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Dr Azhar Mohamad

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 (Unpublished)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 (Unpublished)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

Most Viewed Items

Item titleViews
1Tax arrears amongst individual income taxpayers in Malaysia1088
2Potential application of Istisna’ financing in Malaysia1019
3Bay’ al-Salam and Istithne: implementation and challenges872
4Price discovery in bitcoin spot or futures during the Covid-19 pandemic? evidence from the time-varying parameter vector autoregressive model with stochastic volatility843
5Short selling and stock returns: evidence from the UK820
6Aberrant investor participation amid substantial price swings: high-frequency evidence of magnet-repellent effect from Malaysia809
7Implied volatility forecasting in the options market: a survey786
8Fiscal decentralization and convergence in government spending in Malaysia774
9Foreign exchange exposure of Indonesian listed firms772
10Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange762
11Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange761
12Is shorting of Exchange Traded Funds a dangerous financial sport? recent UK evidence755
13Order imbalance and selling aggression under a shorting ban: Evidence from the UK739
14On IMF debt and capital control: evidence from Malaysia, Thailand, Indonesia, the Philippines and South Korea739
15Seeking negative alphas through shorting736
16Circuit breakers as market stability levers: a survey of research, praxis, and challenges734
17Increase in Short Interest and Predictability in Stock Returns (Infiniti 2011)732
18Informational content of short interest (EBES 2011)724
19Data envelopment analysis of efficiency of real estate investment trusts in Singapore724
20PhD proposal (Gregynog 2010): short selling and stock returns718
21Speculative behavior in vacant land development: evidence for real options in Malaysia716
22Foreign exchange exposure and impact of policy switch - the case of Malaysian listed firms 716
23Back to the future: returning to silver-backed money in Sri Lanka715
24Short-selling ban and cross-sectoral contagion: evidence from the UK713
25Gibrat’s law and liquidity constraints: evidence from Malaysia industrial sector companies713
26Efficiency and productivity performance of zakat funds in Algeria709
27Short-selling ban and cross-sectoral contagion: evidence from the UK701
28Creating a two-way market via short selling and its potential use in the Islamic paradigm700
29Circuit breakers as market stability levers: a survey of research, praxis, and challenges694
30Randomness for asset prices constrained by price limit regimes: a Malaysian case study694