Obiyathulla Ismath Bacha
Names
| first: |
Obiyathulla |
| middle: |
Ismath |
| last: |
Bacha |
Identifer
Contact
Affiliations
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International Centre for Education in Islamic Finance (INCEIF)
Research profile
author of:
- An Assessment of Currency Exposure of Non-Financial Firms in ASEAN-4: Insights using the Stock Returns and Cash Flow Methodologies (RePEc:asi:aeafrj:v:12:y:2022:i:12:p:1002-1026:id:4666)
by Hishamuddin Abdul Wahab & Obiyathulla Ismath Bacha & Norhazlina Ibrahim & Ahmad Monir Abdullah & Nurul Afaaf Mohd Nasir - Funding development infrastructure without leverage: A risk†sharing alternative using innovative sukuk structures (RePEc:bla:worlde:v:41:y:2018:i:3:p:752-762)
by Obiyathulla Ismath Bacha & Abbas Mirakhor - The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors (RePEc:bor:bistre:v:14:y:2014:i:4:p:196-211)
by Buerhan Saiti & Obiyathulla I. Bacha & Mansur Masih - Organizational Form And Efficiency: The Coexistence Of Family Takaful And Life Insurance In Malaysia (RePEc:cms:2icb11:2011-306)
by Norashikin Ismail Author_Email: & Prof Dr Datuk Syed Othman Alhabshi & Prof Obiyathulla Bacha - The Impact of Depositary Receipts on Stock Market Development: Evidence from Organization of Islamic Cooperation Stock Markets (RePEc:eco:journ1:2020-03-17)
by Norhazlina Ibrahim & Obiyathulla Ismath Bacha & Mansor H. Ibrahim & Hishamuddin Abdul Wahab - Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities (RePEc:eee:ecosys:v:45:y:2021:i:1:s0939362518304217)
by Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur - What factors explain stock market retardation in Islamic Countries (RePEc:eee:ememar:v:19:y:2014:i:c:p:106-127)
by Dewandaru, Ginanjar & Rizvi, Syed Aun R. & Bacha, Obiyathulla I. & Masih, Mansur - The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test (RePEc:eee:ememar:v:30:y:2017:i:c:p:66-95)
by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. - Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios (RePEc:eee:intfin:v:57:y:2018:i:c:p:160-184)
by Ouatik El-Alaoui, AbdelKader & Ismath Bacha, Obiyathulla & Masih, Mansur & Asutay, Mehmet - Shari’ah screening, market risk and contagion: A multi-country analysis (RePEc:eee:jeborg:v:132:y:2016:i:s:p:93-112)
by el Alaoui, AbdelKader Ouatik & Bacha, Obiyathulla Ismath & Masih, Mansur & Asutay, Mehmet - Risk-return characteristics of Islamic equity indices: Multi-timescales analysis (RePEc:eee:mulfin:v:29:y:2015:i:c:p:115-138)
by Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi - Heads we win, tails you lose: Is there equity in Islamic equity funds? (RePEc:eee:pacfin:v:28:y:2014:i:c:p:7-28)
by Kamil, Nazrol K.M. & Alhabshi, Syed O. & Bacha, Obiyathulla I. & Masih, Mansur - Combining momentum, value, and quality for the Islamic equity portfolio: Multi-style rotation strategies using augmented Black Litterman factor model (RePEc:eee:pacfin:v:34:y:2015:i:c:p:205-232)
by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M. - Why do issuers issue Sukuk or conventional bond? Evidence from Malaysian listed firms using partial adjustment models (RePEc:eee:pacfin:v:34:y:2015:i:c:p:233-252)
by Mohamed, Hisham Hanifa & Masih, Mansur & Bacha, Obiyathulla I. - Determinants of capital structure: evidence from Shari'ah compliant and non-compliant firms (RePEc:eee:pacfin:v:51:y:2018:i:c:p:198-219)
by Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla Ismath - The effects of interest rate on Islamic bank financing instruments: Cross-country evidence from dual-banking systems (RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19307164)
by Šeho, Mirzet & Bacha, Obiyathulla Ismath & Smolo, Edib - Bank financing diversification, market structure, and stability in a dual-banking system (RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002129)
by Šeho, Mirzet & Bacha, Obiyathulla Ismath & Smolo, Edib - An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (RePEc:eee:phsmap:v:407:y:2014:i:c:p:86-99)
by Rizvi, Syed Aun R. & Dewandaru, Ginanjar & Bacha, Obiyathulla I. & Masih, Mansur - Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities (RePEc:eee:phsmap:v:438:y:2015:i:c:p:223-235)
by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M. - Risk management and derivatives in Islamic finance (RePEc:elg:eechap:15843_16)
by Obiyathulla Ismath Bacha - A wavelet approach to timescale relationships among the Islamic and conventional stock markets and LIBOR (RePEc:elg:eechap:16049_28)
by AbdelKader O. el Alaoui & Ginanjar Dewandaru & Obiyathulla Bacha & Mansur Masih - A common currency area for MENA countries? A VAR analysis of viability (RePEc:eme:ijoemp:17468800810862641)
by Obiyathulla Ismath Bacha - Unknown item RePEc:eme:imefmp:17538390810901140 (article)
- Impact of banking subsystem liquidity creation on real economic output (RePEc:eme:imefmp:imefm-01-2024-0040)
by Mohammed Mahmoud Mantai & Izlin Ismail & Obiyathulla Ismath Bacha - The Islamic inter bank money market and a dual banking system: the Malaysian experience (RePEc:eme:imefmp:v:1:y:2008:i:3:p:210-226)
by Obiyathulla Ismath Bacha - Unknown item RePEc:eme:imefpp:v:1:y:2008:i:3:p:210-226 (article)
- Empirical evidence of risk shifting in bonds and debt-basedsukuk (RePEc:eme:jiabrp:jiabr-06-2016-0068)
by Siti Raihana Hamzah & Obiyathulla Ismath Bacha & Abbas Mirakhor & Nurhafiza Abdul Kader Malim - Organizational Form And Efficiency: The Coexistence Of Family Takaful And Life Insurance In Malaysia (RePEc:grg:01biss:v:3:y:2011:i:1:p:122-137)
by Norashikin Ismail & Prof. Dr. Datuk Syed Othman Alhabshi & Prof. Obiyathulla Bacha - Impact Of Liquidity Creation On Real Economic Output: Evidence From Full-Fledged Islamic Banks And Hybrid Conventional Banks (RePEc:idn:jimfjn:v:10:y:2024:i:2h:p:397-426)
by Izlin Ismail & Obiyathulla Ismath Bacha & Mohammed Mahmoud Mantai - Conventional Versus Mudarabah Financing: An Agency Cost Perspective (RePEc:ije:journl:v:5:y:1995:i:2:p:33-50)
by Obiyathulla Ismath Bacha - Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis (RePEc:mes:emfitr:v:51:y:2015:i:1:p:188-208)
by Syed Faiq Najeeb & Obiyathulla Bacha & Mansur Masih - Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis (RePEc:mes:emfitr:v:52:y:2016:i:8:p:1832-1849)
by Buerhan Saiti & Obiyathulla Ismath Bacha & Mansur Masih - Does a Held-to-Maturity Strategy Impede Effective Portfolio Diversification for Islamic Bond () Portfolios? A Multi-Scale Continuous Wavelet Correlation Analysis (RePEc:mes:emfitr:v:53:y:2017:i:10:p:2377-2393)
by Syed Faiq Najeeb & Obiyathulla Bacha & Mansur Masih - Risk–Return Profiles of Islamic Equities and Commodity Portfolios in Different Market Conditions (RePEc:mes:emfitr:v:53:y:2017:i:7:p:1477-1500)
by Sarkar Humayun Kabir & A. Mansur M. Masih & Obiyathulla Ismath Bacha - Issues in Islamic Equities: A Literature Survey (RePEc:mes:emfitr:v:54:y:2018:i:1:p:1-26)
by Mansur Masih & Nazrol K. M. Kamil & Obiyathulla I. Bacha - Too Small to Succeed versus Too Big to Fail: How Much Does Size Matter in Banking? (RePEc:mes:emfitr:v:56:y:2020:i:1:p:164-187)
by Marjan Naseri & Obiyathulla Ismath Bacha & Mansur Masih - Price Reaction to Stock Repurchase: Evidence from KLSE (RePEc:mfa:journl:v:10:y:2002:i:1:p:139-177)
by Lim Eng Hwa & Obiyathulla Ismath Bacha - Daily Returns Seasonality and Impact of Stock Index Futures: Evidence From The Kuala Lumpur Stock Exchange (RePEc:mfa:journl:v:11:y:2003:i:1&2:p:1-22)
by Azhar Mohamad & Obiyathulla Ismath Bacha & Mansor Ibrahim - Do ‘Sin Stocks’ Deprive Islamic Stock Portfolios of Diversification? Some Insights from the Use of MGARCH-DCC (RePEc:mfa:journl:v:20:y:2012:i:1&2:p:43-64)
by Nazrol Kamil Mustaffa Kamil & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih - Daily Traders’ and Instituitional Investors’ Wealth Effect upon Sukuk and Conventional Bond Announcements: A Case Study of Malaysian Firms Using Event-Study Methodology and Wavelet Analysis (RePEc:mfa:journl:v:22:y:2014:i:1&2:p:59-82)
by Mohamed Hisham Hanifa & Mansur Masih & Obiyathulla Bacha - Performance and Trading Characteristics of Exchange Traded Funds: Developed vs Emerging Markets (RePEc:mfa:journl:v:23:y:2015:i:1&2:p:40-64)
by Aftab Parvez Khan & Obiyathulla Ismath Bacha & Abul Mansur Mohammed Masih - Who Gets the Bonus in Bonus Stock Issuance? (RePEc:mfa:journl:v:4:y:1996:i:2:p:47-69)
by Obiyathulla Ismath Bacha & Ahamed Kameel Meera - Issues in Stock Index Futures Introduction and Trading. Evidence From the Malaysian Index Futures Market (RePEc:mfa:journl:v:7:y:1999:i:1&2:p:1-46)
by Abdul Jalil Ibrahim & Khairuddin Othman & Obiyathulla Ismath Bacha - Conventional Macroeconomic Policy (RePEc:pal:psibcp:978-1-137-55342-3_1)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Islamic Macroeconomic Policies (RePEc:pal:psibcp:978-1-137-55342-3_2)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Capital Markets: Conventional Versus Islamic (RePEc:pal:psibcp:978-1-137-55342-3_3)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Risk Sharing and Public Policy (RePEc:pal:psibcp:978-1-137-55342-3_4)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Government Finance and the Debt Market (RePEc:pal:psibcp:978-1-137-55342-3_5)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Government Finance and the Equity Market (RePEc:pal:psibcp:978-1-137-55342-3_6)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Macro Market Application (RePEc:pal:psibcp:978-1-137-55342-3_7)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Micro Market Application (RePEc:pal:psibcp:978-1-137-55342-3_8)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Markets and the Way Forward (RePEc:pal:psibcp:978-1-137-55342-3_9)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Public Finance and Islamic Capital Markets (RePEc:pal:psibfe:978-1-137-55342-3)
by Syed Aun R. Rizvi & Obiyathulla I. Bacha & Abbas Mirakhor - Value Preservation through Risk Management - A Shariah Compliant Proposal for Equity Risk Management (RePEc:pra:mprapa:12632)
by Bacha, Obiyathulla I. - The Islamic Inter bank Money Market and a Dual Banking System : The Malaysian Experience (RePEc:pra:mprapa:12699)
by Bacha, Obiyathulla I. - Halal Stock Designation and Impact on Price and Trading Volume (RePEc:pra:mprapa:12728)
by Bacha, Obiyathulla I. & Abdullah, Mimi H. - Adapting Mudarabah Financing to Contemporary Realities: A Proposed Financing Structure (RePEc:pra:mprapa:12732)
by Bacha, Obiyathulla I. - A Common Currency Area for MENA Countries? A VAR Analysis of viability (RePEc:pra:mprapa:12733)
by Bacha, Obiyathulla I. - Derivative Instruments and Islamic Finance: Some Thoughts for a Reconsideration (RePEc:pra:mprapa:12752)
by Bacha, Obiyathulla I. - The Asian Currency Crisis - A Fait Accompli? (RePEc:pra:mprapa:12756)
by Bacha, Obiyathulla I. - Lessons from East Asia's Crisis and Recovery (RePEc:pra:mprapa:12759)
by Bacha, Obiyathulla I. - Dual Banking Systems and Interest Rate Risk for Islamic Banks (RePEc:pra:mprapa:12763)
by Bacha, Obiyathulla I. - Pricing Hybrid Securities: The Case of Malaysian ICULS (RePEc:pra:mprapa:12764)
by Bacha, Obiyathulla I. - The Market for Financial Derivatives: Removing Impediments to Growth (RePEc:pra:mprapa:13074)
by Bacha, Obiyathulla I. - Issues In Stock Index Futures Introduction And Trading. Evidence From The Malaysian Index Futures Market (RePEc:pra:mprapa:13075)
by Bacha, Obiyathulla I. & Abdul, Jalil O. & Othman, Khairudin - The Efficiency of Trading Halts; Evidence from Bursa Malaysia (RePEc:pra:mprapa:13077)
by Bacha, Obiyathulla I. & Mohamed, Eskandar R. & Ramlee, Roslily - Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk (RePEc:pra:mprapa:46008)
by Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene - Incentive-Compatible Sukuk Musharakah for Private Sector Funding (RePEc:pra:mprapa:46009)
by Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene - The Role of Islamic Asset Classes in the Diversified Portfolios: Mean Variance Spanning Test (RePEc:pra:mprapa:56857)
by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla I. & Masih, A. Mansur M. - Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices (RePEc:pra:mprapa:56888)
by Dewandaru, Ginanjar & Alaoui, AbdelKader & Bacha, Obiyathulla & Masih, Mansur - Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis (RePEc:pra:mprapa:56907)
by Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur - Testing Sukuk And Conventional Bond Offers Based On Corporate Financing Theories Using Partial Adjustment Models: Evidence From Malaysian Listed Firms (RePEc:pra:mprapa:56953)
by Hanifa, Mohamed Hisham & Masih, Mansur & Bacha, Obiyathulla - Multi-scale Lead-Lag Relationship between the Stock and Futures Markets: Malaysia as a Case Study (RePEc:pra:mprapa:56954)
by Jusoh, Hashim & Bacha, Obiyathulla & Masih, Abul Mansur M. - Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis (RePEc:pra:mprapa:56956)
by Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur - Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model (RePEc:pra:mprapa:56965)
by Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M. - Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis (RePEc:pra:mprapa:57064)
by Saiti, Buerhan & Bacha, Obiyathulla & Masih, Mansur - Leverage versus volatility: Evidence from the Capital Structure of European Firms (RePEc:pra:mprapa:57682)
by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet - Leverage, Sensitivity to Market Risk and Contagion: A Multi-Country Analysis for Shari’ah(Islamic) Stock Screening (RePEc:pra:mprapa:57685)
by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet - Leverage, return, volatility and contagion: Evidence from the portfolio framework (RePEc:pra:mprapa:57726)
by el Alaoui, AbdelKader & Masih, Mansur & Bacha, Obiyathulla & Asutay, Mehmet - How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries (RePEc:pra:mprapa:59587)
by Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur - Determinants of capital structure - Evidence from Shari'ah compliant and non-compliant firms (RePEc:pra:mprapa:90280)
by Yildirim, Ramazan & Masih, Mansur & Bacha, Obiyathulla - Risk Sharing in Corporate and Public Finance: The Contribution of Islamic Finance (RePEc:psl:pslqrr:2015:32)
by Obiyathulla Ismath Bacha, Abbas Mirakhor, Hossein Askari - Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk (RePEc:ris:isecst:0007)
by Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene - Unknown item RePEc:sea:sfjrnl:sfv7 (book)
- International Financial Integration through Depositary Receipts (DRs) (RePEc:src:jafeec:v:6:y:2020:i:1:p:301-322)
by Bacha, Obiyathulla Ismath & Ibrahim, Norhazlina & Ibrahim, Mansor H. - Unknown item RePEc:taf:apfiec:v:19:y:2009:i:6:p:445-462 (article)
- Unknown item RePEc:taf:apfiec:v:20:y:2010:i:22:p:1751-1760 (article)
- A common currency area for ASEAN? issues and feasibility (RePEc:taf:applec:v:40:y:2008:i:4:p:515-529)
by Obiyathulla Ismath Bacha - Foreign exchange exposure and impact of policy switch -- the case of Malaysian listed firms (RePEc:taf:applec:v:45:y:2013:i:20:p:2974-2984)
by Obiyathulla Ismath Bacha & Azhar Mohamad & Sharifah Raihan Syed Mohd Zain & Mohd Eskandar Shah Mohd Rasid - Granting Employee Stock Options (ESOs), Market Reaction and Financial Performance (RePEc:usm:journl:aamjaf00501_117-138)
by Obiyathulla Ismath Bacha & Sharifah Raihan Syed Mohd Zain - Who drives whom ‐ sukuk or bond? A new evidence from granger causality and wavelet approach (RePEc:wly:revfec:v:36:y:2018:i:2:p:117-132)
by Md. Mahmudul Haque & Mohammad Ashraful Ferdous Chowdhury & Abdul Aziz Buriev & Obiyathulla Ismath Bacha & Mansur Masih - Financial Derivatives:Markets and Applications (RePEc:wsi:wsbook:12999)
by Obiyathulla Ismath Bacha - Developing Islamic Infrastructure Financing in the D-8: Prospects and Challenges (RePEc:wsi:wschap:9789811247811_0011)
by Obiyathulla Ismath Bacha & Lutfi Abdul Razak - Derivatives: Introduction and Overview (RePEc:wsi:wschap:9789811261480_0001)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Derivative Markets and Trading (RePEc:wsi:wschap:9789811261480_0002)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Forward and Futures Markets: Pricing and Analysis (RePEc:wsi:wschap:9789811261480_0003)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Stock Index Futures Contracts: Analysis and Applications (RePEc:wsi:wschap:9789811261480_0004)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Interest Rate Futures Contracts and Currency Futures Contracts (RePEc:wsi:wschap:9789811261480_0005)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Introduction to Options (RePEc:wsi:wschap:9789811261480_0006)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Equity, Equity Index, and Currency Options (RePEc:wsi:wschap:9789811261480_0007)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Option Strategies and Payoffs (RePEc:wsi:wschap:9789811261480_0008)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Option Pricing (RePEc:wsi:wschap:9789811261480_0009)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Replication, Synthetics, and Arbitrage (RePEc:wsi:wschap:9789811261480_0010)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Options in Corporate Finance and Real Options (RePEc:wsi:wschap:9789811261480_0011)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Interest Rate Swaps, Credit, and Other Derivatives (RePEc:wsi:wschap:9789811261480_0012)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Derivative Instruments and Islamic Finance (RePEc:wsi:wschap:9789811261480_0013)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Answers to Select End-of-Chapter Questions (RePEc:wsi:wschap:9789811261480_0014)
by Obiyathulla Ismath Bacha & Pattarake Sarajoti - Asia's Recovery: A Comparative Analysis (RePEc:wsi:wschap:9789812776709_0001)
by Obiyathulla Ismath Bacha