PAPERS UNDER REVISIONS   (Before their final acceptance) Updated: 03 April, 2022 14:36

 

 

( 5 papers)

  

Mohammad Ashraful Ferdous Chowdhury, Mohammad Abdullah and Mansur Masih,  COVID-19 Government Interventions and Cryptocurrency Market: Is There Any Optimum Portfolio Diversification? (under revision in the Journal of International Financial Markets, Institutions and Money), SSCI/ISI,  Elsevier, ABDC (A)

 

Ahmad Monir Abdullah, Hishamuddin Abdul Wahab, Ruslan Nagayev and Abul Mansur Mohammed Masih, The co-movement of China and US stock indices: A portfolio diversification analysis, (Under revision in the Journal of International Studies), ESCI, Scopus, UUM.

 

Bilal Ilhan, Ramazan Yildirim and Mansur Masih, The possible effects of 2010 sovereign debt crisis on portfolio diversification opportunities in Euro Zone: Evidence from Islamic equity markets, (under revision in the Turkish Journal of Islamic Economics ), ESCI,  Scopus,  Research Center Islamic Economics (IKAM), Istanbul.

 

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                              

Suhairah Aqsha and Mansur Masih, Is the residential property a better hedge against inflation ? New evidence from Malaysia based on ARDL and nonlinear ARDL (Under revision in the  International Journal of Emerging Markets) SSCI/ISI, Emerald

 

Zeeniya Shakir and Mansur Masih,  How was the European debt crisis affecting Islamic equity? Challenges in portfolio diversification within the Eurozone: A markov switching and continuous wavelet transform analysis (under revision in the Quantitative Finance and Economics) ESCI, Aims Press

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             

 

                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                             

 

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

         

 

(25 papers)

 

(2021) Mohammad Ashraful Ferdous Chowdhury, Mansur Masih, Mohamed Ariff and Izlin Ismail, Is there any catalyzing effect of Institutional Quality on the Foreign aid-FDI nexus? New evidence from the OIC countries based on the Dynamic Panel Threshold approach (under review in Global Economic Review) SSCI/ISI,

 

 


(2021) Hashim Jusoh, Abdelkader Ouatik Alaoui, Obiyathulla Ismath Bacha, Mehmet Asutay and Mansur Masih, Should investors hedge or diversify their portfolio: A trade-off dilemma in futures-spot markets from the Perspectives of Islamic investors (under review in the Review of Derivatives Research), SSCI/ISI, Springer

 

 

(2021) Hashim Jusoh, Obiyathulla Ismath Bacha, Mansur Masih and Abdelkader Ouatik Alaoui,  Multi-scale lead-lag relationship between the stock and futures markets: New evidence from Malaysia based on 15-minute intraday data (under review in Technological forecasting and social change), SSCI/ISI, Elsevier

 

 

(2021) Prachaya Suwanhirunkul and Mansur Masih, Effect of dividend policy on stock price volatility in the Dow Jones U.S. index and the Dow Jones Islamic U.S. index: evidence from GMM and quantile regression

 

(2021) Usman Ayub, Naveedrazza, Mujtaba Kayani and Mansur Masih, Downside risk measures incorporated in Islamic Capital Asset Pricing Model (under review in the Journal of Modelling in Management) ESCI, Emerald.

 

 

(2021) Mosharrof Hosen, Mohammed Yaw Broni, Ashraf Chowdury and Mansur Masih, The impact of Islamic risk factors on stock return: A fresh evidence from Malaysia (under review in the Annals of Finance), ESCI, Springer.

 

 

(2021) Ahmad Monir Abdullah, Hishamuddin Abdul Wahab, Ruslan Nagayev and Abul Mansur Mohammed Masih, The dynamics of stock indices, commodities and Bitcoin based on MGARCH-DCC and Wavelet approaches: Evidence from Australia (under review in the International Journal of Business and Society), ESCI, University Malaysia Sarawak.

 

(2021) Ahmad Monir Abdullah *, Hishamuddin Abdul Wahab, Mohd Fahmi Ghazali,
> Mara Ridhuan Che Abdul Rahman, Abul Mansur Mohammed Masih,  Portfolio diversification of United Kingdom stock indices: Empirical evidence analysis with modern techniques, (under review in International Journal of Managerial Finance),  ESCI, Scopus, Emerald.

 

(2021) Sutan Emir Hidayat, Citra Atrina Sari, Nadiah Hidayati, Omar Bahamriz, Ginanjar Dewandaru and Mansur Masih, Value drivers for startup valuation from venture capital equity-based investing: A global analysis with a focus on technological factors (under review in the Journal of Business Venturing) SSCI/ISI, Elsevier

 

(2021) Alam Asadov, Ramazan Yildirim and Mansur Masih, Is trimetalism-based monetary system a viable alternative to fiat currency? Evidence from MGARCH-DCC and Wavelet Coherence (under review in the International Journal of Islamic and Middle Eastern Finance and Management. ) SSCI/ISI,  Emerald

 

(2021) Abdelkader Ouatik Alaoui, Obiyathulla Ismath Bacha, Mansur Masih and Mehmet Asutay, The leverage-volatility linkage in the Islamic Capital market: Evidence from the UK ((under review in the Economic Systems)  SSCI/ISI, Elsevier

 

(2021) Suwijak Suwanhirunkul and Mansur Masih, Islamic equity as an alternative investment:  Perspective of the Southeast Asian investors based on MGARCH-DCC and Wavelet Coherence.

 

(2021) 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  Global Finance Journal), ESCI, Scopus, Elsevier

 

(2021) Kam Weng Lee and Mansur Masih, Investigating the causal relationship between exchange rate variability and palm oil export: evidence from Malaysia based on ARDL and nonlinear ARDL approaches (under review in the Managerial Finance), ESCI, Scopus, Emerald

 

(2021) 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), SSCI/ISI,  Elsevier

 

(2021) Bai Chen, Mosharrof Hosen and Mansur Masih, Are Islamic and Conventional Money Markets Highly Correlated? Evidence from MGARCH-DCC and Wavelet approaches

 

(2021) Malik Abdul Rahman Nkoba and Mansur Masih, Testing the Phillips curve trade-off: evidence from Tanzania using nonlinear ARDL approach (under review in the African Development Review), SSCI/ISI, Wiley

 

(2021) Md Akther Uddin, Md. Hakim Ali and Mansur Masih, Does finance promote sustainable growth? Re-examining the dynamics of Finance-Growth nexus in developing countries: Dynamic system GMM approach  

 

(2021) Md Akther Uddin and Mansur Masih, Finance and Development from the perspective of Islamic Economics: An Application of ARDL 

 

(2021) Md. Hakim Ali, Md. Akther Uddin and Mansur Masih,  Islamic finance and economic growth: An application of ARDL bound testing approach

 

(2021) Maznita Mokhtar and Mansur Masih, Are investments in Islamic REITs susceptible to forex uncertainty?  A wavelet analysis

 

(2020) 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.

 

 

(2021) Bilal Ilhan, Mansur Masih, Obiyathulla Bacha, Stock Market liberalization: Effects on stock Market development in emerging Islamic countries ( Under review in the International Journal of Finance and Economics)  SSCI/ISI, Wiley

 

 

(2021) Areef Ahmed Naseer and Mansur Masih, Equity premium: role of the institutions?

 

(2021) 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

(2021) Arif Hodori and Mansur Masih, Determinants of profitability of takaful operators: New evidence from Malaysia based on dynamic GMM approach

(2021) Lutfi Abdul Razak and Mansur Masih, Revisit Feldstein-Horioka puzzle: evidence from Malaysia (1960-2015)

 

(2021) Bilal Ilhan, Mansur Masih, Obiyathulla Bacha, Stock Market liberalization: Implications on cost of capital in emerging Islamic countries ( Under review in the Quantitative Finance and Economics) ESCI, Aims Press

 

 (2021) 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

 

(2021) Bilal Ilhan, Mansur Masih, Obiyathulla Bacha, Stock Market Liberalization: Implications on Stock Market Volatility in Emerging Islamic Countries ( Under review in the International Journal of Emerging Markets), SSCI/ISI, Emerald.

 

 

Updated: 03 April, 2022 14:36