & Min-Teh Yu, 2023. "Sharia compliance, national governance, and value of cash in Organization of Islamic Cooperation countries," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-10, December.
    3. Ramli, Nur Ainna & Latan, Hengky & Solovida, Grace T., 2019. "Determinants of capital structure and firm financial performance—A PLS-SEM approach: Evidence from Malaysia and Indonesia," The Quarterly Review of Economics and Finance, Elsevier, vol. 71(C), pages 148-160.

  3. Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur, 2014. "Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis," MPRA Paper 56907, University Library of Munich, Germany.

    Cited by:

    1. Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022. "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, vol. 60(C).
    2. Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui, 2021. "Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient," Empirical Economics, Springer, vol. 60(3), pages 1127-1156, March.
    3. Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2023. "Frequency spillovers and portfolio risk implications between Sukuk, Islamic stock and emerging stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 139-157.
    4. Firouzi, Shahrokh & Wang, Xiangning, 2019. "A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform," Economic Modelling, Elsevier, vol. 82(C), pages 42-56.
    5. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
    6. Deng-Kui SI & Xiao-Lin LI & Tsangyao CHANG & Lu BAI, 2018. "Co-movement and Causality between Nominal Exchange Rates and Interest Rate Differentials in BRICS Countries: A Wavelet Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-19, December.
    7. Saba Qureshi & Muhammad Aftab, 2023. "Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis," Global Business Review, International Management Institute, vol. 24(6), pages 1180-1204, December.
    8. Peterson Owusu Junior & Imhotep Alagidede & George Tweneboah, 2020. "Shape-shift contagion in emerging markets equities: evidence from frequency- and time-domain analysis," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 146-156.
    9. Ali, Hakim & Masih, Mansur, 2016. "Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia," MPRA Paper 72180, University Library of Munich, Germany.
    10. Cheong, Calvin W.H., 2021. "Risk, resilience, and Shariah-compliance," Research in International Business and Finance, Elsevier, vol. 55(C).
    11. Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki, 2016. "Interdependence of foreign exchange markets: A wavelet coherence analysis," Economic Modelling, Elsevier, vol. 55(C), pages 6-14.
    12. Suwanhirunkul, Prachaya & Masih, Mansur, 2018. "Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones islamic U.S. index: evidences from GMM and quantile regression," MPRA Paper 93543, University Library of Munich, Germany.
    13. Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019. "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 675-687.
    14. Ding Bo & Engku Rabiah Adawiah Engku Ali & Buerhan Saiti, 2016. "Sukuk Issuance in China: Trends and Positive Expectations," International Review of Management and Marketing, Econjournals, vol. 6(4), pages 1020-1025.
    15. Hosen, Mosharrof & Masih, Mansur, 2017. "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper 79738, University Library of Munich, Germany.
    16. Buerhan Saiti & Mansur Masih, 2016. "The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1895-1905.
    17. Alandejani, Maha & Kutan, Ali M. & Samargandi, Nahla, 2017. "Do Islamic banks fail more than conventional banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 135-155.
    18. Umairah, Fatin & Masih, Mansur, 2017. "Should the Malaysian islamic stock market investors invest in regional and international equity markets to gain portfolio diversification benefits?," MPRA Paper 82117, University Library of Munich, Germany.
    19. Alshammari, Ahmad Alrazni & Alhabshi, Syed Musa & Saiti, Buerhan, 2019. "The impact of oil prices and the financial market on cost efficiency in the insurance and Takaful sectors: Evidence from a stochastic frontier analysis," Economic Systems, Elsevier, vol. 43(3).
    20. Ahmad Monir Abdullah & Abul Mansur Mohammed Masih, 2016. "Diversification in Crude Oil and Other Commodities: A Comparative Analysis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 12(1), pages 101-128.
    21. Hassan, M. Kabir & Djajadikerta, Hadrian Geri & Choudhury, Tonmoy & Kamran, Muhammad, 2022. "Safe havens in Islamic financial markets: COVID-19 versus GFC," Global Finance Journal, Elsevier, vol. 54(C).
    22. Manuel Monge & Luis A. Gil-Alana, 2020. "The Lithium Industry and Analysis of the Beta Term Structure of Oil Companies," Risks, MDPI, vol. 8(4), pages 1-17, December.
    23. Ahmad Alrazni Alshammari, Basheer Altarturi, Buerhan Saiti, Latifah Munassar, 2020. "The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 17(1), pages 31-54, June.
    24. O. Vasiurenko & V. LYASHENKO, 2020. "Wavelet coherence as a tool for retrospective analysis of bank activities," Economy and Forecasting, Valeriy Heyets, issue 2, pages 43-60.
    25. Qureshi, Saba & Aftab, Muhammad & Bouri, Elie & Saeed, Tareq, 2020. "Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    26. Ftiti, Zied & Hadhri, Sinda, 2019. "Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 40-55.
    27. Mustapha Olalekan Ojo & Luís Aguiar-Conraria & Maria Joana Soares, 2019. "A Time-Frequency Analysis of Sovereign Debt Contagion in Europe," NIPE Working Papers 11/2019, NIPE - Universidade do Minho.
    28. Meng, Xiangcai & Huang, Chia-Hsing, 2019. "The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 131-148.
    29. Xu, Yingying, 2020. "Will energy transitions impact financial systems?," Energy, Elsevier, vol. 194(C).
    30. Khamis Hamed Al‐Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi & Seong‐Min Yoon, 2021. "Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ΔCoVaR risk metric‐based copula approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2904-2926, April.
    31. Musa, Mustafa & Masih, Mansur, 2016. "Are the ASEAN stock markets integrated with the US market ? new evidence from wavelet coherence," MPRA Paper 101256, University Library of Munich, Germany.
    32. Mohti, Wahbeeah & Dionísio, Andreia & Vieira, Isabel & Ferreira, Paulo, 2019. "Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1388-1398.
    33. Zainudin, Ahmad Danial & Mohamad, Azhar, 2021. "Financial contagion in the futures markets amidst global geo-economic events," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 288-308.
    34. Shabeer Khan & Niaz Ahmed Bhutto & Uzair Abdullah Khan & Mohd Ziaur Rehman & Wadi B. Alonazi & Abdullah Ludeen, 2022. "Ṣukūk or Bond, Which Is More Sustainable during COVID-19? Global Evidence from the Wavelet Coherence Model," Sustainability, MDPI, vol. 14(17), pages 1-20, August.
    35. Delle Foglie, Andrea & Panetta, Ida Claudia, 2020. "Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).

  4. Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur, 2014. "How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries," MPRA Paper 59587, University Library of Munich, Germany.

    Cited by:

    1. Mazhar Hallak Kantakji, 2019. "The Impact of Macroeconomic Factors on US Islamic and Conventional Equity تأثير العوامل الاقتصادية الكلية على الأسهم الإسلامية والتقليدية الأمريكية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 32(2), pages 43-58, January.
    2. Nurasyikin Jamaludin & Shahnaz Ismail & Syamimi Ab Manaf, 2017. "Macroeconomic Variables and Stock Market Returns: Panel Analysis from Selected ASEAN Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(1), pages 37-45.

  5. Dewandaru, Ginanjar & Alaoui, AbdelKader & Bacha, Obiyathulla & Masih, Mansur, 2014. "Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices," MPRA Paper 56888, University Library of Munich, Germany.

    Cited by:

    1. Shegorika Rajwani & Dilip Kumar, 2019. "Measuring Dependence Between the USA and the Asian Economies: A Time-varying Copula Approach," Global Business Review, International Management Institute, vol. 20(4), pages 962-980, August.

  6. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014. "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper 56965, University Library of Munich, Germany.

    Cited by:

    1. Alam, Nafis & Arshad, Shaista & Rizvi, Syed Aun R., 2016. "Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency," Review of Financial Economics, Elsevier, vol. 31(C), pages 108-114.
    2. Khan, Abdullah & Rizvi, Syed Aun R. & Ali, Mohsin & Haroon, Omair, 2021. "A survey of Islamic finance research – Influences and influencers," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    3. Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018. "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, vol. 34(C), pages 143-161.
    4. Bob Li & Mong Shan Ee & Mamunur Rashid, 2016. "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 56-63, November.
    5. Li, Bob & Ee, Mong Shan & Rashid, Mamunur, 2016. "Is momentum trading profitable from Shari'ah compliant stocks?," Review of Financial Economics, Elsevier, vol. 31(C), pages 56-63.
    6. Oscar V. De la Torre-Torres & Evaristo Galeana-Figueroa & María de la Cruz Del Río-Rama & José Álvarez-García, 2022. "Using Markov-Switching Models in US Stocks Optimal Portfolio Selection in a Black–Litterman Context (Part 1)," Mathematics, MDPI, vol. 10(8), pages 1-28, April.
    7. Ibrahim, Mansor H., 2015. "Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 185-191.
    8. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019. "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 484-496.
    9. El Mehdi, Imen Khanchel & Mghaieth, Asma, 2017. "Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 595-611.
    10. I-Cheng Yeh, 2023. "Synergy frontier of multi-factor stock selection model," OPSEARCH, Springer;Operational Research Society of India, vol. 60(1), pages 445-480, March.
    11. Ahmed Hassanein & Mohamed M. Mostafa, 2023. "Bibliometric network analysis of thirty years of islamic banking and finance scholarly research," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 1961-1989, June.
    12. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "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, Elsevier, vol. 438(C), pages 223-235.
    13. Rania Makni & Olfa Benouda & Ezzedine Delhoumi, 2016. "International evidence on Islamic equity fund characteristics and performance persistence," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 75-82, November.
    14. Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2016. "International evidence on Islamic equity fund characteristics and performance persistence," Review of Financial Economics, Elsevier, vol. 31(C), pages 75-82.
    15. Zaremba, Adam & Karathanasopoulos, Andreas & Maydybura, Alina & Czapkiewicz, Anna & Bagheri, Noushin, 2020. "Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    16. Nattapong Laksomya & John G. Powell & Suparatana Tanthanongsakkun & Sirimon Treepongkaruna, 2018. "Are Internet message boards used to facilitate stock price manipulation? Evidence from an emerging market, Thailand," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 275-309, November.
    17. Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Rubi Ahmad, 2017. "New Islamic equity style indices: Constructing and testing the efficacy of information transmission," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1363355-136, January.

  7. Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M., 2014. "Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study," MPRA Paper 56954, University Library of Munich, Germany.

    Cited by:

    1. Imtiaz Mohammad Sifat & Azhar Mohamad & Kevin Reinaldo Amin, 2021. "Intertemporal price discovery between stock index futures and spot markets: New evidence from high‐frequency data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 898-913, January.
    2. Xiaoli Wang, 2015. "An Empirical Analysis of Lead-Lag Relationship among Various Financial Markets," Accounting and Finance Research, Sciedu Press, vol. 4(2), pages 1-60, May.

  8. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla I. & Masih, A. Mansur M., 2014. "The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test," MPRA Paper 56857, University Library of Munich, Germany.

    Cited by:

    1. González, Luis Otero & Razia, Alaa & Búa, Milagros Vivel & Sestayo, Rubén Lado, 2017. "Competition, concentration and risk taking in Banking sector of MENA countries," Research in International Business and Finance, Elsevier, vol. 42(C), pages 591-604.
    2. Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021. "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, vol. 50(C).
    3. Siti Marsila Mhd Ruslan, 2019. "The Financial Performance of Islamic Real Estate Investment Trusts (REITs) in Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 15(1), pages 191-220.
    4. Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019. "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, vol. 41(C), pages 79-89.
    5. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019. "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 484-496.
    6. Ah Mand, Abdollah & Sifat, Imtiaz, 2021. "Static and regime-dependent herding behavior: An emerging market case study," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    7. Shah, Syed Faisal & Albaity, Mohamed, 2022. "The role of trust, investor sentiment, and uncertainty on bank stock return performance: Evidence from the MENA region," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    8. González, Luis Otero & Razia, Alaa & Búa, Milagros Vivel & Sestayo, Rubén Lado, 2019. "Market structure, performance, and efficiency: Evidence from the MENA banking sector," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 84-101.
    9. Zaremba, Adam & Karathanasopoulos, Andreas & Maydybura, Alina & Czapkiewicz, Anna & Bagheri, Noushin, 2020. "Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    10. Suleman, Muhammad Tahir & McIver, Ron & Kang, Sang Hoon, 2021. "Asymmetric volatility connectedness between Islamic stock and commodity markets," Global Finance Journal, Elsevier, vol. 49(C).
    11. Boubakri, Narjess & Chen, Ruiyuan & Guedhami, Omrane & Li, Xinming, 2019. "The Stock Liquidity of Banks: A Comparison between Islamic and Conventional Banks in Emerging Economies," Emerging Markets Review, Elsevier, vol. 39(C), pages 210-224.
    12. John A. Sandwick & Pablo Collazzo, 2021. "Modern portfolio theory with sharia: a comparative analysis," Journal of Asset Management, Palgrave Macmillan, vol. 22(1), pages 30-42, February.

  9. Hanifa, Mohamed Hisham & Masih, Mansur & Bacha, Obiyathulla, 2014. "Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms," MPRA Paper 56953, University Library of Munich, Germany.

    Cited by:

    1. Saeed, Momna & Elnahass, Marwa & Izzeldin, Marwan & Tsionas, Mike, 2021. "Yield spread determinants of sukuk and conventional bonds," Economic Modelling, Elsevier, vol. 105(C).

  10. Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014. "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper 56956, University Library of Munich, Germany.

    Cited by:

    1. Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019. "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 675-687.
    2. Sclip, Alex & Dreassi, Alberto & Miani, Stefano & Paltrinieri, Andrea, 2016. "Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets," Review of Financial Economics, Elsevier, vol. 31(C), pages 34-44.
    3. Alandejani, Maha & Kutan, Ali M. & Samargandi, Nahla, 2017. "Do Islamic banks fail more than conventional banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 135-155.

  11. Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2012. "Incentive-Compatible Sukuk Musharakah for Private Sector Funding," MPRA Paper 46009, University Library of Munich, Germany.

    Cited by:

    1. Shafiullah Jan & M. Fahad Siddiqi & Karim Ullah, 2019. "Maqasid al Shariah and Stakeholders’ Wellbeing in Islamic Banks: A Proposed Framework," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 11(1), pages 83-102, March.

  12. Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2011. "Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk," MPRA Paper 46008, University Library of Munich, Germany, revised 2011.

    Cited by:

    1. Habib Ahmed, 2019. "Fiscal Policy and Deficit Financing: Islamic Perspectives السياسة المالية وتمويل العجز: وجهات نظر إسلامية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 32(1), pages 79-85, January.
    2. Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2014. "Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 22, pages 185-216.

  13. Norashikin Ismail Author_Email: & Prof Dr Datuk Syed Othman Alhabshi & Prof Obiyathulla Bacha, 2011. "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 2011-306, Conference Master Resources.

    Cited by:

    1. Wise William, 2020. "The Importance of the Efficiency of Mutual Life Insurers: A Comparison to Stock Life Insurers," Folia Oeconomica Stetinensia, Sciendo, vol. 20(1), pages 474-505, June.
    2. Hela Miniaoui & Anissa Chaibi, 2014. "Technical Efficiency of Takaful Industry: A Comparative Study of Malaysia and GCC Countries," Working Papers 2014-55, Department of Research, Ipag Business School.
    3. Ankitha Shetty & Savitha Basri, 2020. "Assessing the Technical Efficiency of Traditional and Corporate Agents in Indian Life Insurance Industry: Slack-based Data Envelopment Analysis Approach," Global Business Review, International Management Institute, vol. 21(2), pages 490-506, April.
    4. Silvana Kardinar Wijayanti & Barry Ramsay, 2016. "Life Insurance Take-Up Rate Influencing Factors Comparison between Malaysia and Japan," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 6(7), pages 37-41, July.
    5. Silvana Kardinar Wijayanti & Barry Ramsay, 2016. "Life Insurance Take-Up Rate Influencing Factors Comparison between Malaysia and Japan," International Journal of Business and Social Research, LAR Center Press, vol. 6(7), pages 37-41, July.
    6. Alshammari, Ahmad Alrazni & Alhabshi, Syed Musa & Saiti, Buerhan, 2019. "The impact of oil prices and the financial market on cost efficiency in the insurance and Takaful sectors: Evidence from a stochastic frontier analysis," Economic Systems, Elsevier, vol. 43(3).
    7. Hui Shan Lee & Fan Fah Cheng & Annuar Md Nassir & Nazrul Hisyam Ab Razak, 2019. "Impacts of Risk Based Capital Regulation in Malaysian Islamic Insurers (Takaful)," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 15(1), pages 27-59.
    8. Al-Amri, Khalid & David Cummins, J. & Weiss, Mary A., 2021. "Economies of scope, organizational form, and insolvency risk: Evidence from the takaful industry," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
    9. Khan, Atiquzzafar & Noreen, Uzma, 2014. "Efficiency Measure of Insurance v/s Tak ful Firms Using DEA Approach: A Case of Pakistan," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 22, pages 139-158.
    10. Alshammari, Ahmad Alrazni & Syed Jaafar Alhabshi, Syed Musa bin & Saiti, Buerhan, 2019. "The impact of competition on cost efficiency of insurance and takaful sectors: Evidence from GCC markets based on the Stochastic Frontier Analysis," Research in International Business and Finance, Elsevier, vol. 47(C), pages 410-427.
    11. Wanke, Peter & Barros, Carlos Pestana, 2016. "Efficiency drivers in Brazilian insurance: A two-stage DEA meta frontier-data mining approach," Economic Modelling, Elsevier, vol. 53(C), pages 8-22.

  14. Bacha, Obiyathulla I., 2008. "The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience," MPRA Paper 12699, University Library of Munich, Germany, revised Mar 2008.

    Cited by:

    1. Sandrine Kablan & Ouidad Yousfi & Mohamed Ali Chatti, 2017. "Activity diversification and performance of Islamic banks in Malaysia," Working Papers hal-01527699, HAL.
    2. Ndiaye, Ndeye Djiba & Masih, Mansur, 2017. "Is inflation targeting the proper monetary policy regime in a dual banking system? new evidence from ARDL bounds test," MPRA Paper 79420, University Library of Munich, Germany.
    3. Sarker, Md. Abdul Awwal, 2015. "Islamic Monetary Policy Instruments (IMPIs)," Working Papers 1436-4, The Islamic Research and Teaching Institute (IRTI).
    4. Uddin, Md Akther & Halim, Asyraf, 2015. "Islamic monetary policy: Is there an alternative of interest rate?," MPRA Paper 67697, University Library of Munich, Germany, revised 07 Jun 2015.
    5. Mohd Amin, Syajarul Imna & Mohd, Shamsher Mohamad Ramadili & Mohd. Rasid, Mohamed Eskandar Shah, 2017. "Does Cost Efficiency Affect Liquidity Risk in Banking? Evidence from Selected OIC Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 51(2), pages 47-62.
    6. Faisal Alqahtani, 2018. "Economy Downturn, Islamic Banking and the Indirect Consequences of the Global Financial Crisis," Review of Economics & Finance, Better Advances Press, Canada, vol. 12, pages 72-87, May.
    7. Morteza Alaeddini & Philippe Madiès & Paul J. Reaidy & Julie Dugdale, 2023. "Interbank money market concerns and actors’ strategies—A systematic review of 21st century literature," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 573-654, April.
    8. Alamsyah, Janoearto & Masih, Mansur, 2017. "Impact of islamic money market development on islamic bank liquidity management: a case study of Indonesia," MPRA Paper 106778, University Library of Munich, Germany.
    9. Seho, Mirzet & Alaaabed, Alaa & Masih, Mansur, 2016. "Risk-Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk?," MPRA Paper 82558, University Library of Munich, Germany.
    10. Kahf, Monzer & Hamadi, Cherin, 2014. "An Attempt to Develop Sharīʿah Compliant Liquidity Management Instruments for the Financier of Last Resort: With Reference to Qatar Development Plan," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 22, pages 109-138.
    11. Uddin, Md Akther & Ali, Md Hakim & Radwan, Maha, 2019. "Can GDP Growth Linked Instrument Be Used For Islamic Monetary Policy?," MPRA Paper 102888, University Library of Munich, Germany.
    12. Nechi, Salem & Smaoui, Houcem Eddine, 2019. "Interbank offered rates in Islamic countries: Is the Islamic benchmark different from the conventional benchmarks?," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 75-84.

  15. Bacha, Obiyathulla I., 2004. "Pricing Hybrid Securities: The Case of Malaysian ICULS," MPRA Paper 12764, University Library of Munich, Germany, revised Jun 2004.

    Cited by:

    1. Sri Noor Aishah Binti Mohd Salleh & Karren Lee-Hwei Khaw, 2018. "Frequency and Sequence: Convertible Debt Issuance Announcement Effect on Stock Returns," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 1-20.

  16. Bacha, Obiyathulla I., 2004. "Dual Banking Systems and Interest Rate Risk for Islamic Banks," MPRA Paper 12763, University Library of Munich, Germany, revised Mar 2004.

    Cited by:

    1. Hamza, Hichem & Saadaoui, Zied, 2018. "Monetary transmission through the debt financing channel of Islamic banks: Does PSIA play a role?," Research in International Business and Finance, Elsevier, vol. 45(C), pages 557-570.
    2. Etem Hakan, Ergeç & Bengül Gülümser, Arslan, 2011. "Impact of Interest Rates on Islamic and Conventional Banks: The Case of Turkey," MPRA Paper 29848, University Library of Munich, Germany.
    3. Obiyathulla Ismath Bacha, 2008. "The Islamic inter bank money market and a dual banking system: the Malaysian experience," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 1(3), pages 210-226, August.
    4. Khairul Anuar & Shamsher Mohamad & Mohamed Eskandar Shah, 2014. "Are Deposit and Investment Accounts in Islamic Banks in Malaysia Interest-Free? هل ودائع وحسابات الاستثمار في البنوك الإسلامية في ماليزيا غير قائمة أو خالية من الفائدة ؟," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 27(2), pages 29-58, July.
    5. Maya Panorama, 2017. "Effect of Monetary Aspects on the Performance of Islamic Banks in Indonesia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 76-85.
    6. Mushtaq, Saba & Siddiqui, Danish Ahmed, 2015. "Effect of interest rate on economic performance: Evidences from Islamic and Non-Islamic Economies," MPRA Paper 68298, University Library of Munich, Germany.
    7. Ludeen, Abdullah & Masih, Mansur, 2017. "What factors affect islamic bank deposits ? Malaysian case based on ARDL," MPRA Paper 109880, University Library of Munich, Germany.
    8. Seho, Mirzet & Alaaabed, Alaa & Masih, Mansur, 2016. "Risk-Sharing Financing of Islamic Banks: Better Shielded Against Interest Rate Risk?," MPRA Paper 82558, University Library of Munich, Germany.
    9. Chattha, Jamshaid Anwar & Alhabshi, Syed Musa, 2020. "Benchmark rate risk, duration gap and stress testing in dual banking systems," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    10. Serhat Yuksel & Sinemis Zengin, 2016. "Identifying the Determinants of Interest Rate Risk of the Banks," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 5(6), pages 12-28, October.
    11. Tariq, Anam & Masih, Mansur, 2016. "Risk-sharing deposits in islamic banks: do interest rates have any influence on them?," MPRA Paper 71680, University Library of Munich, Germany.

  17. Bacha, Obiyathulla I., 2004. "Lessons from East Asia's Crisis and Recovery," MPRA Paper 12759, University Library of Munich, Germany.

    Cited by:

    1. Ubaidillah, Nur Zaimah & Ab. Rahim, Rossazana, 2012. "A Multivariate Cointegration Analysis Of The Role Of Exports To Main Trading Partners In The Malaysian Macroeconomics," MPRA Paper 39706, University Library of Munich, Germany.

  18. Bacha, Obiyathulla I., 2004. "Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management," MPRA Paper 12632, University Library of Munich, Germany, revised Apr 2003.

    Cited by:

    1. Mustapha, Ishaq Muhammad & Masih, Mansur, 2017. "Dynamics of islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the islamic investors and risk hedgers," MPRA Paper 82218, University Library of Munich, Germany.
    2. Syed Adeel Hussain, 2013. "Differentiation of Market Risk Characteristics among Sharia Compliant and Conventional Equities listed on the Pakistani Capital Market - KSE 100 Index over a selective time period," 2013 Papers phu395, Job Market Papers.

  19. Bacha, Obiyathulla I. & Abdullah, Mimi H., 2001. "Halal Stock Designation and Impact on Price and Trading Volume," MPRA Paper 12728, University Library of Munich, Germany, revised Feb 2001.

    Cited by:

    1. Nawal Seif Kassim & Roslily Ramlee & Salina Kassim, 2017. "Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 7(2), pages 40-51.
    2. Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019. "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, vol. 41(C), pages 79-89.
    3. Al-Awadhi, Abdullah M. & Dempsey, Michael, 2017. "Social norms and market outcomes: The effects of religious beliefs on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 119-134.
    4. Hani Nuri Rohuma & Pradeep Brijlal, 2023. "Calendar Month Effect in Bursa Malaysia: A Comparison between Shariah-Compliant Portfolio and Non-Shariah- Compliant Portfolio," International Journal of Economics and Financial Issues, Econjournals, vol. 13(2), pages 12-17, March.
    5. Alam, Md. Mahmudul & Akbar, Chowdhury Shahed, 2019. "Rationality of the Capital Market: Capitalistic System vs. Islamic System," SocArXiv 83ekv, Center for Open Science.
    6. Zaremba, Adam & Karathanasopoulos, Andreas & Maydybura, Alina & Czapkiewicz, Anna & Bagheri, Noushin, 2020. "Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).

  20. Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin, 1999. "Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market," MPRA Paper 13075, University Library of Munich, Germany.

    Cited by:

    1. Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M., 2014. "Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study," MPRA Paper 56954, University Library of Munich, Germany.
    2. Noriza Binti Mohd Saad & Noraini Binti Ismail & Nor Edi Azhar Binti Mohamad & Normaisarah Binti Abdul Manaf, 2012. "Performance of Crude Palm Oil and Crude Palm Kernel Oil Futures in Malaysian Derivatives Market," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 2(4), pages 136-143, October.

  21. Bacha, Obiyathulla I., 1999. "Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration," MPRA Paper 12752, University Library of Munich, Germany.

    Cited by:

    1. Nadhirah Nordin & Normadiah Daud & Mahadi Mohammad & Hashim Jusoh & Mohd Shukri Jusoh & Faizol Ismail, 2017. "Commodity Derivatives: Shariah Alternatives in Risk Management?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(4), pages 232-246, April.
    2. Andreas A. Jobst, 2014. "The Islamic debate on derivatives," Chapters, in: M. Kabir Hassan & Mervyn K. Lewis (ed.), Handbook on Islam and Economic Life, chapter 16, pages iii-iii, Edward Elgar Publishing.
    3. Ebrahim, M. Shahid & Rahman, Shafiqur, 2005. "On the pareto-optimality of futures contracts over Islamic forward contracts: implications for the emerging Muslim economies," Journal of Economic Behavior & Organization, Elsevier, vol. 56(2), pages 273-295, February.
    4. Nadhirah Nordin & Mahadi Mohammad & Azlin Alisa Ahmad & Mohamad Sabri Haron & Normadiah Daud, 2017. "Commodity Futures: A Maqasid Al-Shariah Based Analysis," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 7(8), pages 602-614, August.
    5. Khan, Tariqullah, 2000. "Islamic Quasi Equity (Debt) Instruments And The Challenges Of Balance Sheet Hedging: An Exploratory Analysis," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 7, pages 1-31.
    6. Ehab M. M. INJADAT, 2014. "Futures and Forwards Contracts from Perspective of Islamic Law," Journal of Economics and Political Economy, KSP Journals, vol. 1(2), pages 241-252, December.
    7. Injadat, Ehab M. M., 2014. "Futures and Forwards Contracts from Perspective of Islamic Law," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 1(2), pages 241-252.
    8. Mr. Juan Sole & Andreas Jobst, 2012. "Operative Principles of Islamic Derivatives: Towards a Coherent Theory," IMF Working Papers 2012/063, International Monetary Fund.
    9. Mr. Juan Sole, 2007. "Introducing Islamic Banks into Conventional Banking Systems," IMF Working Papers 2007/175, International Monetary Fund.

  22. Bacha, Obiyathulla I., 1997. "The Asian Currency Crisis - A Fait Accompli?," MPRA Paper 12756, University Library of Munich, Germany.

    Cited by:

    1. Mansor H. Ibrahim, 2006. "Stock Prices and Bank Loan Dynamics in a Developing Country: The Case of Malaysia," Journal of Applied Economics, Taylor & Francis Journals, vol. 9(1), pages 71-89, May.

  23. Bacha, Obiyathulla I., 1997. "Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure," MPRA Paper 12732, University Library of Munich, Germany, revised Nov 1996.

    Cited by:

    1. Dinc, Yusuf, 2017. "The Functioning and Accounting of Musharakah Financing in Participation Banks and Firms; Problems and Recommendations," MPRA Paper 85336, University Library of Munich, Germany.
    2. Daher, Hassan & Masih, Mansur & Ibrahim, Mansor, 2015. "The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 36-52.
    3. Hasan, Zubair, 2012. "Incentive-compatible sukukmusharkah for private sector funding: Comment," MPRA Paper 41873, University Library of Munich, Germany.
    4. Adil EL Fakir & Mohamed Tkiouat, 2016. "Single or Menu Contracting: A Game Theory Application of the Hersanyi Model to Mudaraba Financing," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 221-230.
    5. Kamaruzdin, Thaqif & Masih, Mansur, 2014. "An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches," MPRA Paper 60248, University Library of Munich, Germany.
    6. Asmadi Mohamed Naim & Muhammad Nasri Md. Hussein & Mohamad Noor Habibi Long & Mahyuddin Abu Bakar, 2016. "Shariah Appraisal of the Concepts of Daman, Taqsir, and Taaddi in Trust-Based Contracts (Uqud al-amanat) التقييم الشرعي لمفاهيم الضمان والتقصير والتعدي في العقود القائمة على الثقة," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 29(1), pages 3-20, January.
    7. Daher, Hassan & Masih, A.Mansur M. & Ibrahim, Mansor H., 2014. "Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values," MPRA Paper 56947, University Library of Munich, Germany.
    8. Kaouther Jouaber & Meryem Mehri, 2012. "A Theory of Profit Sharing Ratio under Adverse Selection: The Case of Islamic Venture Capital," Post-Print hal-01525795, HAL.

Articles

  1. Hishamuddin Abdul Wahab & Obiyathulla Ismath Bacha & Norhazlina Ibrahim & Ahmad Monir Abdullah & Nurul Afaaf Mohd Nasir, 2022. "An Assessment of Currency Exposure of Non-Financial Firms in ASEAN-4: Insights using the Stock Returns and Cash Flow Methodologies," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 12(12), pages 1002-1026.

    Cited by:

    1. Hishamuddin Abdul Wahab, 2023. "The Wavelet Multi-Scale Analysis of Exchange Rate Exposure: An Application to Malaysian Consumer Products and Services Sector ," GATR Journals jfbr212, Global Academy of Training and Research (GATR) Enterprise.

  2. Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021. "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, vol. 45(1).

    Cited by:

    1. Abdelkader Derbali & Abderrazek El Khaldi & Fathi Jouini, 2017. "Shariah-compliant Capital Asset Pricing Model: new mathematical modeling," Journal of Asset Management, Palgrave Macmillan, vol. 18(7), pages 527-537, December.

  3. Šeho, Mirzet & Bacha, Obiyathulla Ismath & Smolo, Edib, 2020. "The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).

    Cited by:

    1. Šeho, Mirzet & Ibrahim, Mansor H. & Mirakhor, Abbas, 2021. "Does sectoral diversification of loans and financing improve bank returns and risk in dual-banking systems?," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    2. Muhammad Zahid Siddique & Muhammad Abubakar Siddique, 2023. "Reconciling the irreconcilable (talfeeq): The case of currency salam," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 562-574, January.
    3. Fadoua Joudar & Zouheir Msatfa & Olaya Metwalli & Maha Mouabid & Brahim Dinar, 2023. "Islamic Financial Stability Factors: An Econometric Evidence," Economies, MDPI, vol. 11(3), pages 1-13, March.
    4. Kabir, Anis & Abdul Rehman Shah, Syed Muhammad & Hassan, M. Kabir & Akmal, Muhammad, 2022. "The Transmission Mechanism of Monetary Policy via Bank’ Balance Sheet: An Empirical Study of Dual Banking System in Pakistan," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(2), pages 129-140.
    5. Muhammad Rabiu Danlami & Muhamad Abduh & Lutfi Abdul Razak, 2022. "CAMELS, risk-sharing financing, institutional quality and stability of Islamic banks: evidence from 6 OIC countries," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 13(8), pages 1155-1175, June.

  4. Marjan Naseri & Obiyathulla Ismath Bacha & Mansur Masih, 2020. "Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 164-187, January.

    Cited by:

  5. Ouatik El-Alaoui, AbdelKader & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet, 2018. "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, Elsevier, vol. 57(C), pages 160-184.

    Cited by:

    1. Khan, Salman & Azmat, Saad, 2020. "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 152-177.
    2. Xie, Qiwei & Cheng, Lu & Liu, Ranran & Zheng, Xiaolong & Li, Jingyu, 2023. "COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 52(C).

  6. Obiyathulla Ismath Bacha & Abbas Mirakhor, 2018. "Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures," The World Economy, Wiley Blackwell, vol. 41(3), pages 752-762, March.

    Cited by:

    1. Khan, Abdullah & Rizvi, Syed Aun R. & Ali, Mohsin & Haroon, Omair, 2021. "A survey of Islamic finance research – Influences and influencers," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    2. Minghua Chen & Qinru Chu & Tengwen Zhang & Qian Li & Jianxu Liu & Woraphon Yamaka, 2023. "The Structural Causes and Trend Evolution of Imbalance and Insufficiency of Development of Digital Inclusive Finance in China," Sustainability, MDPI, vol. 15(13), pages 1-22, June.
    3. Zhifeng Wang & Guiying Laura Wu & Qu Feng, 2020. "Productivity of core infrastructure investment in China: An input–output approach," The World Economy, Wiley Blackwell, vol. 43(12), pages 3384-3406, December.
    4. Ghlamallah, Ezzedine & Alexakis, Christos & Dowling, Michael & Piepenbrink, Anke, 2021. "The topics of Islamic economics and finance research," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 145-160.

  7. Mansur Masih & Nazrol K. M. Kamil & Obiyathulla I. Bacha, 2018. "Issues in Islamic Equities: A Literature Survey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(1), pages 1-26, January.

    Cited by:

    1. Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022. "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, vol. 60(C).
    2. Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021. "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, vol. 50(C).
    3. Ashraf, Dawood & Rizwan, Muhammad Suhail & Ahmad, Ghufran, 2022. "Islamic equity investments and the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    4. Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021. "Pandemics and the Asia-Pacific Islamic Stocks," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 1(1), pages 1-5.
    5. Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019. "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, vol. 41(C), pages 79-89.
    6. Muhammad Hanif & Kiran Zafar, 2020. "Developments in Islamic Finance Literature: Evidence from Specialized Journals التطورات في أدبيات التمويل الإسلامي: أدلة من دوريات متخصصة," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 33(2), pages 3-23, July.
    7. Mukrim, Syahirah & Masih, Mansur, 2018. "Do islamic indices help portfolio diversification ? application of multivariate GARCH and wavelet coherence," MPRA Paper 112099, University Library of Munich, Germany.
    8. Salisu, Afees A. & Shaik, Muneer, 2022. "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 282-293.
    9. Aiman, Muhammad & Masih, Mansur, 2018. "Impact of macroeconomic factors on shariah and conventional stocks: Malaysian evidence," MPRA Paper 111736, University Library of Munich, Germany.
    10. Andrea Delle Foglie & Gianni Pola, 2021. "Make the Best from Comparing Conventional and Islamic Asset Classes: A Design of an All-Seasons Combined Portfolio," JRFM, MDPI, vol. 14(10), pages 1-17, October.
    11. Anwer, Zaheer & Azmi, Wajahat & Mohamad, Shamsher, 2023. "Shariah screening and corporate governance: The case of constituent stocks of Dow Jones US Indices," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 976-1002.
    12. Md Akther Uddin & Md Hakim Ali & Mansur Masih, 2020. "Bitcoin—A hype or digital gold? Global evidence," Australian Economic Papers, Wiley Blackwell, vol. 59(3), pages 215-231, September.
    13. Muhammad Anas & Ghulam Mujtaba & Sadaf Nayyar & Saira Ashfaq, 2020. "Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets," JRFM, MDPI, vol. 13(7), pages 1-27, July.
    14. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach & Liu, Guangqiang & Ibrahim, Mansor, 2021. "Ethical investing and capital structure," Emerging Markets Review, Elsevier, vol. 47(C).
    15. Shahwahid, Muhammad & Masih, Mansur, 2018. "Macroeconomic determinants of islamic and conventional stocks: Malaysian evidence based on ARDL and NARDL approaches," MPRA Paper 114368, University Library of Munich, Germany.
    16. Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022. "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 75(C).
    17. Sherif, Mohamed, 2020. "The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    18. Delle Foglie, Andrea & Panetta, Ida Claudia, 2020. "Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).

  8. Md. Mahmudul Haque & Mohammad Ashraful Ferdous Chowdhury & Abdul Aziz Buriev & Obiyathulla Ismath Bacha & Mansur Masih, 2018. "Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach," Review of Financial Economics, John Wiley & Sons, vol. 36(2), pages 117-132, April.

    Cited by:

    1. Houcem Smaou & Hatem Ghouma, 2019. "Sukuk Market Development and Islamic Banks’ Capital Ratios," Working Papers 1329, Economic Research Forum, revised 21 Aug 2019.
    2. Nurin Haniah Asmuni & Ken Seng Tan, 2021. "Exploring the Yield Spread Between Sukuk and Conventional Bonds in Malaysia," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 20(2), pages 165-191, August.
    3. Shabeer Khan & Niaz Ahmed Bhutto & Uzair Abdullah Khan & Mohd Ziaur Rehman & Wadi B. Alonazi & Abdullah Ludeen, 2022. "Ṣukūk or Bond, Which Is More Sustainable during COVID-19? Global Evidence from the Wavelet Coherence Model," Sustainability, MDPI, vol. 14(17), pages 1-20, August.

  9. Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla Ismath, 2018. "Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 198-219.
    See citations under working paper version above.
  10. Sarkar Humayun Kabir & A. Mansur M. Masih & Obiyathulla Ismath Bacha, 2017. "Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(7), pages 1477-1500, July.

    Cited by:

    1. Łukasz Dopierała & Magdalena Mosionek-Schweda & Daria Ilczuk, 2020. "Does the Asset Allocation Policy Affect the Performance of Climate-Themed Funds? Empirical Evidence from the Scandinavian Mutual Funds Market," Sustainability, MDPI, vol. 12(2), pages 1-23, January.

  11. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017. "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, vol. 30(C), pages 66-95.
    See citations under working paper version above.
  12. Syed Faiq Najeeb & Obiyathulla Bacha & Mansur Masih, 2017. "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, Taylor & Francis Journals, vol. 53(10), pages 2377-2393, October.

    Cited by:

    1. Chowdhury, Mohammad Ashraful Ferdous & Meo, Muhammad Saeed & Uddin, Ajim & Haque, Md. Mahmudul, 2021. "Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches," Energy, Elsevier, vol. 231(C).
    2. Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019. "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 675-687.

  13. el Alaoui, AbdelKader Ouatik & Bacha, Obiyathulla Ismath & Masih, Mansur & Asutay, Mehmet, 2016. "Shari’ah screening, market risk and contagion: A multi-country analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 93-112.

    Cited by:

    1. Khan, Salman & Azmat, Saad, 2020. "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 152-177.
    2. Balli, Faruk & Chowdhury, Md Iftekhar Hasan & de Bruin, Anne, 2022. "Transition to Islamic equities: Systematic risk and Shari'ah compliance," Global Finance Journal, Elsevier, vol. 51(C).
    3. Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018. "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 1-16.
    4. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2019. "Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis," Energy Economics, Elsevier, vol. 80(C), pages 950-969.
    5. Mehmet Asutay & Yumeng Wang & Alija Avdukic, 2022. "Examining the Performance of Islamic and Conventional Stock Indices: A Comparative Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 327-355, June.
    6. Delle Foglie, Andrea & Panetta, Ida Claudia, 2020. "Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).

  14. Buerhan Saiti & Obiyathulla Ismath Bacha & Mansur Masih, 2016. "Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(8), pages 1832-1849, August.
    See citations under working paper version above.
  15. Syed Faiq Najeeb & Obiyathulla Bacha & Mansur Masih, 2015. "Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(1), pages 188-208, January.

    Cited by:

    1. Naifar, Nader, 2016. "Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 29-39.
    2. Kabir, Mustafa & Masih, Mansur, 2019. "Portfolio diversification between exchange rates and islamic stocks: evidence from the USA, Euro area, Japan and Malaysia," MPRA Paper 100574, University Library of Munich, Germany.
    3. Eman F. Attia & Sharihan Mohamed Aly & Ahmed said ElRawas & Ebtehal Orabi Awad, 2023. "Portfolio diversification benefits before and during the times of COVID-19: evidence from USA," Future Business Journal, Springer, vol. 9(1), pages 1-15, December.
    4. Haniff, Norazza Mohd & Masih, Mansur, 2016. "Shariah stocks as an inflation hedge in Malaysia," MPRA Paper 71681, University Library of Munich, Germany.
    5. Samia Nasreen & Syed Asif Ali Naqvi & Aviral Kumar Tiwari & Shawkat Hammoudeh & Syed Ale Raza Shah, 2020. "A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification," JRFM, MDPI, vol. 13(4), pages 1-21, March.
    6. Ali, Hakim & Masih, Mansur, 2016. "Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia," MPRA Paper 72180, University Library of Munich, Germany.
    7. Md Hakim Ali & Md Akther Uddin & Md. Atiqur Rahman Khan & Blake Goud, 2021. "Faith‐based versus value‐based finance: Is there any portfolio diversification benefit between responsible and Islamic finance?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5570-5583, October.
    8. Fuentes Vélez, Mariana & Pinilla Barrera, Alejandro, 2021. "Transmisión de volatilidad en el Mercado Integrado Latinoamericano (MILA): una evidencia del grado de integración. || Transmission of volatility in the Latin American Integrated Market (MILA): evidenc," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 31(1), pages 301-328, June.
    9. Cheong, Calvin W.H., 2021. "Risk, resilience, and Shariah-compliance," Research in International Business and Finance, Elsevier, vol. 55(C).
    10. Chowdhury, Mohammad Ashraful Ferdous & Meo, Muhammad Saeed & Uddin, Ajim & Haque, Md. Mahmudul, 2021. "Asymmetric effect of energy price on commodity price: New evidence from NARDL and time frequency wavelet approaches," Energy, Elsevier, vol. 231(C).
    11. Avishek Bhandari, 2020. "A wavelet analysis of inter-dependence, contagion and long memory among global equity markets," Papers 2003.14110, arXiv.org.
    12. Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019. "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 675-687.
    13. Hakim, Idwan & Masih, Mansur, 2014. "Portfolio diversification strategy for Malaysia: International and sectoral perspectives," MPRA Paper 58909, University Library of Munich, Germany.
    14. Rahim, Adam Mohamed & Masih, Mansur, 2016. "Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches," Economic Modelling, Elsevier, vol. 54(C), pages 425-438.
    15. Lim, Siok Jin & Masih, Mansur, 2017. "Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches," MPRA Paper 79752, University Library of Munich, Germany.
    16. Rehman, Mobeen Ur & Asghar, Nadia & Kang, Sang Hoon, 2020. "Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    17. Hasan, Md. Bokhtiar & Mahi, Masnun & Hassan, M. Kabir & Bhuiyan, Abul Bashar, 2021. "Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    18. Al Shugaa, Ameen & Masih, Mansur, 2014. "Uncertainty and Volatility in MENA Stock Markets During the Arab Spring," MPRA Paper 58867, University Library of Munich, Germany.
    19. Lim, Siok Jin, 2020. "Portfolio diversification opportunities for U.S. Islamic investors with its trading partners when the world catches a cold: A Multivariate-GARCH and wavelet approach," MPRA Paper 103295, University Library of Munich, Germany.
    20. Halim, Abdul & Masih, Mansur, 2017. "Comovement between crude oil prices and shariah stock indices: MGARCH-DCC and wavelet analysis," MPRA Paper 112141, University Library of Munich, Germany.
    21. Buriev, Abdul Aziz & Masih, Mansur, 2015. "Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet c," MPRA Paper 65233, University Library of Munich, Germany.
    22. Md Akther Uddin & Md Hakim Ali & Mansur Masih, 2020. "Bitcoin—A hype or digital gold? Global evidence," Australian Economic Papers, Wiley Blackwell, vol. 59(3), pages 215-231, September.
    23. Naz, Iram & Shah, Syed Muhammad Amir & Kutan, Ali M., 2017. "Do managers of sharia-compliant firms have distinctive financial styles?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 174-187.
    24. Mantai, Mohammed Mahmoud & Masih, Mansur, 2016. "Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis," MPRA Paper 72166, University Library of Munich, Germany.
    25. Zainudin, Ahmad Danial & Mohamad, Azhar, 2021. "Financial contagion in the futures markets amidst global geo-economic events," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 288-308.
    26. Cikiryel, Burak & Masih, Mansur, 2017. "The Impact of Brexit on Islamic Stock Markets Employing MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper 95681, University Library of Munich, Germany.
    27. Hong Rim & Robert Setaputra, 2020. "Equity Market Integration And Diversification: Evidence From Emerging And Developed Countries," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 14(2), pages 51-59.
    28. Sun, Qi & Xu, Weidong, 2018. "Wavelet analysis of the co-movement and lead–lag effect among multi-markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 489-499.
    29. Su, Tong & Zhang, Zuopeng (Justin) & Lin, Boqiang, 2022. "Green bonds and conventional financial markets in China: A tale of three transmission modes," Energy Economics, Elsevier, vol. 113(C).
    30. Ahmed Shafique Joyo & Lin Lefen, 2019. "Stock Market Integration of Pakistan with Its Trading Partners: A Multivariate DCC-GARCH Model Approach," Sustainability, MDPI, vol. 11(2), pages 1-23, January.
    31. M. Kannadhasan & Debojyoti Das, 2019. "Has Co-Movement Dynamics in Brazil, Russia, India, China and South Africa (BRICS) Markets Changed After Global Financial Crisis? New Evidence from Wavelet Analysis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 15(1), pages 1-26.

  16. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 205-232.
    See citations under working paper version above.
  17. Obiyathulla Ismath Bacha, Abbas Mirakhor, Hossein Askari, 2015. "Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance," PSL Quarterly Review, Economia civile, vol. 68(274), pages 187-213.

    Cited by:

    1. Harinder S. Kohli (ed.), 2016. "The World in 2050: Striving for a More Just, Prosperous, and Harmonious Global Community," Books, Emerging Markets Forum, edition 1, number world2050, May.

  18. Mohamed, Hisham Hanifa & Masih, Mansur & Bacha, Obiyathulla I., 2015. "Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 233-252.

    Cited by:

    1. Paltrinieri, Andrea & Hassan, Mohammad Kabir & Bahoo, Salman & Khan, Ashraf, 2023. "A bibliometric review of sukuk literature," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 897-918.
    2. Lin, Boqiang & Su, Tong, 2022. "Green bond vs conventional bond: Outline the rationale behind issuance choices in China," International Review of Financial Analysis, Elsevier, vol. 81(C).
    3. Azmat, Saad & Skully, Michael & Brown, Kym, 2017. "The (little) difference that makes all the difference between Islamic and conventional bonds," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 46-59.
    4. Robert W Faff & Stephen Gray & Kelvin Jui Keng Tan, 2016. "A contemporary view of corporate finance theory, empirical evidence and practice," Australian Journal of Management, Australian School of Business, vol. 41(4), pages 662-686, November.
    5. Dariusz Piotrowski, 2017. "Challenges and barriers to the development of sukuk in the European capital market," Proceedings of Economics and Finance Conferences 4807695, International Institute of Social and Economic Sciences.
    6. Aziz, Saqib & Ashraf, Dawood & El-Khatib, Rwan, 2021. "Societal trust and Sukuk activity," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    7. Ashraf, Dawood & Rizwan, Muhammad Suhail & Azmat, Saad, 2018. "The Role of Ownership and Governance Mechanism in Sukuk Financing by Malaysian Firms: An Application of A Double Selection Model," Working Papers 2018-2, The Islamic Research and Teaching Institute (IRTI).
    8. Nagano, Mamoru, 2017. "Sukuk issuance and information asymmetry: Why do firms issue sukuk?," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 142-157.
    9. Ibrahim, Mansor H., 2015. "Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 185-191.
    10. Mahfuzur Rahman & Che Ruhana Isa & Teng-Tsai Tu & Moniruzzaman Sarker & Md. Abdul Kaium Masud, 2020. "A bibliometric analysis of socially responsible investment sukuk literature," Asian Journal of Sustainability and Social Responsibility, Springer, vol. 5(1), pages 1-19, December.
    11. Guermazi, Imene, 2020. "The determinants of Sukuk issuance in GCC countries," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 28, pages 25-45.
    12. Mimouni, Karim & Smaoui, Houcem & Temimi, Akram & Al-Azzam, Moh'd, 2019. "The impact of Sukuk on the performance of conventional and Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 42-54.
    13. Balli, Faruk & Ghassan, Hassan B. & Al-Jefri, Essam H., 2020. "Sukuk and bond spreads," MPRA Paper 106729, University Library of Munich, Germany, revised 20 Jan 2021.
    14. Abdul Halim, Zairihan & How, Janice & Verhoeven, Peter, 2017. "Agency costs and corporate sukuk issuance," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 83-95.
    15. Ghlamallah, Ezzedine & Alexakis, Christos & Dowling, Michael & Piepenbrink, Anke, 2021. "The topics of Islamic economics and finance research," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 145-160.
    16. Ashraf, Dawood & Rizwan, Muhammad Suhail & Azmat, Saad, 2021. "Not one but three decisions in sukuk issuance: Understanding the role of ownership and governance," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    17. Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023. "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    18. Hafezali Iqbal Hussain & Mohd Farid Shamsudin & Shahrullizuannizam Salehuddin & Noor H. Jabarullah, 2018. "Debt Maturity and Shari'ah Compliance: Evidence from Malaysian Panel Data," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 176-186.
    19. Uddin, Md Hamid & Kabir, Sarkar Humayun & Hossain, Mohammed Sawkat & Wahab, Nor Shaipah Abdul & Liu, Jia, 2020. "Which firms do prefer Islamic debt? An analysis and evidence from global sukuk and bonds issuing firms," Emerging Markets Review, Elsevier, vol. 44(C).
    20. Khawaja, Mohsin & Bhatti, M. Ishaq & Ashraf, Dawood, 2019. "Ownership and control in a double decision framework for raising capital," Emerging Markets Review, Elsevier, vol. 41(C).
    21. Md Hamid Uddin & Sarkar H. Kabir & Mohammad Kabir Hassan & Mohammed S. Hossain & Jia Liu, 2022. "Why do sukuks (Islamic bonds) need a different pricing model?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2210-2234, April.
    22. Grassa, Rihab & Miniaoui, Hela, 2018. "Corporate choice between conventional bond and Sukuk issuance evidence from GCC countries," Research in International Business and Finance, Elsevier, vol. 45(C), pages 454-466.
    23. Naz, Iram & Shah, Syed Muhammad Amir & Kutan, Ali M., 2017. "Do managers of sharia-compliant firms have distinctive financial styles?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 174-187.
    24. Lin, Winston T. & Chen, Yueh H. & Hung, TingShu, 2019. "A partial adjustment valuation approach with stochastic and dynamic speeds of partial adjustment to measuring and evaluating the business value of information technology," European Journal of Operational Research, Elsevier, vol. 272(2), pages 766-779.
    25. Asutay, Mehmet & Hakim, Amira, 2018. "Exploring international economic integration through sukuk market connectivity: A network perspective," Research in International Business and Finance, Elsevier, vol. 46(C), pages 77-94.

  19. Aftab Parvez Khan & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih, 2015. "Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets," Capital Markets Review, Malaysian Finance Association, vol. 23(1&2), pages 40-64.

    Cited by:

    1. Ewa Feder-Sempach & Tomasz Miziołek, 2023. "How precisely European equity ETFs mirror their flagship benchmarks? Evidence from funds replicating performance of Euro Stoxx 50 Index," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 121-135, March.

  20. Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015. "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 115-138.

    Cited by:

    1. Ahmet Sensoy, 2016. "Systematic Risk in Conventional and Islamic Equity Markets," International Review of Finance, International Review of Finance Ltd., vol. 16(3), pages 457-466, September.
    2. Hutchinson, Mark C. & Mulcahy, Mark & O'Brien, John, 2018. "What is the cost of faith? An empirical investigation of Islamic purification," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 134-143.
    3. Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022. "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, vol. 60(C).
    4. Rizvi, Syed Aun R. & Arshad, Shaista, 2018. "Understanding time-varying systematic risks in Islamic and conventional sectoral indices," Economic Modelling, Elsevier, vol. 70(C), pages 561-570.
    5. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01579718, HAL.
    6. Umar, Zaghum, 2017. "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 1-10.
    7. Mevlüt CAMGÖZ & K. Ahmet KÖSE & Belkıs SEVAL, 2018. "Risk and Return Characteristics of Islamic Indices: An Empirical Approach," Istanbul Business Research, Istanbul University Business School, vol. 47(2), pages 124-153, November.
    8. Yildiz Selim & Abdelbari El Khamlichi, 2017. "The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures," Post-Print hal-01653400, HAL.
    9. Yousaf, Imran & Beljid, Makram & Chaibi, Anis & Ajlouni, Ahmed AL, 2022. "Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    10. Mohsin Ali & Wajahat Azmi & Aftab Parvez Khan, 2019. "Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis," International Journal of Energy Economics and Policy, Econjournals, vol. 9(3), pages 251-260.
    11. Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02964594, HAL.
    12. Trabelsi, Nader & Naifar, Nader, 2017. "Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR," Research in International Business and Finance, Elsevier, vol. 42(C), pages 727-744.
    13. Raza, Naveed & Ibrahimy, Ahmad & Ali, Azwadi, 2015. "Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS," MPRA Paper 69366, University Library of Munich, Germany.
    14. Chaker Aloui & Rania Jammazi & Hela Ben Hamida, 2018. "Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View," Computational Economics, Springer;Society for Computational Economics, vol. 52(2), pages 603-626, August.
    15. Naveed Raza & Ahmad Ibn Ibrahimy & Azwadi Ali & Sajid Ali, 2016. "Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(6), pages 305-318, Special I.
    16. Biancone, Paolo Pietro & Radwan, Maha, 2018. "Sharia-Compliant financing for public utility infrastructure," Utilities Policy, Elsevier, vol. 52(C), pages 88-94.
    17. Charles, Amélie & Darné, Olivier & Pop, Adrian, 2015. "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Research in International Business and Finance, Elsevier, vol. 35(C), pages 33-56.
    18. Ben Rejeb, Aymen & Arfaoui, Mongi, 2016. "Conventional and Islamic stock markets: what about financial performance?," MPRA Paper 73495, University Library of Munich, Germany.
    19. Thi-Hong-Van Hoang & Zhenzhen Zhu & Abdelbari El Khamlichi & Wing-Keung Wong, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Post-Print hal-02179795, HAL.
    20. Hosen, Mosharrof & Masih, Mansur, 2017. "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper 79738, University Library of Munich, Germany.
    21. Rehman, Mobeen Ur & Asghar, Nadia & Kang, Sang Hoon, 2020. "Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    22. Wanke, Peter & Azad, M.D. Abul Kalam & Barros, C.P., 2016. "Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach," Research in International Business and Finance, Elsevier, vol. 36(C), pages 485-498.
    23. Balli, Faruk & Chowdhury, Md Iftekhar Hasan & de Bruin, Anne, 2022. "Transition to Islamic equities: Systematic risk and Shari'ah compliance," Global Finance Journal, Elsevier, vol. 51(C).
    24. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
    25. Amelie Charles & Olivier Darné, 2015. "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Economics Bulletin, AccessEcon, vol. 35(3), pages 1897-1905.
    26. Shahzad, Syed Jawad Hussain & Ferrer, Román & Ballester, Laura & Umar, Zaghum, 2017. "Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 9-26.
    27. Aktham Maghyereh & Basel Awartani & Abul Hassan, 2018. "Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management," Journal of Asset Management, Palgrave Macmillan, vol. 19(6), pages 394-412, October.
    28. Rahim, Yasmin Abd & Masih, Mansur, 2015. "Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis," MPRA Paper 65259, University Library of Munich, Germany.
    29. Yunus Kilic & Mehmet Fatih Bugan, 2016. "Are Islamic Equity Markets “Safe Havens”? Testing the Contagion Effect using DCC-GARCH," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 167-176, October.
    30. Alhomaidi, Asem & Hassan, M. Kabir & Hippler, William J. & Mamun, Abdullah, 2019. "The impact of religious certification on market segmentation and investor recognition," Journal of Corporate Finance, Elsevier, vol. 55(C), pages 28-48.
    31. Ben Rejeb, Aymen, 2016. "Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis," MPRA Paper 73302, University Library of Munich, Germany.
    32. Asem Alhomaidi & M. Kabir Hassan & William J. Hippler, 2018. "The Effect of Implicit Market Barriers on Stock Trading and Liquidity," NFI Working Papers 2018-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
    33. Rizvi, Syed Aun R. & Arshad, Shaista, 2017. "Analysis of the efficiency–integration nexus of Japanese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 296-308.
    34. Delle Foglie, Andrea & Panetta, Ida Claudia, 2020. "Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).

  21. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "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, Elsevier, vol. 438(C), pages 223-235.

    Cited by:

    1. Xin-Lan Fu & Xing-Lu Gao & Zheng Shan & Zhi-Qiang Jiang & Wei-Xing Zhou, 2018. "Multifractal characteristics and return predictability in the Chinese stock markets," Papers 1806.07604, arXiv.org.
    2. Faheem Aslam & Paulo Ferreira & Haider Ali & Sumera Kauser, 2022. "Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 333-359, June.
    3. Li, Songsong & Xu, Nan & Hui, Xiaofeng, 2020. "International investors and the multifractality property: Evidence from accessible and inaccessible market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    4. Zhang, Guofu & Li, Jingjing, 2018. "Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 611-622.
    5. John Goddard & Enrico Onali, 2016. "Long memory and multifractality: A joint test," Papers 1601.00903, arXiv.org.
    6. Xing, Yani & Wang, Jun, 2019. "Statistical volatility duration and complexity of financial dynamics on Sierpinski gasket lattice percolation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 234-247.
    7. Gajardo, Gabriel & Kristjanpoller, Werner D. & Minutolo, Marcel, 2018. "Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 195-205.
    8. Jiang, Jiaqi & Gu, Rongbao, 2016. "Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 254-264.
    9. Mensi, Walid & Tiwari, Aviral Kumar & Yoon, Seong-Min, 2017. "Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 135-146.
    10. Saâdaoui, Foued, 2018. "Testing for multifractality of Islamic stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 496(C), pages 263-273.

  22. Kamil, Nazrol K.M. & Alhabshi, Syed O. & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "Heads we win, tails you lose: Is there equity in Islamic equity funds?," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 7-28.

    Cited by:

    1. Hutchinson, Mark C. & Mulcahy, Mark & O'Brien, John, 2018. "What is the cost of faith? An empirical investigation of Islamic purification," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 134-143.
    2. Khan, Abdullah & Rizvi, Syed Aun R. & Ali, Mohsin & Haroon, Omair, 2021. "A survey of Islamic finance research – Influences and influencers," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    3. Yilmaz, Mustafa K. & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2015. "Cross-sectoral interactions in Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 32(C), pages 1-20.
    4. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014. "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper 56965, University Library of Munich, Germany.
    5. Boo, Yee Ling & Ee, Mong Shan & Li, Bob & Rashid, Mamunur, 2017. "Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 183-192.
    6. Ibrahim, Mansor H., 2015. "Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 185-191.
    7. Dash, Saumya Ranjan & Maitra, Debasish, 2018. "Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 20-35.
    8. Hosen, Mosharrof & Masih, Mansur, 2017. "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper 79738, University Library of Munich, Germany.
    9. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019. "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 484-496.
    10. Mohsin Ali & Wajahat Azmi, 2016. "Religion in the boardroom and its impact on Islamic banks' performance," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 83-88, November.
    11. Cynthia W. Cai & Martina K. Linnenluecke & Mauricio Marrone & Abhay K. Singh, 2019. "Machine Learning and Expert Judgement: Analyzing Emerging Topics in Accounting and Finance Research in the Asia–Pacific," Abacus, Accounting Foundation, University of Sydney, vol. 55(4), pages 709-733, December.
    12. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 499-520.
    13. Rania Makni & Olfa Benouda & Ezzedine Delhoumi, 2016. "International evidence on Islamic equity fund characteristics and performance persistence," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 75-82, November.
    14. Yi, Li & He, Lei, 2016. "False discoveries in style timing of Chinese mutual funds," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 194-208.
    15. Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2016. "International evidence on Islamic equity fund characteristics and performance persistence," Review of Financial Economics, Elsevier, vol. 31(C), pages 75-82.
    16. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla I. & Masih, A. Mansur M., 2014. "The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test," MPRA Paper 56857, University Library of Munich, Germany.
    17. Grira, Jocelyn & Labidi, Chiraz, 2021. "Banks, Funds, and risks in islamic finance: Literature & future research avenues," Finance Research Letters, Elsevier, vol. 41(C).
    18. Huma Nawaz, 2019. "An investigation into factors that determine the growth rate in the Islamic banking and finance," Future Business Journal, Springer, vol. 5(1), pages 1-15, December.
    19. Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015. "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 115-138.
    20. Naz, Iram & Shah, Syed Muhammad Amir & Kutan, Ali M., 2017. "Do managers of sharia-compliant firms have distinctive financial styles?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 174-187.
    21. Hammami, Yacine & Oueslati, Abdelmonem, 2017. "Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 15-31.
    22. Azmi, Wajahat & Mohamad, Shamsher & Shah, Mohamed Eskandar, 2020. "Ethical investments and financial performance: An international evidence," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    23. Ali, Mohsin & Azmi, Wajahat, 2016. "Religion in the boardroom and its impact on Islamic banks' performance," Review of Financial Economics, Elsevier, vol. 31(C), pages 83-88.

  23. Rizvi, Syed Aun R. & Dewandaru, Ginanjar & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 86-99.

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    1. Tao Yin & Yiming Wang, 2021. "Nonlinear analysis and prediction of soybean futures," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 67(5), pages 200-207.
    2. Shaista Arshad & Omair Haroon & Syed Aun R. Rizvi, 2019. "Understanding Asian Emerging Stock Markets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 0(12th BMEB), pages 1-16, January.
    3. Naeem, Muhammad Abubakr & Bouri, Elie & Peng, Zhe & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021. "Asymmetric efficiency of cryptocurrencies during COVID19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
    4. Alam, Nafis & Arshad, Shaista & Rizvi, Syed Aun R., 2016. "Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency," Review of Financial Economics, Elsevier, vol. 31(C), pages 108-114.
    5. Zhang, Shuchang & Guo, Yaoqi & Cheng, Hui & Zhang, Hongwei, 2021. "Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    6. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01579718, HAL.
    7. Shaista Arshad, 2017. "Analysing the Relationship between Oil Prices and Islamic Stock Markets," Economic Papers, The Economic Society of Australia, vol. 36(4), pages 429-443, December.
    8. Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu & Yoon, Seong-Min, 2017. "A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 483(C), pages 182-192.
    9. Guo, Yaoqi & Yao, Shanshan & Cheng, Hui & Zhu, Wensong, 2020. "China's copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods," Resources Policy, Elsevier, vol. 68(C).
    10. Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018. "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, vol. 34(C), pages 143-161.
    11. Faheem Aslam & Paulo Ferreira & Haider Ali & Sumera Kauser, 2022. "Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 333-359, June.
    12. Yun-Jung Lee & Neung-Woo Kim & Ki-Hong Choi & Seong-Min Yoon, 2020. "Analysis of the Informational Efficiency of the EU Carbon Emission Trading Market: Asymmetric MF-DFA Approach," Energies, MDPI, vol. 13(9), pages 1-14, May.
    13. Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2018. "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 167-180.
    14. Arshad, Shaista & Rizvi, Syed Aun R., 2015. "The troika of business cycle, efficiency and volatility. An East Asian perspective," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 158-170.
    15. Wang, Guochao & Zheng, Shenzhou & Wang, Jun, 2019. "Complex and composite entropy fluctuation behaviors of statistical physics interacting financial model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 97-113.
    16. Fan, Xinghua & Lv, Xiangxiang & Yin, Jiuli & Tian, Lixin & Liang, Jiaochen, 2019. "Multifractality and market efficiency of carbon emission trading market: Analysis using the multifractal detrended fluctuation technique," Applied Energy, Elsevier, vol. 251(C), pages 1-1.
    17. Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020. "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    18. Mensi, Walid & Hamdi, Atef & Shahzad, Syed Jawad Hussain & Shafiullah, Muhammad & Al-Yahyaee, Khamis Hamed, 2018. "Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 576-589.
    19. Aslam, Faheem & Zil-e-huma, & Bibi, Rashida & Ferreira, Paulo, 2022. "Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis," Resources Policy, Elsevier, vol. 75(C).
    20. Arshad, Shaista & Rizvi, Syed Aun R. & Ghani, Gairuzazmi Mat & Duasa, Jarita, 2016. "Investigating stock market efficiency: A look at OIC member countries," Research in International Business and Finance, Elsevier, vol. 36(C), pages 402-413.
    21. Li, Songsong & Xu, Nan & Hui, Xiaofeng, 2020. "International investors and the multifractality property: Evidence from accessible and inaccessible market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    22. Qin, Jing & Lu, Xinsheng & Zhou, Ying & Qu, Ling, 2015. "The effectiveness of China’s RMB exchange rate reforms: An insight from multifractal detrended fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 443-454.
    23. Lin, Yong & Wang, Renyu & Gong, Xingyue & Jia, Guozhu, 2022. "Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: Evidence from Baidu Index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
    24. Deniz Erer & Elif Erer & Selim Güngör, 2023. "The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
    25. Al-Khazali, Osamah & Mirzaei, Ali, 2017. "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 190-208.
    26. Hooi Hooi Lean & Vinod Mishra & Russell Smyth, 2015. "Is investing in Islamic stocks profitable? Evidence from the Dow Jones Islamic market indexes," Monash Economics Working Papers 33-15, Monash University, Department of Economics.
    27. Christos Alexakis & Dimitris Kenourgios & Vasileios Pappas & Athina Petropoulou, 2021. "From dotcom to Covid-19: A convergence analysis of Islamic investments," Post-Print hal-03347374, HAL.
    28. Shahzad, Syed Jawad Hussain & Nor, Safwan Mohd & Mensi, Walid & Kumar, Ronald Ravinesh, 2017. "Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 351-363.
    29. Gu, Rongbao & Xiong, Wei & Li, Xinjie, 2015. "Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 439(C), pages 103-113.
    30. Gupta, Suman & Das, Debojyoti & Hasim, Haslifah & Tiwari, Aviral Kumar, 2018. "The dynamic relationship between stock returns and trading volume revisited: A MODWT-VAR approach," Finance Research Letters, Elsevier, vol. 27(C), pages 91-98.
    31. Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019. "Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach," Finance Research Letters, Elsevier, vol. 28(C), pages 398-411.
    32. Wang, Jian & Huang, Menghao & Wu, Xinpei & Kim, Junseok, 2023. "A local fitting based multifractal detrend fluctuation analysis method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 611(C).
    33. Jasman Tuyon & Zamri Ahmada, 2016. "Behavioural finance perspectives on Malaysian stock market efficiency," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 16(1), pages 43-61, March.
    34. Tao Yin & Yiming Wang, 2021. "Market Efficiency and Nonlinear Analysis of Soybean Futures," Sustainability, MDPI, vol. 13(2), pages 1-10, January.
    35. Ben Moews & Gbenga Ibikunle, 2020. "Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning," Papers 2002.10385, arXiv.org.
    36. Memon, Bilal Ahmed & Yao, Hongxing & Naveed, Hafiz Muhammad, 2022. "Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets," Resources Policy, Elsevier, vol. 77(C).
    37. Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Masih, Rumi & Masih, Mansur & Alhabshi, Syed Othman, 2014. "Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis," Economic Systems, Elsevier, vol. 38(4), pages 553-571.
    38. Moews, Ben & Ibikunle, Gbenga, 2020. "Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
    39. Bouoiyour, Jamal & Selmi, Refk & Wohar, Mark E., 2018. "Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, vol. 26(C), pages 100-105.
    40. Gajardo, Gabriel & Kristjanpoller, Werner, 2017. "Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 104(C), pages 121-128.
    41. Osamah AlKhazali & Hooi Hooi Lean & Taisier Zoubi, 2022. "The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach," IJFS, MDPI, vol. 10(4), pages 1-14, November.
    42. Arshad, Shaista & Rizvi, Syed Aun R. & Haroon, Omair & Mehmood, Fahad & Gong, Qiang, 2021. "Are oil prices efficient?," Economic Modelling, Elsevier, vol. 96(C), pages 362-370.
    43. Sierra-Porta, D. & Domínguez-Monterroza, Andy-Rafael, 2022. "Linking cosmic ray intensities to cutoff rigidity through multifractal detrented fluctuation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
    44. Abdullah, Mohammad & Chowdhury, Mohammad Ashraful Ferdous & Sulong, Zunaidah, 2023. "Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications," Resources Policy, Elsevier, vol. 81(C).
    45. El Mehdi, Imen Khanchel & Mghaieth, Asma, 2017. "Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 595-611.
    46. Taher, Sumaiyah & Masih, Mansur, 2018. "Which market is the driver of the Asian stock markets ?," MPRA Paper 107975, University Library of Munich, Germany.
    47. Zhang, Guofu & Li, Jingjing, 2018. "Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 611-622.
    48. Stosic, Dusan & Stosic, Darko & de Mattos Neto, Paulo S.G. & Stosic, Tatijana, 2019. "Multifractal characterization of Brazilian market sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 956-964.
    49. Chenyu Han & Yiming Wang & Yingying Xu, 2019. "Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash," Sustainability, MDPI, vol. 11(6), pages 1-15, March.
    50. Lee, Minhyuk & Song, Jae Wook & Kim, Sondo & Chang, Woojin, 2018. "Asymmetric market efficiency using the index-based asymmetric-MFDFA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 1278-1294.
    51. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan Imran & Dan Zhao & Tianxiao Li & Faiz Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
    52. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
    53. Sukpitak, Jessada & Hengpunya, Varagorn, 2016. "The influence of trading volume on market efficiency: The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 259-265.
    54. John Goddard & Enrico Onali, 2016. "Long memory and multifractality: A joint test," Papers 1601.00903, arXiv.org.
    55. Syeda Tayyaba Ijaz & Rabia Komal, 2015. "Role Of Hurst Exponent In Prediction Of Market Efficiency In Kse-100 Index," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 11(2), pages 41-54.
    56. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "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, Elsevier, vol. 438(C), pages 223-235.
    57. Stefán B. Gunnlaugsson, 2018. "Trading Rules On A Small Stock Market," Oradea Journal of Business and Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 46-55, March.
    58. Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018. "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 139-153.
    59. Niu, Hongli & Wang, Jun & Lu, Yunfan, 2016. "Fluctuation behaviors of financial return volatility duration," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 30-40.
    60. Wang, Qizhen & Zhu, Yingming & Yang, Liansheng & Mul, Remco A.H., 2017. "Coupling detrended fluctuation analysis of Asian stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 337-350.
    61. Naeem, Muhammad Abubakr & Farid, Saqib & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2021. "Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis," Energy Policy, Elsevier, vol. 153(C).
    62. Ni, Yensen & Day, Min-Yuh & Huang, Paoyu & Yu, Shang-Ru, 2020. "The profitability of Bollinger Bands: Evidence from the constituent stocks of Taiwan 50," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    63. Gajardo, Gabriel & Kristjanpoller, Werner D. & Minutolo, Marcel, 2018. "Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?," Chaos, Solitons & Fractals, Elsevier, vol. 109(C), pages 195-205.
    64. Jiang, Jiaqi & Gu, Rongbao, 2016. "Using Rényi parameter to improve the predictive power of singular value decomposition entropy on stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 448(C), pages 254-264.
    65. Faheem Aslam & Wahbeeah Mohti & Paulo Ferreira, 2020. "Evidence of Intraday Multifractality in European Stock Markets during the Recent Coronavirus (COVID-19) Outbreak," IJFS, MDPI, vol. 8(2), pages 1-13, May.
    66. Cristina Sattarhoff & Marc Gronwald, 2018. "How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an Application to the European Carbon Market," CESifo Working Paper Series 7102, CESifo.
    67. Wang, Qizhen, 2019. "Multifractal characterization of air polluted time series in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 167-180.
    68. Mensi, Walid & Tiwari, Aviral Kumar & Yoon, Seong-Min, 2017. "Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 471(C), pages 135-146.
    69. Mnif, Emna & Jarboui, Anis & Mouakhar, Khaireddine, 2020. "How the cryptocurrency market has performed during COVID 19? A multifractal analysis," Finance Research Letters, Elsevier, vol. 36(C).
    70. Dong Liu & Mingjie Luo & Qiang Fu & Yongjia Zhang & Khan M. Imran & Dan Zhao & Tianxiao Li & Faiz M. Abrar, 2016. "Precipitation Complexity Measurement Using Multifractal Spectra Empirical Mode Decomposition Detrended Fluctuation Analysis," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 30(2), pages 505-522, January.
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  24. Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Bacha, Obiyathulla I. & Masih, Mansur, 2014. "What factors explain stock market retardation in Islamic Countries," Emerging Markets Review, Elsevier, vol. 19(C), pages 106-127.

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    1. Mohsin Ali & Nafis Alam & Mudeer Ahmed Khattak & Wajahat Azmi, 2022. "Bank Risk-Taking and Legal Origin: What Do We Know about Dual Banking Economies?," JRFM, MDPI, vol. 15(5), pages 1-13, May.
    2. Shaista Arshad & Omair Haroon & Syed Aun R. Rizvi, 2019. "Understanding Asian Emerging Stock Markets," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 0(12th BMEB), pages 1-16, January.
    3. Kashif Islam & Ahmad Raza Bilal & Syed Anees Haider Zaidi, 2022. "Symmetric and asymmetric nexus between economic freedom and stock market development in Pakistan," Economic Change and Restructuring, Springer, vol. 55(4), pages 2391-2421, November.
    4. Haider Ali & Faheem Aslam & Paulo Ferreira, 2021. "Modeling Dynamic Multifractal Efficiency of US Electricity Market," Energies, MDPI, vol. 14(19), pages 1-16, September.
    5. Jonathan A. Batten & Xuan Vinh Vo, 2016. "Bank risk shifting and diversification in an emerging market," Risk Management, Palgrave Macmillan, vol. 18(4), pages 217-235, December.
    6. Rizvi, Syed Aun R. & Arshad, Shaista, 2018. "Understanding time-varying systematic risks in Islamic and conventional sectoral indices," Economic Modelling, Elsevier, vol. 70(C), pages 561-570.
    7. Rizvi, Syed Aun R. & Arshad, Shaista & Alam, Nafis, 2018. "A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets," Emerging Markets Review, Elsevier, vol. 34(C), pages 143-161.
    8. Ng, Adam & Dewandaru, Ginanjar & Ibrahim, Mansor H., 2015. "Property rights and the stock market-growth nexus," The North American Journal of Economics and Finance, Elsevier, vol. 32(C), pages 48-63.
    9. Devinaga RASIAH & Tay Lee YING & Sakiru Adebola SOLARIN, 2016. "Economic freedom index and stock returns in Malaysia," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(606), S), pages 213-236, Spring.
    10. Hooy, Chee-Wooi & Ali, Ruhani, 2017. "Does a Muslim CEO matter in Shariah-compliant companies? Evidence from Malaysia," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 126-141.
    11. Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    12. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019. "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 484-496.
    13. Alandejani, Maha & Kutan, Ali M. & Samargandi, Nahla, 2017. "Do Islamic banks fail more than conventional banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 135-155.
    14. Muhammad Ali Nasir & Muhammad Shahbaz & Trinh Thi Mai & Moade Shubita, 2021. "Development of Vietnamese stock market: Influence of domestic macroeconomic environment and regional markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1435-1458, January.
    15. Naz, Iram & Shah, Syed Muhammad Amir & Kutan, Ali M., 2017. "Do managers of sharia-compliant firms have distinctive financial styles?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 174-187.
    16. Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015. "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 338-352.
    17. Rizvi, Syed Aun R. & Arshad, Shaista, 2017. "Analysis of the efficiency–integration nexus of Japanese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 470(C), pages 296-308.
    18. Morad, Shahidah Nailul & Masih, Mansur, 2015. "Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach," MPRA Paper 65237, University Library of Munich, Germany.
    19. Wajahat Azmi & Zaheer Anwer & Mohsin Ali & Shamsher Mohamad, 2024. "Competition, stability, and institutional environment: The case of dual banking economies," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 609-631, January.

  25. Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih, 2014. "The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 14(4), pages 196-211, December.

    Cited by:

    1. Alexandrino Tavares Barreto, 2018. "The Contribution of African Capital Markets in the Diversification of European Investment Portfolios," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 10(3), pages 1-29, March.
    2. Abu-Alkheil, Ahmad & Khan, Walayet A. & Parikh, Bhavik & Mohanty, Sunil K., 2017. "Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 212-224.
    3. Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021. "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, vol. 50(C).
    4. Oloko, Tirimisiyu F., 2018. "Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria," Research in International Business and Finance, Elsevier, vol. 45(C), pages 219-232.
    5. Ashraf, Dawood & Rizwan, Muhammad Suhail & Ahmad, Ghufran, 2022. "Islamic equity investments and the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    6. Eman F. Attia & Sharihan Mohamed Aly & Ahmed said ElRawas & Ebtehal Orabi Awad, 2023. "Portfolio diversification benefits before and during the times of COVID-19: evidence from USA," Future Business Journal, Springer, vol. 9(1), pages 1-15, December.
    7. Ali, Fahad & Jiang, Yuexiang & Sensoy, Ahmet, 2021. "Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market," Research in International Business and Finance, Elsevier, vol. 58(C).
    8. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01579718, HAL.
    9. Faris Alshubiri & Mawih Kareem Ani, 2023. "Financing and returns of Shari’ah-compliant contracts and sustainable investing in the Islamic banking of Oman," Economic Change and Restructuring, Springer, vol. 56(4), pages 2455-2491, August.
    10. Naji Mansour Nomran & Razali Haron, 2021. "The impact of COVID-19 pandemic on Islamic versus conventional stock markets: international evidence from financial markets," Future Business Journal, Springer, vol. 7(1), pages 1-16, December.
    11. Faris Alshubiri, 2021. "Portfolio Returns of Islamic Indices and Stock Prices in GCC Countries: Empirical Evidence From the ARDL Model," SAGE Open, , vol. 11(2), pages 21582440211, May.
    12. Noureddine Benlagha & Wael Hemrit, 2018. "The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(4), pages 285-323, December.
    13. Yousaf, Imran & Beljid, Makram & Chaibi, Anis & Ajlouni, Ahmed AL, 2022. "Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    14. Salisu, Afees A. & Ndako, Umar B. & Adediran, Idris A. & Swaray, Raymond, 2020. "A fractional cointegration VAR analysis of Islamic stocks: A global perspective," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    15. Ali, Hakim & Masih, Mansur, 2016. "Evidence of cross-country portfolio diversification benefits: The case of Saudi Arabia," MPRA Paper 72180, University Library of Munich, Germany.
    16. Raza, Naveed & Ibrahimy, Ahmad & Ali, Azwadi, 2015. "Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS," MPRA Paper 69366, University Library of Munich, Germany.
    17. Md Hakim Ali & Md Akther Uddin & Md. Atiqur Rahman Khan & Blake Goud, 2021. "Faith‐based versus value‐based finance: Is there any portfolio diversification benefit between responsible and Islamic finance?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5570-5583, October.
    18. Naveed Raza & Ahmad Ibn Ibrahimy & Azwadi Ali & Sajid Ali, 2016. "Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(6), pages 305-318, Special I.
    19. Alexakis, Christos & Pappas, Vasileios & Tsikouras, Alexandros, 2017. "Hidden cointegration reveals hidden values in Islamic investments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 70-83.
    20. Charles, Amélie & Darné, Olivier & Pop, Adrian, 2015. "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Research in International Business and Finance, Elsevier, vol. 35(C), pages 33-56.
    21. Diana Hashim Syarif & Sugeng Wahyudi & Irene Rini Demi Pangestuti, 2019. "Financial Constraints and Cost of Equity: Empirical Study of Shariah Compliant Firms in Indonesia," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(3), pages 371-381, December.
    22. Bhuiyan, Rubaiyat Ahsan & Rahman, Maya Puspa & Saiti, Buerhan & Ghani, Gairuzazmi Bin Mat, 2019. "Does the Malaysian Sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 675-687.
    23. Ding Bo & Engku Rabiah Adawiah Engku Ali & Buerhan Saiti, 2016. "Sukuk Issuance in China: Trends and Positive Expectations," International Review of Management and Marketing, Econjournals, vol. 6(4), pages 1020-1025.
    24. Shahzad, Syed Jawad Hussain & Naifar, Nader, 2022. "Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
    25. Hosen, Mosharrof & Masih, Mansur, 2017. "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper 79738, University Library of Munich, Germany.
    26. Osamah AlKhazali & Hooi Hooi Lean & Taisier Zoubi, 2022. "The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach," IJFS, MDPI, vol. 10(4), pages 1-14, November.
    27. Abdullahi , Shafiu Ibrahim, 2021. "Islamic equities and COVID-19 pandemic: measuring Islamic stock indices correlation and volatility in period of crisis," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 29, pages 50-66.
    28. Salisu, Afees A. & Shaik, Muneer, 2022. "Islamic Stock indices and COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 282-293.
    29. Buerhan Saiti & Mansur Masih, 2016. "The Co-movement of Selective Conventional and Islamic Stock Indices: Is there any Impact on Shariah Compliant Equity Investment in China?," International Journal of Economics and Financial Issues, Econjournals, vol. 6(4), pages 1895-1905.
    30. Rehman, Mobeen Ur & Asghar, Nadia & Kang, Sang Hoon, 2020. "Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
    31. Balli, Faruk & Billah, Mabruk & Balli, Hatice Ozer & De Bruin, Anne, 2022. "Spillovers between Sukuks and Shariah-compliant equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    32. Shafiu ABDULLAHI, 2017. "Stock Market Linkage Financial Contagion and Assets Price Movements Evidence from Nigerian Stock Exchange," Journal of Advanced Studies in Finance, ASERS Publishing, vol. 8(2), pages 146-159.
    33. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
    34. Halim, Abdul & Masih, Mansur, 2017. "Comovement between crude oil prices and shariah stock indices: MGARCH-DCC and wavelet analysis," MPRA Paper 112141, University Library of Munich, Germany.
    35. Alkhazali, Osamah M. & Zoubi, Taisier A., 2020. "Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    36. Isiker, Murat & Tas, Oktay, 2021. "Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 28, pages 141-155.
    37. Mensi, Walid & Hammoudeh, Shawkat & Al-Jarrah, Idries Mohammad Wanas & Sensoy, Ahmet & Kang, Sang Hoon, 2017. "Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications," Energy Economics, Elsevier, vol. 67(C), pages 454-475.
    38. Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Naveed & Al-Yahyaee, Khamis Hamed, 2018. "Stock market efficiency: A comparative analysis of Islamic and conventional stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 139-153.
    39. Buriev, Abdul Aziz & Masih, Mansur, 2015. "Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet c," MPRA Paper 65233, University Library of Munich, Germany.
    40. Slah Bahloul & Mourad Mroua & Nader Naifar, 2017. "Further evidence on international Islamic and conventional portfolios diversification under regime switching," Applied Economics, Taylor & Francis Journals, vol. 49(39), pages 3959-3978, August.
    41. Hasan, Md Abu, 2019. "Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 26, pages 43-71.
    42. Ftiti, Zied & Hadhri, Sinda, 2019. "Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 40-55.
    43. Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021. "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, vol. 72(C).
    44. Gad, Samar & Andrikopoulos, Panagiotis, 2019. "Diversification benefits of Shari'ah compliant equity ETFs in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 133-144.
    45. Muhammad Anas & Ghulam Mujtaba & Sadaf Nayyar & Saira Ashfaq, 2020. "Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets," JRFM, MDPI, vol. 13(7), pages 1-27, July.
    46. Sema Bayraktar & Thomas C. Chiang, 2017. "Comovements of Stock Markets between Turkey and Global Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(3), pages 250-275, June.
    47. Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2022. "Financial Risk Meter for emerging markets," Research in International Business and Finance, Elsevier, vol. 60(C).
    48. Majeed, Raseena & Masih, Mansur, 2016. "Impact of macroeconomic variables on shariah stock markets: evidence from Malaysia based on ARDL approach," MPRA Paper 106118, University Library of Munich, Germany.
    49. Aktham Maghyereh & Basel Awartani & Abul Hassan, 2018. "Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management," Journal of Asset Management, Palgrave Macmillan, vol. 19(6), pages 394-412, October.
    50. Yunus Kilic & Mehmet Fatih Bugan, 2016. "Are Islamic Equity Markets “Safe Havens”? Testing the Contagion Effect using DCC-GARCH," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 6(4), pages 167-176, October.
    51. Alhomaidi, Asem & Hassan, M. Kabir & Hippler, William J. & Mamun, Abdullah, 2019. "The impact of religious certification on market segmentation and investor recognition," Journal of Corporate Finance, Elsevier, vol. 55(C), pages 28-48.
    52. Olofsson, Petter & Råholm, Anna & Uddin, Gazi Salah & Troster, Victor & Kang, Sang Hoon, 2021. "Ethical and unethical investments under extreme market conditions," International Review of Financial Analysis, Elsevier, vol. 78(C).
    53. Ahmad Abu-Alkheil & Walayet A. Khan & Bhavik Parikh, 2020. "Risk-Reward Trade-Off and Volatility Performance of Islamic Versus Conventional Stock Indices: Global Evidence," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 23(01), pages 1-29, March.
    54. Buerhan Saiti, 2017. "The Lead-Lag Relationship among East Asian Economies: A Wavelet Analysis," International Business Research, Canadian Center of Science and Education, vol. 10(3), pages 57-68, March.
    55. Brzeszczyński, Janusz & Gajdka, Jerzy & Kutan, Ali M., 2015. "Investor response to public news, sentiment and institutional trading in emerging markets: A review," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 338-352.
    56. Asem Alhomaidi & M. Kabir Hassan & William J. Hippler, 2018. "The Effect of Implicit Market Barriers on Stock Trading and Liquidity," NFI Working Papers 2018-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
    57. Trichilli, Yousra & Abbes, Mouna Boujelbène & Masmoudi, Afif, 2020. "Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis," Research in International Business and Finance, Elsevier, vol. 51(C).
    58. Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020. "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, vol. 44(2).
    59. Selmi, Refk & Wohar, Mark & Deisting, Florent & Kasmaoui, Kamal, 2023. "Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices," The Quarterly Review of Economics and Finance, Elsevier, vol. 91(C), pages 56-67.
    60. Delle Foglie, Andrea & Panetta, Ida Claudia, 2020. "Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).

  26. Obiyathulla Ismath Bacha & Azhar Mohamad & Sharifah Raihan Syed Mohd Zain & Mohd Eskandar Shah Mohd Rasid, 2013. "Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms," Applied Economics, Taylor & Francis Journals, vol. 45(20), pages 2974-2984, July.

    Cited by:

    1. Bang Nam Jeon & Lei Zhu & Dazhi Zheng, 2017. "Exchange rate exposure and financial crises: evidence from emerging Asian markets," Risk Management, Palgrave Macmillan, vol. 19(1), pages 53-71, February.
    2. Nurul Anisak & Azhar Mohamad, 2020. "Foreign Exchange Exposure of Indonesian Listed Firms," Global Business Review, International Management Institute, vol. 21(4), pages 918-936, August.
    3. Raghavan, Mala & Athanasopoulos, George, 2019. "Analysis of shock transmissions to a small open emerging economy using a SVARMA model," Economic Modelling, Elsevier, vol. 77(C), pages 187-203.
    4. Mahmut Erdogan, 2016. "Foreign Exchange Exposure and Hedging of Turkish Companies: Panel Data Evidence," International Business Research, Canadian Center of Science and Education, vol. 9(6), pages 44-52, June.
    5. Ekta Sikarwar & Ganesh Kumar Nidugala, 2018. "Effect of Central Bank Intervention in Estimating Exchange Rate Exposure: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(1), pages 60-95, April.
    6. Muhammad Aftab & Karim Bux Shah Syed & Rubi Ahmad & Izlin Ismail, 2016. "Exchange-rate variability and industry trade flows between Malaysia and Japan," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 25(4), pages 453-478, June.
    7. Jaratin Lily & Imbarine Bujang & Abdul Aziz Karia & Mori Kogid, 2018. "Exchange rate exposure revisited in Malaysia: a tale of two measures," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 8(4), pages 409-435, December.

  27. Nazrol Kamil Mustaffa Kamil & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih, 2012. "Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC," Capital Markets Review, Malaysian Finance Association, vol. 20(1&2), pages 43-64.

    Cited by:

    1. Mokhtar, Maznita & Masih, Mansur, 2014. "Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS," MPRA Paper 56990, University Library of Munich, Germany.
    2. Kamaruzdin, Thaqif & Masih, Mansur, 2014. "An inquiry into the stability of Islamic Financial Services Institutions in terms of volatility, risk and correlations: A case study of Malaysia employing M-GARCH t-DCC and MODWT Wavelet approaches," MPRA Paper 60248, University Library of Munich, Germany.
    3. Yildirim, Ramazan & Masih, Mansur, 2018. "Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors," MPRA Paper 90281, University Library of Munich, Germany.
    4. Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021. "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, vol. 45(1).

  28. Norashikin Ismail & Prof. Dr. Datuk Syed Othman Alhabshi & Prof. Obiyathulla Bacha, 2011. "Organizational Form And Efficiency: The Coexistence Of Family Takaful And Life Insurance In Malaysia," Journal of Global Business and Economics, Global Research Agency, vol. 3(1), pages 122-137, July.
    See citations under working paper version above.
  29. Obiyathulla Ismath Bacha & Sharifah Raihan Syed Mohd Zain, 2009. "Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 5(1), pages 117-138.

    Cited by:

    1. Ling Jong & Poh-Ling Ho, 2018. "Inside the family firms: The impact of family and institutional ownership on executive remuneration," Cogent Economics & Finance, Taylor & Francis Journals, vol. 6(1), pages 1432095-143, January.

  30. Obiyathulla Ismath Bacha, 2008. "The Islamic inter bank money market and a dual banking system: the Malaysian experience," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 1(3), pages 210-226, August.
    See citations under working paper version above.
  31. Obiyathulla Ismath Bacha, 2008. "A common currency area for ASEAN? issues and feasibility," Applied Economics, Taylor & Francis Journals, vol. 40(4), pages 515-529.

    Cited by:

    1. Lee, Grace H.Y. & Koh, Sharon G.M., 2012. "The prospects of a monetary union in East Asia," Economic Modelling, Elsevier, vol. 29(2), pages 96-102.
    2. Enzo Weber, 2007. "Regional and Outward Economic Integration in South-East Asia," SFB 649 Discussion Papers SFB649DP2007-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    3. Mustafa Caglayan & Omar S. Dahi & Firat Demir, 2010. "Trade Flows, Exchange Rate Uncertainty and Financial Depth: Evidence from 28 Emerging Countries," Working Papers 2010011, The University of Sheffield, Department of Economics, revised May 2010.
    4. Lee, Grace H.Y. & Azali, M., 2012. "Is East Asia an optimum currency area?," Economic Modelling, Elsevier, vol. 29(2), pages 87-95.
    5. Lee, Chin & M., Azali, 2013. "Financial Integration among ASEAN+3 Countries: Evidence from Exchange Rates," MPRA Paper 58162, University Library of Munich, Germany.
    6. Lee, Grace H.Y., 2011. "Gold dinar for the Islamic countries?," Economic Modelling, Elsevier, vol. 28(4), pages 1573-1586, July.
    7. Ong, Sheue Li & Sato, Kiyotaka, 2018. "Regional or global shock? A global VAR analysis of Asian economic and financial integration," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 232-248.
    8. Jarko Fidrmuc & Iikka Korhonen, 2018. "Meta‐Analysis of Chinese Business Cycle Correlation," Pacific Economic Review, Wiley Blackwell, vol. 23(3), pages 385-410, August.
    9. Shahriar Kabir & Ruhul Salim, 2016. "Can A Common Currency Induce Intra-Regional Trade? The Southeast Asian Perspective," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(3), pages 218-234, November.
    10. Quah, Chee-Heong & Ho, Yew-Joe, 2020. "Economic Feasibility of Malaysia and Singapore-Brunei Monetary Reunion: A Scrutiny during Major Financial Crises," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 27(1).
    11. Hans Genberg & Pierre L. Siklos, 2009. "Revisiting the Shocking Aspects of Asian Monetary Unification," Working Papers 192009, Hong Kong Institute for Monetary Research.
    12. Wong, KKS & Chin, Lee & Azali, M, 2015. "Yen Synchronization among ASEAN-5, Korea and Japan: Evidence from The Multivariate GARCH Model," MPRA Paper 96863, University Library of Munich, Germany.

  32. Lim Eng Hwa & Obiyathulla Ismath Bacha, 2002. "Price Reaction to Stock Repurchase: Evidence from KLSE," Capital Markets Review, Malaysian Finance Association, vol. 10(1), pages 139-177.

    Cited by:

    1. Mohamed Albaity & Diana Syafiza Said, 2016. "Impact of Open-Market Share Repurchases on Long-Term Stock Returns," SAGE Open, , vol. 6(4), pages 21582440166, October.

  33. Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha, 1999. "Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market," Capital Markets Review, Malaysian Finance Association, vol. 7(1&2), pages 1-46.
    See citations under working paper version above.
  34. Obiyathulla Ismath Bacha, 1995. "Conventional Versus Mudarabah Financing: An Agency Cost Perspective," IIUM Journal of Economics and Management, IIUM Journal of Economis and Management, vol. 4(2), pages 33-50, DECEMBER.

    Cited by:

    1. Muhammad Nouman & Karim Ullah & Saleem Gul, 2018. "Why Islamic Banks Tend to Avoid Participatory Financing? A Demand, Regulation, and Uncertainty Framework," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 10(1), pages 1-32, March.
    2. Bacha, Obiyathulla I., 1997. "Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure," MPRA Paper 12732, University Library of Munich, Germany, revised Nov 1996.
    3. Muhammad Nouman & Karim Ullah, 2014. "Constraints in the Application of Partnerships in Islamic Banks: The Present Contributions and Future Directions," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 6(2), pages 47-62, October.
    4. Athari, Seyed Alireza & Adaoglu, Cahit & Bektas, Eralp, 2016. "Investor protection and dividend policy: The case of Islamic and conventional banks," Emerging Markets Review, Elsevier, vol. 27(C), pages 100-117.
    5. Zubair Hasan, 2016. "Risk-Sharing: The Sole Basis of Islamic Finance? Time for a Serious Rethink المشاركة في المخاطر: الأساس الوحيد للتمويل الإسلامي؟ حان الوقت لإعادة التفكير الجدي في الموضوع," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 29(2), pages 23-36, January.
    6. Ouidad Yousfi & M. Kabir Hassan, 2014. "Moral hazard in Islamic profit–loss sharing contracts and private equity," Chapters, in: M. Kabir Hassan & Mervyn K. Lewis (ed.), Handbook on Islam and Economic Life, chapter 18, pages iii-iii, Edward Elgar Publishing.
    7. Hasan, Zubair, 2016. "Risk-sharing the sole basis of Islamic finance? time for a serious rethink," MPRA Paper 72252, University Library of Munich, Germany, revised 15 Apr 2018.
    8. Shamim Ahmad Siddiqui, 2008. "An Evaluation of Research on Monetary Policy and Stability of the Islamic Economic system تقييم الأبحاث المتعلقة بالسياسة والاستقرار المالي لنظام الاقتصاد الإسلامي," Papers and books based on the proceedings of the Conferences organized by the Islamic Economics Institute, KAAU. 51, King Abdulaziz University, Islamic Economics Institute..

Chapters

  1. Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor, 2016. "Islamic Macroeconomic Policies," Palgrave Studies in Islamic Banking, Finance and Economics, in: Public Finance and Islamic Capital Markets, chapter 0, pages 23-43, Palgrave Macmillan.

    Cited by:

    1. Hydzulkifli Hashim Omar* & Abubakar Yusuf Sanyinna, 2018. "Administrative Challenges of WAQF Institution in the Contemporary World: Future Prospects," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 294-299:6.

Books

  1. Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor, 2016. "Public Finance and Islamic Capital Markets," Palgrave Studies in Islamic Banking, Finance and Economics, Palgrave Macmillan, number 978-1-137-55342-3, December.

    Cited by:

    1. Hydzulkifli Hashim Omar* & Abubakar Yusuf Sanyinna, 2018. "Administrative Challenges of WAQF Institution in the Contemporary World: Future Prospects," The Journal of Social Sciences Research, Academic Research Publishing Group, pages 294-299:6.

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