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Publications

by members of

Prince Mohammad Bin Fahd University → College of Business Administration

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Journal articles |

Journal articles

2024

  1. Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024, "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107476.
  2. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
  3. Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024, "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103434.
  4. Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024, "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100964.
  5. Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Lucey, Brian, 2024, "Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100992.
  6. Billah, Mabruk & Hadhri, Sinda & Hoque, Mohammad Enamul & Balli, Faruk, 2024, "A multi-dimensional connectedness and spillover between green bond and Islamic banking equity: Evidence from country level analysis," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102258.
  7. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024, "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102406.
  8. Kapar, Burcu & Billah, Syed Mabruk & Rana, Faisal & Balli, Faruk, 2024, "An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1442-1467, DOI: 10.1016/j.iref.2023.09.004.
  9. Billah, Mabruk & Alam, Md Rafayet & Hoque, Mohammad Enamul, 2024, "Global uncertainty and the spillover of tail risk between green and Islamic markets: A time-frequency domain approach with portfolio implications," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1416-1433, DOI: 10.1016/j.iref.2024.02.081.
  10. Billah, Mabruk & Hadhri, Sinda & Balli, Faruk & Sahabuddin, Mohammad, 2024, "Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 350-371, DOI: 10.1016/j.iref.2024.03.011.
  11. Mabruk Billah & Mohammad Enamul Hoque & Faruk Balli & Jaspreet Kaur & Sanjeev Kumar, 2024, "Downside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies," Applied Economics, Taylor & Francis Journals, volume 56, issue 59, pages 8900-8933, December, DOI: 10.1080/00036846.2023.2295305.

2023

  1. Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023, "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107034.
  2. Billah, Mabruk & Balli, Faruk & Hoxha, Indrit, 2023, "Extreme connectedness of agri-commodities with stock markets and its determinants," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100824.
  3. Rabbani, Mustafa Raza & Billah, Syed Mabruk & Shaik, Muneer & Rahman, Mashuk & Boujlil, Rhada, 2023, "Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100901.
  4. Billah, Mabruk & Elsayed, Ahmed H. & Hadhri, Sinda, 2023, "Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101728.
  5. Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023, "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2023.101936.
  6. Kumar, Sanjeev & Jain, Reetika & Narain, & Balli, Faruk & Billah, Mabruk, 2023, "Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 547-593, DOI: 10.1016/j.iref.2023.06.039.
  7. Faruk Balli & Mabruk Billah & Iftekhar Chowdhury, 2023, "Impact of the Russia–Ukraine war on hospitality equity markets," Tourism Economics, , volume 29, issue 8, pages 2206-2215, December, DOI: 10.1177/13548166221133493.
  8. Mosab I. Tabash & Mabruk Billah & Sanjeev Kumar & Md. Kausar Alam & Faruk Balli, 2023, "Analysis of the frequency dynamics of spillovers and connectedness among Islamic and conventional banks and their determinants: evidence from Gulf Cooperative Council (GCC) markets," Applied Economics, Taylor & Francis Journals, volume 55, issue 50, pages 5895-5924, October, DOI: 10.1080/00036846.2022.2140771.

2022

  1. Balli, Faruk & Billah, Mabruk & Balli, Hatice Ozer & De Bruin, Anne, 2022, "Spillovers between Sukuks and Shariah-compliant equity markets," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101725.
  2. Billah, Mabruk & Karim, Sitara & Naeem, Muhammad Abubakr & Vigne, Samuel A., 2022, "Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101680.
  3. Syed Mabruk Billah & Thi Thu Ha Nguyen & Md Iftekhar Hasan Chowdhury, 2022, "Sukuk and bond dynamics in relation to exchange rate," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 16, issue 3, pages 621-646, December, DOI: 10.1108/IMEFM-01-2022-0024.
  4. Md. Kausar Alam & Mosab I. Tabash & Mabruk Billah & Sanjeev Kumar & Suhaib Anagreh, 2022, "The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets," JRFM, MDPI, volume 15, issue 8, pages 1-20, August.
  5. Muhammad Abubakr Naeem & Mabruk Billah & Mohamed Marei & Faruk Balli, 2022, "Quantile connectedness between Sukuk bonds and the impact of COVID-19," Applied Economics Letters, Taylor & Francis Journals, volume 29, issue 15, pages 1378-1387, September, DOI: 10.1080/13504851.2021.1934384.
  6. Mabruk Billah & Faruk Balli & Hatice Ozer Balli, 2022, "Spillovers on sectoral sukuk returns: evidence from country level analysis," Applied Economics, Taylor & Francis Journals, volume 54, issue 38, pages 4402-4432, August, DOI: 10.1080/00036846.2022.2030049.

2021

  1. Muhammad Abubakr Naeem & Mustafa Raza Rabbani & Sitara Karim & Syed Mabruk Billah, 2021, "Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 16, issue 2, pages 234-252, December, DOI: 10.1108/IMEFM-06-2021-0252.
  2. Faruk Balli & Mabruk Billah & Hatice Ozer Balli & Anne De Bruin, 2021, "Spillovers to sectoral equity returns: do liquidity and financial positions matter?," Applied Economics, Taylor & Francis Journals, volume 53, issue 27, pages 3097-3130, June, DOI: 10.1080/00036846.2021.1875120.

2020

  1. Faruk Balli & Mabruk Billah & Hatice Ozer Balli & Russell Gregory-Allen, 2020, "Economic uncertainties, macroeconomic announcements and sukuk spreads," Applied Economics, Taylor & Francis Journals, volume 52, issue 35, pages 3748-3769, July, DOI: 10.1080/00036846.2020.1721424.

2017

  1. Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2017, "Stock return autocorrelation, day of the week and volatility," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 218-238, May, DOI: 10.1108/RAF-12-2014-0146.

2015

  1. Shah Saeed Hassan Chowdhury & M. Arifur Rahman & M. Shibley Sadique, 2015, "Behaviour of Stock Return Autocorrelation in the GCC Stock Markets," Global Business Review, International Management Institute, volume 16, issue 5, pages 737-746, October, DOI: 10.1177/0972150915591420.
  2. Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015, "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, volume 57, issue C, pages 46-60, DOI: 10.1016/j.qref.2015.01.002.

2008

  1. M. K. Hassan & S. S. H. Chowdhury, 2008, "Efficiency of Bangladesh stock market: evidence from monthly index and individual firm data," Applied Financial Economics, Taylor & Francis Journals, volume 18, issue 9, pages 749-758, DOI: 10.1080/09603100701320178.

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