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Systematic risk and time scales : new evidence from an application of wavelet approach to the emerging Gulf stock markets

Masih, Mansur; Alzahrani, Mohammed; Al-Titi, Omar - In: International review of financial analysis 19 (2010) 1, pp. 10-18

Persistent link: https://www.econbiz.de/10008668735

Systematic Risk and Time Scales : New Evidence from an Application of Wavelet Approach to the Emerging Gulf Stock Markets

Masih, Abul M. M. - 2012

The paper is the first attempt to estimate systematic risk ‘beta' at different time scales in the context of the emerging Gulf Cooperation Council (GCC) equity markets by applying a relatively new approach in finance known as wavelet analysis. Our results indicate that on average beta...

Persistent link: https://www.econbiz.de/10013104640

Issues in Islamic equities : a literature survey

Mansur Masih; Kamil, Nazrol K. M.; Obiyathulla Ismath Bacha - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 1-26

Persistent link: https://www.econbiz.de/10012122843

Unraveling the financial contagion in European stock markets during financial crises : multi-timescale analysis

Dewandaru, Ginanjar; Masih, Rumi; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 859-880

Persistent link: https://www.econbiz.de/10012123522

Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches

Yusuf Jaffar; Dewandaru, Ginanjar; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 1320-1336

Persistent link: https://www.econbiz.de/10012123592

Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios

Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Journal of international financial markets, … 57 (2018), pp. 160-184

Persistent link: https://www.econbiz.de/10012127622

Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? : a multi-scale continuous wavelet correlation analysis

Najeeb, Syed Faiq; Obiyathulla Ismath Bacha; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2377-2393

Persistent link: https://www.econbiz.de/10011825987

Leverage versus volatility : evidence from the capital structure of European firms

Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Economic modelling 62 (2017), pp. 145-160

Persistent link: https://www.econbiz.de/10011813362

Regional spillovers across transitioning emerging and frontier equity markets : a multi-time scale wavelet analysis

Dewandaru, Ginanjar; Masih, Rumi; Mansur Masih - In: Economic modelling 65 (2017), pp. 30-40

Persistent link: https://www.econbiz.de/10011813546

Investigating international portfolio diversification opportunities for the Asian Islamic stock market investors

Yıldırım, Ramazan; Mansur Masih - In: Management of Islamic finance : principle, practice and …, (pp. 1-36). 2019

Persistent link: https://www.econbiz.de/10011965835