IIUM Repository

Dr Azhar Mohamad

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  1. 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
  2. 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
  3. 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)
  4. 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 (Unpublished)
  5. 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.
  6. 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
  7. 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
  8. 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 (Unpublished)
  9. 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
  10. 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
  11. Mohamad, Azhar (2022) Elections and financial markets puzzle: Malaysian evidence. Managerial Finance. ISSN 0307-4358 E-ISSN 1758-7743 (In Press)
  12. 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
  13. 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
  14. Mohamad, Azhar (2022) Safe flight to which haven when Russia invades Ukraine? a 48-hour story. Economics Letters, 216. ISSN 0165-1765
  15. 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
  16. 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
  17. 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
  18. 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)
  19. 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
  20. 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

Most Viewed Items

Item titleViews
1Tax arrears amongst individual income taxpayers in Malaysia1303
2Potential application of Istisna’ financing in Malaysia1218
3Bay’ al-Salam and Istithne: implementation and challenges1103
4Price discovery in bitcoin spot or futures during the Covid-19 pandemic? evidence from the time-varying parameter vector autoregressive model with stochastic volatility1046
5Short selling and stock returns: evidence from the UK1041
6Aberrant investor participation amid substantial price swings: high-frequency evidence of magnet-repellent effect from Malaysia965
7Fiscal decentralization and convergence in government spending in Malaysia960
8Implied volatility forecasting in the options market: a survey939
9Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange938
10Foreign exchange exposure of Indonesian listed firms936
11Data envelopment analysis of efficiency of real estate investment trusts in Singapore925
12Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange917
13On IMF debt and capital control: evidence from Malaysia, Thailand, Indonesia, the Philippines and South Korea912
14Short-selling ban and cross-sectoral contagion: evidence from the UK893
15Order imbalance and selling aggression under a shorting ban: Evidence from the UK892
16Informational content of short interest (EBES 2011)891
17Foreign exchange exposure and impact of policy switch - the case of Malaysian listed firms 886
18Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)884
19Circuit breakers as market stability levers: a survey of research, praxis, and challenges884
20PhD proposal (Gregynog 2010): short selling and stock returns881
21Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence872
22Gibrat’s law and liquidity constraints: evidence from Malaysia industrial sector companies866
23Speculative behavior in vacant land development: evidence for real options in Malaysia864
24Seeking negative alphas through shorting861
25Circuit breakers as market stability levers: a survey of research, praxis, and challenges856
26Back to the future: returning to silver-backed money in Sri Lanka855
27Randomness for asset prices constrained by price limit regimes: a Malaysian case study855
28Gold vis-à-vis money in Islam: the case against Dinarist movement850
29Efficiency and productivity performance of zakat funds in Algeria850
30Does an Islamic finance industry need a unification of standards? A qualitative discussion848