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Items where Author is "Bacha, Obiyathulla Ismath"

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Number of items: 15.

Article

Masih, Mansur and Mustaffa Kamil, Nazrol Kamil and Bacha, Obiyathulla Ismath (2018) Issue in Islamic equities: a literature survey. Emerging Markets Finance and Trade, 54 (1). pp. 1-26. ISSN 1540-496X

Saiti, Buerhan and Bacha, Obiyathulla Ismath and Masih, Mansur (2016) Testing the conventional and Islamic financial market contagion: evidence from wavelet analysis. Emerging Markets Finance and Trade, 52 (8). pp. 1832-1849. ISSN 1540-496X E-ISSN 1558-0938

Saiti, Buerhan and Bacha, Obiyathulla Ismath and Masih, Mansur (2014) The diversification benefits from Islamic investment during the financial turmoil: the case for the US-based equity investors. Borsa Istanbul Review, 14 (4). pp. 196-211. ISSN 2214-8450

Saiti, Buerhan and Bacha, Obiyathulla Ismath and Masih, Mansur (2013) Estimation of dynamic conditional correlations of Shariah-compliant stock indices through the application of multivariate GARCH approach. Australian Journal of Basic and Applied Sciences, 7 (7). pp. 259-267. ISSN 1991-8178

Bacha, Obiyathulla Ismath and Mohamad, Azhar and Syed Mohd Zain, Sharifah Raihan and Mohd. Rasid @ Abdul Rashid, Mohd Eskandar Shah (2013) Foreign exchange exposure and impact of policy switch - the case of Malaysian listed firms. Applied Economics, 45 (20). pp. 2974-2984. ISSN 1466-4283 (O), 0003-6846 (P)

Mustaffa Kamil, Nazrol Kamil and Bacha, Obiyathulla Ismath and Masih, Mansur (2012) Do 'Sin Stocks' deprive Islamic stock portfolios of diversification? Some insights from the Use of MGARCH-DCC. Capital Markets Review, 20. pp. 43-64. ISSN 1823-4445

Mustaffa Kamil, Nazrol Kamil and Bacha, Obiyathulla Ismath and Mohammed Masih, Abul Mansur (2012) Do ‘Sin stocks’ deprive Islamic stock portfolios of diversification? some insights from the use of MGARCH-DCC. Capital Markets Review, 20 (1&2). pp. 43-64. ISSN 1823-4445

Bacha, Obiyathulla Ismath and Syed Mohd Zain, Sharifah Raihan and Mohd Rasid, Mohd Eskandar Shah and Mohamad, Azhar (2009) Granting employee stock options (ESOs), market reaction and financial performance. Asian Academy of Management Journal of Accounting and Finance, 5 (1). pp. 117-138.

Razak, Marina Abdul and Bacha, Obiyathulla Ismath (2009) Pricing efficiency of the 3-month KLIBOR futures contracts: An empirical analysis. Applied Financial Economics, 19 (6). pp. 445-462. ISSN 0960-3107

Bacha, Obiyathulla Ismath and A. Rashid, Mohamed Eskandar S and Ramlee, Roslily (2008) The efficiency of trading halts: emerging market evidence. The International Journal of Banking and Finance, 5 (2). pp. 125-148. ISSN 1675-7227 E-ISSN 2590-423X

Mohamad, Azhar and Bacha, Obiyathulla Ismath and Ibrahim, Mansor (2003) Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange. KLSE Capital Markets Review, 11 (1 & 2). pp. 1-22.

Conference or Workshop Item

Mustaffa Kamil, Nazrol Kamil and Bacha, Obiyathulla Ismath and Masih, Mansur (2014) Is there a diversification “cost” of shari’ah compliance? empirical evidence from Malaysian equities. In: 4th Islamic Banking and Finance Conference 2014, 23rd-24th June 2014, Kuala Lumpur. (Unpublished)

Mustaffa Kamil, Nazrol Kamil and Bacha, Obiyathulla Ismath and Masih, Mansur (2012) Do sin stocks deprive Islamic stock portfolios of diversification? some insights from the use of MGARCH-DCC. In: The Malaysian Finance Association 13th Annual Conference 2011, 10th-12th June 2011, Langkawi. (Unpublished)

Mustaffa Kamil, Nazrol Kamil and Bacha, Obiyathulla Ismath (2011) Making Mudarabah workable: altering risk-return profiles through equity Kickers. In: The Malaysian Finance Association 13th Annual Conference 2011, 10th-12th June 2011, Langkawi. (Unpublished)

Mohamad, Azhar and Bacha, Obiyathulla Ismath and Ibrahim, Mansor (2003) Daily returns seasonality and impact of stock index futures: evidence from the Kuala Lumpur Stock Exchange. In: Malaysia Finance Association's (MFA's) 5th Annual Symposium, 23-24 April 2003, Cyberjaya, Kualal Lumpur. (Unpublished)

This list was generated on Sat Dec 7 01:05:28 2019 +08.