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Dr Azhar Mohamad

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  1. Mohamad, Azhar and Fromentin, Vincent (2023) Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic. Energy Economics, 126. pp. 1-19. ISSN 0140-9883
  2. Mohamad, Azhar (2022) Russian roulette from the Euromaidan protest to the Ukraine invasion: Is it different this time? In: International Society for Advancement of Financial Economics Conference (ISAFE-2022, 05-06 December 2022),, Ho Chi Minh University of Banking. (Unpublished)
  3. Hairudin, Aiman and Mohamad, Azhar (2023) The isotropy of cryptocurrency volatility. International Journal of Finance & Economics. pp. 1-32. ISSN 1076-9307 E-ISSN 1099-1158 (In Press)
  4. Zainudin, Ahmad Danial and Mohamad, Azhar (2023) Pandemic impact on the co-movement and hedging effectiveness of the global futures markets. Investment Analysts Journal, 52 (2). pp. 132-152. ISSN 1029-3523 E-ISSN 2077-0227
  5. Hairudin, Aiman and Sifat, Imtiaz Mohammad and Mohamad, Azhar and Yusof, Yusniliyana (2020) Cryptocurrencies: a survey on acceptance, governance and market dynamics. International Journal of Finance and Economics, 27 (4). pp. 4633-4659. ISSN 1076-9307 E-ISSN 1099-1158
  6. Mohamad, Azhar (2022) Elections and financial markets puzzle: Malaysian evidence. Managerial Finance. ISSN 0307-4358 E-ISSN 1758-7743 (In Press)
  7. Mohamad, Azhar and Stavroyiannis, Stavros (2022) Do birds of a feather flock together? evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19. Journal of International Financial Markets, Institutions & Money, 80. pp. 1-26. ISSN 1042-4431
  8. Mohamad, Azhar and Inani, Sarveshwar Kumar (2022) Price discovery in bitcoin spot or futures during the Covid-19 pandemic? evidence from the time-varying parameter vector autoregressive model with stochastic volatility. Applied Economics Letters, 29 (15). pp. 1-10. ISSN 1350-4851 E-ISSN 1466-4291
  9. Mohamad, Azhar (2022) Safe flight to which haven when Russia invades Ukraine? a 48-hour story. Economics Letters, 216. ISSN 0165-1765
  10. Zainudin, Ahmad Danial and Mohamad, Azhar (2021) Cross hedging with stock index futures. The Quarterly Review of Economics and Finance, 82. pp. 128-144. ISSN 1062-9769 E-ISSN 1878-4259
  11. Zainudin, Ahmad Danial and Mohamad, Azhar (2021) Financial contagion in the futures markets amidst global geo-economic events. The Quarterly Review of Economics and Finance, 81. pp. 288-308. ISSN 1062-9769
  12. Mohamad, Azhar and Samsudin, Najmi Ismail Murad and Sifat, Imtiaz, Mohammad (2021) Implied volatility of structured warrants: Emerging market evidence. The Quarterly Review of Economics and Finance, 80. pp. 464-479. ISSN 1062-9769
  13. Mohamad, Azhar and Sifat, Imtiaz Mohamad and Mohd Thas Thaker, Hassanudin and Muhammad Noor, Anwar (2020) On IMF debt and capital control: evidence from Malaysia, Thailand, Indonesia, the Philippines and South Korea. Journal of Financial Regulation and Compliance. ISSN 1358-1988 (In Press)
  14. Mohammad Sifat, Imtiaz and Mohamad, Azhar and Amin, Kevin Reinaldo (2020) Intertemporal price discovery between stock index futures and spot markets: new evidence from high-frequency data. International Journal of Finance and Economics. E-ISSN 1099-1158
  15. Yusof, Yusniliyana and Kalirajan, K. and Mohamad, Azhar (2020) Fiscal decentralization and convergence in government spending in Malaysia. International Journal of Finance and Economics. E-ISSN 1099-1158
  16. Mohd Thas Thaker, Hassanudin and Mohamad, Azhar and Mustaffa Kamil, Nazrol Kamil and Duasa, Jarita (2020) Information content and informativeness of the analyst report in Malaysia: Evidence from Sharīʿah-compliant shares. Journal of Islamic Accounting and Business Research, 11 (3). pp. 869-888. ISSN 1759-0817
  17. Venkadasalam, Saravanan and Mohamad, Azhar and Sifat, Imtiaz Mohammad (2020) Operational efficiency of shipping companies: evidence from Malaysia, Singapore, the Philippines, Thailand and Vietnam. International Journal of Emerging Markets, 15 (5). pp. 875-897. ISSN 1746-8809
  18. Sifat, Imtiaz Mohammad and Mohamad, Azhar (2020) A survey on the magnet effect of circuit breakers in financial markets. International Review of Economics and Finance, 69. pp. 138-151. E-ISSN 1099-1158
  19. Sifat, Imtiaz Mohammad and Mohamad, Azhar (2020) Ex-post effects of circuit breakers in crisis and calm markets: long horizon evidence from wide-band Malaysian price limits. Journal of Economic Studies, 47 (2). pp. 333-350. ISSN 0144-3585
  20. Sifat, Imtiaz Mohamma and Mohamad, Azhar (2019) Randomness for asset prices constrained by price limit regimes: a Malaysian case study. Journal of Private Equity, 22 (4). pp. 111-144. ISSN 1096-5572

Most Viewed Items

Item titleViews
1Tax arrears amongst individual income taxpayers in Malaysia937
2Potential application of Istisna’ financing in Malaysia830
3Price discovery in bitcoin spot or futures during the Covid-19 pandemic? evidence from the time-varying parameter vector autoregressive model with stochastic volatility722
4Bay’ al-Salam and Istithne: implementation and challenges692
5Aberrant investor participation amid substantial price swings: high-frequency evidence of magnet-repellent effect from Malaysia680
6Foreign exchange exposure of Indonesian listed firms661
7Implied volatility forecasting in the options market: a survey642
8Fiscal decentralization and convergence in government spending in Malaysia641
9On IMF debt and capital control: evidence from Malaysia, Thailand, Indonesia, the Philippines and South Korea631
10Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence629
11Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange619
12Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange615
13Short selling and stock returns: evidence from the UK612
14Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)602
15Efficiency and productivity performance of zakat funds in Algeria599
16Gibrat’s law and liquidity constraints: evidence from Malaysia industrial sector companies598
17Back to the future: returning to silver-backed money in Sri Lanka590
18Creating a two-way market via short selling and its potential use in the Islamic paradigm588
19Foreign exchange exposure and impact of policy switch - the case of Malaysian listed firms 585
20Short-selling ban and cross-sectoral contagion: evidence from the UK578
21Seeking negative alphas through shorting574
22Circuit breakers as market stability levers: a survey of research, praxis, and challenges573
23Randomness for asset prices constrained by price limit regimes: a Malaysian case study572
24Speculative behavior in vacant land development: evidence for real options in Malaysia572
25Informational content of short interest (EBES 2011)571
26Short-selling ban and cross-sectoral contagion: evidence from the UK560
27Order imbalance and selling aggression under a shorting ban: Evidence from the UK556
28An investigation of magnet effect via overnight returns: the Malaysian case555
29A survey on the magnet effect of circuit breakers in financial markets554
30Data envelopment analysis of efficiency of real estate investment trusts in Singapore553