PAPERS UNDER REVISIONS   (Before their final acceptance)                 Updated: 17 February, 2018 22:04

 

 

(5 papers)

 

Determinants of capital structure: Evidence from Shariah compliant and non-compliant firms, Pacific-Basin Finance Journal (with Ramazan Yildirim and Obiyathulla Ismath Bacha)(This paper received the ‘Pacific-Basin Finance Journal Research Excellence Award’ at the 19th Malaysian Finance Association Annual Conference, May 2017) ISI,  Elsevier, ABDC (A)

 

The impact of charter values on bank capital in Asia: A threshold regression analysis, Emerging Markets Finance and Trade (with Hassan Daher and Mansor Ibrahim) ISI, Taylor and Francis

 

Size, volatility and correlation:  new evidence from an application of wavelet approach to the emerging Islamic mutual fund industry, Borsa Istanbul Review ( with Alaa Alaabed and Ashraful Ferdous) ESCI, Scopus, Elsevier

 

Is trimetalism-based monetary system a viable alternative to fiat currency? Evidence from MGARCH-DCC and Wavelet Coherence,  Journal of International Financial Markets, Institutions and Money (with Alam Asadov) ISI,  Elsevier, ABDC (A)

 

Does microfinance affect economic growth? New evidence from Bangladesh, Emerging Markets Finance and Trade (with Yousuf Sultan and Ashraful Ferdous) ISI, Taylor and Francis

 

 

WORKING PAPERS COMPLETED  (READY TO BE SUBMITTED TO THE SCHOLARLY REFEREED JOURNALS)                  

         

 

(26 papers)

 

(2017) Md. Akther Uddin, Buerhan Saiti and Mansur Masih, Are Finance and Human Developments Important for Economic Growth? International Evidence from Dynamic GMM Approach (under review in Review of Development Economics, Wiley)

 

(2017) Abdelkader Ouatik Alaoui, Obiyathulla Ismath Bacha, Mansur Masih and Mehmet Asutay, Risk versus leverage compared to global sukuk based on portfolio theory and Markov switching model: Evidence from Shariah screened European firms (under review in the Quarterly Review of Economics and Finance)

 

(2017) Ramazan Yildirim, Mansur Masih and Obiyathulla Ismath Bacha, Explanatory power of capital structure theories: A comparative analysis between Shariah compliant and non-compliant firms (under review in the Emerging Markets Review).

 

(2017) Siok Lim and Mansur Masih, Exploring portfolio diversification opportunities in Islamic capital markets through Bitcoin: Evidence from MGARCH-DCC and Wavelet approaches (under review in the Journal of International Financial Markets, Institutions and Money).

 

(2017) Marjan Naseri, Obiyathulla Bacha and Mansur Masih, Too small to succeed versus too big to fail: How much does size matter in banking ? (under review in the Emerging Markets Finance and Trade )

 

 (2017) Nazrol K. M. Kamil, Obiyathulla I. Bacha and Mansur Masih, Is there a diversification “cost” of Shari’ah compliance ? Empirical evidence from Malaysian equities (under review in the Emerging Markets Finance and Trade)

 

(2017) Moudud, Ashraful Ferdous and Mansur Masih,  Does Bank Competition Heterogeneously Induce Performance and Risk-taking Behavior? A study in BRICS countries (under review in Emerging Markets Review)

 

(2017) Md Akther Uddin, Md. Hakim Ali and Mansur Masih, The role of institutions in human development - growth nexus: Evidence from 120 developing countries based on GMM and quantile regression approaches (under review in the Journal of Development Studies, Taylor and Francis)

 

(2017) Tauhidul Tanin and Mansur Masih, Does Economic Freedom Make Any Difference to Economic Growth? Evidence from next eleven countries based on LSDVC and nonlinear ARDL (under review in Emerging Markets Finance and Trade)

 

(2017) Md Akther Uddin and Mansur Masih, Does finance promote sustainable growth? Re-examining the nexus in developing countries by applying dynamic system GMM (try Review of Development Finance, Elsevier) 

 

(2017) Md Akther Uddin and Mansur Masih, Finance and Development from the perspective of Islamic Economics: An Application of ARDL                                                                                                    

 

(2017) Ramazan Yildirim and Mansur Masih, The effect of recent financial crisis on global portfolio diversification: A comparative Multivariate GARCH-DCC, MODWT and CWT wavelet (under review in IFR edited volume)

 

(2017) Maznita Mokhtar and Mansur Masih, Are investments in islamic REITs susceptible to forex uncertainty?  A wavelet analysis (under review in IFR edited volume)

 

(2017) Is’haq Muhammad Mustapha, Obiyathulla Ismath Bacha, Mansur Masih, Dynamics of Islamic stock market returns and exchange rate movements in the ASEAN Countries in a regime-switching environment: Implications for the Islamic investors and risk hedgers.

 

 (2017) Razman Razak and Mansur Masih, The links between crude palm oil, conventional and Islamic stock markets: evidence from Malaysia based on continuous and discrete wavelet analysis

 

(2017) Bilal Ilhan, Mansur Masih, Obiyathulla Bacha, Stock Market liberalization: Implications on stock Market development in emerging Islamic countries

 

(2017) Mosharrof Hosen, Mohammed Yaw Broni, Ashraf Chowdury and Mansur Masih, Are Islamic risk factors blessing or curse for stock return? Evidence from Malaysia based on dynamic GMM and Quantile regression approaches

 

(2017) Areef Ahmed Naseer and Mansur Masih, Equity premium: role of the institutions?

 

(2017) Ridwan Reza and Mansur Masih, Regime Switching behavior of volatilities of Islamic equities: Evidence from Markov Switching GARCH Models for some selected broad based indices

(2017) Arif Hodori and Mansur Masih, Determinants of profitability of takaful operators: New evidence from Malaysia based on dynamic GMM approach

(2017) Lutfi Abdul Razak and Mansur Masih, Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015

 

(2017)  Mohammed Yaw Broni, Mosharrof Hosen and Mansur Masih, Does a country’s external debt levels affect its Islamic banking sector development? Evidence from Malaysia based on Quantile regression and Markov regime switching

                    

(2017) Mahmudul Karim and Mansur Masih, Oil price, oil price uncertainty and Islamic stock markets: What can we learn from time-scale approaches?

 

(2017) Bilal Ilhan, Mansur Masih, Obiyathulla Bacha, Stock Market liberalization: Implications on cost of capital in emerging Islamic countries

 

 (2017) Asyraf Bin Abdul Halim,  Mohamed Ariff and Mansur Masih, The Impact of Real Estate, Inequality and Global Account Imbalances on Credit Intensity: A Cross Country Analysis

 

 

            

 

WORKING PAPERS ( Currently deposited with REPEC)    

             

 

1.    Dwihasri, Dhaifina & Masih, Mansur, 2015. "Should investors diversify their portfolios with stocks from major trading countries? A comparative multivariate GARCH-DCC and wavelet correlation analysis," MPRA Paper 65278, University Library of Munich, Germany.

2.    Gulzar, Rosana & Masih, Mansur, 2015. "Islamic banking: 40 years later, still interest-based? Evidence from Malaysia," MPRA Paper 65840, University Library of Munich, Germany.

3.    Hashim, Khairul Khairiah & Masih, Mansur, 2015. "Stock market volatility and exchange rates: MGARCH-DCC and wavelet approaches," MPRA Paper 65234, University Library of Munich, Germany.

4.    Kamarudin, Eka Azrin & Masih, Mansur, 2015. "Islamic versus conventional stock market and its co-movement with crude oil: a wavelet analysis," MPRA Paper 65261, University Library of Munich, Germany.

5.    Chowdhury, Mohammad Ashraful Ferdous & Masih, Mansur, 2015. "Socially responsible investment and Shariah-compliant investment compared: Can investors benefit from diversification? An ARDL approach," MPRA Paper 65828, University Library of Munich, Germany.

6.    Rahim, Yasmin Abd & Masih, Mansur, 2015. "Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis," MPRA Paper 65259, University Library of Munich, Germany.

7.    Morad, Shahidah Nailul & Masih, Mansur, 2015. "Islamic REIT response to macroeconomic factors: a markov regime switching auto regressive approach," MPRA Paper 65237, University Library of Munich, Germany.

8.    Yildirim, Ramazan & Masih, A. Mansur M., 2014. "The Effect of Recent Financial Crisis over Global Portfolio Diversification Opportunities – Empirical Evidence A Comparative Multivariate GARCH-DCC, MODWT and Wavelet Correlation Analysis," MPRA Paper 58269, University Library of Munich, Germany.  

9.    Ilhan, Bilal & Masih, Mansur, 2014. "Do Portfolio Diversification Opportunities exist across the Euro Zone Islamic Equity Markets? MGARCH-DCC and Wavelet Correlation Analysis," MPRA Paper 57688, University Library of Munich, Germany.

10. Mokhtar, Maznita & Masih, Mansur, 2014. "Are diversification benefits obtainable within the same asset class? New evidence from Malaysian Islamic REITS," MPRA Paper 56990, University Library of Munich, Germany.

11. Kabir, Sarkar Humayun & Masih, Mansur, 2014. "Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia," MPRA Paper 57007, University Library of Munich, Germany.

12. Swastika, Purti & Dewandaru, Ginanjar & Masih, Mansur, 2013. "The Impact of Debt on Economic Growth: A Case Study of Indonesia," MPRA Paper 58837, University Library of Munich, Germany.

13. Swastika, Putri & Dewandaru, Ginanjar & Masih, Mansur, 2013. "Does Restricted Short Selling Bring Benefit to Stocks Listed in Islamic Capital Market? New Evidence from Malaysia based on Dynamic Panel Heterogeneous Techniques," MPRA Paper 58833, University Library of Munich, Germany.

14. Mokhtar, Maznita & Masih, Mansur, 2013. "Are investments in islamic REITs susceptible to forex uncertainty: wavelet analysis," MPRA Paper 63024, University Library of Munich, Germany.

Updated: 17 February, 2018 22:01