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Dr Azhar Mohamad

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  1. Mohamad, Azhar (2025) Price discovery and time-varying causality dynamics in energy markets: futures versus ETFs. Computational Economics, 2025. pp. 1-25. ISSN 0921-2736 E-ISSN 1572-9974
  2. Mohamad, Azhar (2025) The impact of the Russo-Ukraine conflicts on price discovery on the financial markets. Applied Economics Letters, 32 (17). pp. 2412-2420. ISSN 1350-4851 E-ISSN 1466-4291
  3. Mohamad, Azhar (2025) Do bitcoin ETFs lead price discovery following their introduction in the bitcoin market? Computational Economics, 66 (2025) (1). pp. 947-969. ISSN 0927-7099 E-ISSN 1572-9974
  4. Mohamad, Azhar (2025) Green and climate finance research trends: a bibliometric study of pre- and post-pandemic shifts. Cleaner Production Letters, 8. pp. 1-21. ISSN 2666-7916
  5. Mohamad, Azhar (2025) Mapping the intellectual landscape of big data in accounting and finance: a decade of bibliometric analysis (2013-2023). Journal of Scientometric Research, 14 (1). pp. 201-220. ISSN 2321-6654 E-ISSN 2320-0057
  6. Nor, Bile Abdisalan and Mohamad, Azhar (2024) The causal connection between CO2 emissions and agricultural productivity in Somalia: evidence from an ARDL Bounds Testing Approach. Cogent Food & Agriculture, 10 (1). pp. 1-12. ISSN 2331-1932 E-ISSN 2331-1932
  7. Mohamad, Azhar (2024) Herding behaviour surrounding the Russo–Ukraine war and COVID-19 pandemic: evidence from energy, metal, livestock and grain commodities. Review of Behavioral Finance, 16 (5). pp. 925-957. ISSN 1940-5979 E-ISSN 1940-5987
  8. Mohamad, Azhar (2024) From scam to heist: the impact of cybercrimes on cryptocurrencies. Applied Economics Letters. ISSN 1350-4851 E-ISSN 1466-4291 (In Press)
  9. Mohamad, Azhar (2023) A bibliometric analysis of research trends in Islamic finance and Islamic banking. In: 3rd International Conference on Finance, Business, Banking and Tourism Industries (ICFBB 2023), 27th - 28th November 2023, Lombok Astoria Hotel Mataram. (Unpublished)
  10. Mohamad, Azhar (2023) Herd dynamics around the Russo-Ukraine war and Covid-19 pandemic. In: The 2023 Sydney Banking and Financial StabilityConference 8-9 December 2023, the University of Sydney Business School Sydney, Australia.
  11. Hairudin, Aiman and Mohamad, Azhar (2024) The isotropy of cryptocurrency volatility. International Journal of Finance and Economics, 29 (3). pp. 3779-3810. ISSN 1076-9307 E-ISSN 1099-1158
  12. 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
  13. 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)
  14. 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
  15. 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
  16. Mohamad, Azhar (2022) Elections and financial markets puzzle: Malaysian evidence. Managerial Finance. ISSN 0307-4358 E-ISSN 1758-7743 (In Press)
  17. 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
  18. 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
  19. Mohamad, Azhar (2022) Safe flight to which haven when Russia invades Ukraine? a 48-hour story. Economics Letters, 216. ISSN 0165-1765
  20. 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

Most Viewed Items

Item titleViews
1Tax arrears amongst individual income taxpayers in Malaysia1612
2Potential application of Istisna’ financing in Malaysia1533
3Bay’ al-Salam and Istithne: implementation and challenges1470
4Short selling and stock returns: evidence from the UK1326
5Price discovery in bitcoin spot or futures during the Covid-19 pandemic? evidence from the time-varying parameter vector autoregressive model with stochastic volatility1292
6Data envelopment analysis of efficiency of real estate investment trusts in Singapore1276
7Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange1250
8On IMF debt and capital control: evidence from Malaysia, Thailand, Indonesia, the Philippines and South Korea1250
9Aberrant investor participation amid substantial price swings: high-frequency evidence of magnet-repellent effect from Malaysia1241
10Back to the future: returning to silver-backed money in Sri Lanka1224
11Fiscal decentralization and convergence in government spending in Malaysia1208
12Foreign exchange exposure of Indonesian listed firms1206
13Implied volatility forecasting in the options market: a survey1205
14Informational content of short interest (EBES 2011)1200
15Gold vis-à-vis money in Islam: the case against Dinarist movement1193
16Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange1192
17Short-selling ban and cross-sectoral contagion: evidence from the UK1190
18Does an Islamic finance industry need a unification of standards? A qualitative discussion1190
19Bay' al-salam and istithna': implementation and challenges1173
20Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)1172
21Foreign exchange exposure and impact of policy switch - the case of Malaysian listed firms 1162
22Speculative behavior in vacant land development: evidence for real options in Malaysia1162
23Circuit breakers as market stability levers: a survey of research, praxis, and challenges1160
24PhD proposal (Gregynog 2010): short selling and stock returns1157
25Circuit breakers as market stability levers: a survey of research, praxis, and challenges1154
26Order imbalance and selling aggression under a shorting ban: Evidence from the UK1144
27The effects of corporate governance attributes and code amendments on the performance of Malaysian trading and services firms1139
28Implied volatility of structured warrants: Emerging market evidence1137
29Gibrat’s law and liquidity constraints: evidence from Malaysia industrial sector companies1135
30Short interest and stock returns: evidence from the UK (Gregynog 2011).1134