Publication


Featured researches published by A. Mansur M. Masih.


Journal of Multinational Financial Management | 2015

Risk-return characteristics of Islamic equity indices: Multi-timescales analysis

Ginanjar Dewandaru; Obiyathulla Ismath Bacha; A. Mansur M. Masih; Rumi Masih


Physica A-statistical Mechanics and Its Applications | 2015

Why is no financial crisis a dress rehearsal for the next? Exploring contagious heterogeneities across major Asian stock markets

Ginanjar Dewandaru; Rumi Masih; A. Mansur M. Masih


Pacific-basin Finance Journal | 2015

Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model

Ginanjar Dewandaru; Rumi Masih; Obiyathulla Ismath Bacha; A. Mansur M. Masih


International Review of Economics & Finance | 2016

Contagion and interdependence across Asia-Pacific equity markets: An analysis based on multi-horizon discrete and continuous wavelet transformations

Ginanjar Dewandaru; Rumi Masih; A. Mansur M. Masih


Economic Modelling | 2016

What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets

Ginanjar Dewandaru; Rumi Masih; A. Mansur M. Masih


Physica A-statistical Mechanics and Its Applications | 2015

Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities

Ginanjar Dewandaru; Rumi Masih; Obiyathulla Ismath Bacha; A. Mansur M. Masih


Emerging Markets Review | 2017

The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test

Ginanjar Dewandaru; Rumi Masih; Obiyathulla Ismath Bacha; A. Mansur M. Masih


MPRA Paper | 2013

Comovement and resiliency of Islamic equity market: Evidence from GCC Islamic equity index based on wavelet analysis

Ginanjar Dewandaru; AbdelKader el Alaoui; A. Mansur M. Masih; Syed Othman Alhabshi


CRP | 2011

Does the ‘Environmental Kuznets Curve’ exist? An Application of long-run structural modelling to Saudi Arabia

A. Mansur M. Masih; Lurion De Mello

Researchain Logo
Decentralizing Knowledge