IIUM Repository

Dr Azhar Mohamad

Profile Picture

Latest Additions

  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 (Unpublished)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 (2023) The isotropy of cryptocurrency volatility. International Journal of Finance & Economics. pp. 1-32. 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 (Unpublished)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 Malaysia1280
2Potential application of Istisna’ financing in Malaysia1186
3Bay’ al-Salam and Istithne: implementation and challenges1067
4Price discovery in bitcoin spot or futures during the Covid-19 pandemic? evidence from the time-varying parameter vector autoregressive model with stochastic volatility1016
5Short selling and stock returns: evidence from the UK1014
6Aberrant investor participation amid substantial price swings: high-frequency evidence of magnet-repellent effect from Malaysia940
7Fiscal decentralization and convergence in government spending in Malaysia922
8Foreign exchange exposure of Indonesian listed firms914
9Implied volatility forecasting in the options market: a survey912
10Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange910
11Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange890
12Data envelopment analysis of efficiency of real estate investment trusts in Singapore890
13On IMF debt and capital control: evidence from Malaysia, Thailand, Indonesia, the Philippines and South Korea887
14Informational content of short interest (EBES 2011)869
15Order imbalance and selling aggression under a shorting ban: Evidence from the UK868
16Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)863
17Foreign exchange exposure and impact of policy switch - the case of Malaysian listed firms 863
18Circuit breakers as market stability levers: a survey of research, praxis, and challenges859
19PhD proposal (Gregynog 2010): short selling and stock returns859
20Short-selling ban and cross-sectoral contagion: evidence from the UK857
21Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence854
22Gibrat’s law and liquidity constraints: evidence from Malaysia industrial sector companies839
23Speculative behavior in vacant land development: evidence for real options in Malaysia837
24Seeking negative alphas through shorting835
25Circuit breakers as market stability levers: a survey of research, praxis, and challenges833
26Back to the future: returning to silver-backed money in Sri Lanka831
27Randomness for asset prices constrained by price limit regimes: a Malaysian case study826
28Designing Fitrah Money: A Maqasidic Discourse (JIMF Bank Indonesia Conference Nov 2017)821
29Efficiency and productivity performance of zakat funds in Algeria821
30Gold vis-à-vis money in Islam: the case against Dinarist movement820