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Dr Azhar Mohamad

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  1. Mohamad, Azhar (2022) Safe flight to which haven when Russia invades Ukraine? a 48-hour story. Economics Letters, 216. ISSN 0165-1765
  2. 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
  3. 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
  4. 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
  5. 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)
  6. 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
  7. 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
  8. 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
  9. 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
  10. 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
  11. 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
  12. 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
  13. Abd Wahab, Mohd Asraf and Mohamad, Azhar and Sifat, Imtiaz (2019) On contango, backwardation, and seasonality in index futures. The Journal of Private Equity, 22 (2). pp. 69-82. ISSN 1096-5572 E-ISSN 2168-8508
  14. Sifat, Imtiaz Mohamma and Mohamad, Azhar and Amin, Kevin R. (2019) Price discovery between index futures and spot markets. In: The 21st Malaysian Finance Association Conference 2019 (MFAC 2019), 31st July - 1st August 2019, Bandar Sunway, Selangor. (Unpublished)
  15. Mohamad, Azhar and Sifat, Imtiaz Mohammad and Mohamed Shariff, Mohammad Syazwan (2019) Lead-lag relationship between Bitcoin and Ethereum: evidence from hourly and daily data. Research in International Business and Finance, 50 (1). pp. 306-321. ISSN 0275-5319
  16. Mohamad, Azhar and Hashim, Mastura and Sifat, Imtiaz Mohamma (2019) The sustainable development consequences of IMF debt vs. capital control: comparing progress in GPI and GDP terms for Korea and Malaysia. Journal of Cleaner Production, 234 (1). pp. 725-742. ISSN 0959-6526
  17. Sifat, Imtiaz Mohammad and Mohamad, Azhar (2019) Circuit breakers as market stability levers: a survey of research, praxis, and challenges. International Journal of Finance and Economics, 24 (3). pp. 1130-1169. ISSN 1076-9307 E-ISSN 1099-1158
  18. Hasmawati, Anisza and Mohamad, Azhar (2019) Potential application of Istisna’ financing in Malaysia. Qualitative Research in Financial Markets, 11 (2). pp. 211-226. ISSN 1755-4179
  19. Mohamad, Azhar and Anisak, Nurul (2019) Foreign exchange exposure of Indonesian listed firms. Foreign Exchange Exposure of Indonesian Listed Firms, 20 (3). pp. 1-19. ISSN 09721509 E-ISSN 09730664
  20. Sifat, Imtiaz Mohammad and Mohamad, Azhar and Hamid, Zarinah (2019) Aberrant investor participation amid substantial price swings: high-frequency evidence of magnet-repellent effect from Malaysia. Macroeconomics and Finance in Emerging Market Economies, 12 (1). pp. 71-94. ISSN 1752-0843

Most Viewed Items

Item titleViews
1Creating a two-way market via short selling and its potential use in the Islamic paradigm 2160
2Short selling and stock returns: evidence from the UK2086
3Foreign exchange exposure and impact of policy switch - the case of Malaysian listed firms 1901
4PhD proposal (BAA Doctoral Colloquium Cardiff 2010): short selling and stock returns 1805
5Tax arrears amongst individual income taxpayers in Malaysia1741
6PhD proposal (Gregynog 2010): short selling and stock returns1618
7Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence1617
8Short selling and stock returns: evidence from the UK1615
9Selling short as Ijarāh with Istiḥsān and its ethical implication1560
10Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)1489
11Short-selling ban and cross-sectoral contagion: evidence from the UK1485
12Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange1471
13Informational content of short interest (EBES 2011)1368
14Short interest and stock returns: evidence from the UK (Gregynog 2011).1335
15Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange1311
16Short-selling ban and cross-sectoral contagion: evidence from the UK1262
17Order imbalance and selling aggression under a shorting ban: Evidence from the UK1189
18Implied volatility forecasting in the options market: a survey1184
19Implied volatility and contagion in the options market 1170
20Short selling and the development of anti-shorting laws in the UK1170
21Short selling and exchange-traded funds returns: evidence from the London Stock Exchange1130
22The effects of corporate governance attributes and code amendments on the performance of Malaysian trading and services firms1124
23Predicting Financial Distress based on Corporate Actions1112
24Creating a two-way market via short selling and its potential use in the Islamic paradigm1097
25Designing fitrah money:appraisal of gold-silver as practical alternatives1044
26Gibrat’s law and liquidity constraints: evidence from Malaysia industrial sector companies1043
27Asset pricing in developed and emerging markets:a survey1027
28Short-selling ban and cross-sectoral contagion: evidence from the UK1014
29Does Musharakah Mutanaqisah converge with Bai Bithamin Ajil and conventional loans?1012
30Contagion effects of financial crisis: a meta-analysis1011