Prof. Dr. Abul Mansur Mohammed Masih
Qualification:Ph.D.in Applied Financial Econometrics, University of Leeds U.K. (1974)
Fields/Area of Specialization:Finance and Econometrics
Dr. Mansur Masih is currently a professor of Finance and Econometrics at INCEIF. He obtained a Ph.D. (in ‘Applied Financial Econometrics’) from Leeds University preceded by a Masters in Economics from Manchester University. Prior to joining INCEIF in July 2010, he held the ‘Chair Professorship of Finance’ at the National University Malaysia and Northern University Malaysia, and also, King Fahd University, Saudi Arabia where he taught for 8 years. Before that he also taught at the Australian (New South Wales and Edith Cowan) and British (Leeds) Universities for a total of 27 years. During all these years he taught courses in three disciplines: Finance, Economics, and Applied Econometrics/Statistics at all levels including the MBA and Executive MBA levels.

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Showing results 1 to 10 of 113
  • why_no_financial_crisis_dress_rehearsal_next_exploring_contagious_heterogeneities_across_major_asian_stock_markets_mm.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2015)

  • Our study attempts to discover pure contagion or interdependence amongst the Asian equity markets (China, India, Taiwan and South Korea) due to the shocks stemming from eleven major crises around the world. We apply wavelet decomposition in both its discrete and continuous forms to unveil the multi-horizon nature of co-movement, volatility and lead–lag relationship. We find that most of the earlier shocks were transmitted via excessive linkages or pure contagion, while the recent subprime crisis appears to have resulted mostly in fundamentals-based contagion or interdependence. This assertion is based mainly on the deepening fundamental integration particularly after the Asian financi...

  • why_issuers_issue_sukuk_conventional_bond_evidence_malaysian_listed_firms_partial_adjustment_models_obiyathulla.pdf.jpg
  • Journal Article


  • Authors: Mohamed, Hisham Hanifa; Mohammed Masih, Abul Mansur; Bacha, Obiyathulla Ismath (2015)

  • Although sukuk has been dominating the Malaysian capital market, the motivations of the firms issuing sukuk or conventional bonds remained largely unexplored. Using the partial adjustment model, we make the initial attempt, to test a firm's target debt optimizing behavior and secondly, to find the firm specific determinants of target debt ratio using a sukuk or conventional bond issuance 3 dataset. Our sample consists of 120 conventional bonds and 80 sukuk issuers from 2000 to 2012. We employ two recent dynamic panel data estimators, 4 which resulted in three major findings. Firstly, our results provide stronger support for trade-off view based on a firm's optimizing behavior among su...

  • what_factors_explain_stock_market_retardation_Islamic_countries_obiyathulla_mansur_ginanjar_aun.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Rizvi, Syed Aun Raza; Bacha, Obiyathulla Ismath; Mohammed Masih, Abul Mansur (2014)

  • Stock markets have been recognized in literature as a source of financial development and economic growth. Notwithstanding the recent trend of the stock market development in emerging countries, some argue that Islamic countries' stock exchanges are still infantile. The central aim of this research, therefore, is to investigate factors impeding stock market development (SMD) in Islamic countries. We explore a panel annual data of 11 main Islamic countries vis-à-vis the developed countries for the period of 1996–2011. The findings show that all of our concerned macroeconomic determinants play a major role in the developed countries. On the other hand, financial openness has substantial...

  • what_drives_carbon-dioxide_emissions_income_electricity_generation_evidence_saudi_arabia_mansur.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Al-Sahlawi, Mohammed A.; De Mello, Lurion (2010)

  • Saudi Arabia ranks sixteenth among nations based on 2002 fossil-fuel carbon-dioxide emissions per capita. Even though Saudi Arabia is the world's largest exporter of oil, not suprisingly consumption of petroleum products represents the bulk of the country's fossil-fuel emissions is from electricity generation. Use of natural gas increasingly has become important since the mid-1980s and in 2008 accounts for 31.3 percent of total fossil-fuel carbon-dioxide emissions.

  • what_can_wavelets_unveil_vulnerabilities_monetary_integration_tale_eurozone_stock_markets_mansur.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2016)

  • The study has two main objectives: (i) to investigate whether there is pure contagion or fundamental-based contagion/interdependence among the Eurozone equity markets (Germany, France, Italy, Spain and Netherlands), attributable to the shocks stemming from nine major crises around the world (ii) to investigate the evolution of market integration, whether mainly short-run or long-run. Wavelet decompositions, in both its discrete and continuous forms, are employed to unveil the multi-horizon nature of co-movements, volatility and lead–lag relationships. This is to unveil the path of linkages and the behavior underlying the transmission mechanism of financial shocks across major Eurozone...

  • A wavelet approach timescale relationships among Islamic conventional stock markets LIBOR.jpg.jpg
  • Chapter in Book


  • Authors: El Alaoui, AbdelKader Ouatik; Dewandaru, Ginanjar; Bacha, Obiyathulla Ismath; Mohammed Masih, Abul Mansur (2017)

  • A series of financial crises in recent times resulted in an increase in contagion and correlations between assets making investments in conventional securities a little more unsafe. Therefore, global investors started looking for alternative assets to diversify their portfolios. One of the alternative assets that has been growing very fast over the recent period is the Islamic financial sectors which has been growing at an average rate of 15 percent to 20 percent per annum over the past decade. The risk-return profile of Islamic products, such as Islamic stocks, is expected to be different from that of conventional stocks. Available in physical copy only (Call Number: BP 173.75 H23...

  • wavelet_analysis_of_stock_price.pdf.jpg
  • Chapter in Book


  • Authors: El Alaoui, AbdelKader Ouatik; Dewandaru, Ginanjar; Mohammed Masih, Abul Mansur; Bacha, Obiyathulla Ismath; Musa, Mustafa (2015)

  • Fund managers and investors began many years ago to take into account the Islamic component of the GCC stock markets in order to benefit from the diversification opportunities offered by the Islamic stock markets for their investments in equity markets. This can improve the return and reduce the risk associated with their investments. However, these investors are also concerned about linkage aspects of those markets in relation with the international ones regarding integration and shock transmission, in particular, during the financial crisis.

  • Unveiling_the_diversification_benefits_of_Islamic_equities_and_commodities_mansur.pdf.jpg
  • Journal Article


  • Authors: Prima Sakti, Muhammad Rizky; Mohammed Masih, Abul Mansur; Saiti, Buerhan; Tareq, Mohammad Ali (2018)

  • The purpose of this paper is to examine the extent to which the Indonesian Shariah compliant investors can benefit from the portfolio diversification with the Islamic indices of its trading partners and selected commodities such as gold, crude oil, and cocoa. The findings tend to indicate that investors with exposure in Shariah compliant indices of Indonesia and wanting to gain more diversification benefits should invest either in the USA or India Islamic equity. Instead, the greater benefits will be obtained by Shariah compliant investors if they invest in the USA Islamic indices during long-term investment horizons. If investors want to invest in medium investment horizons, investin...

  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...

  • underminig_shared_prosperity_alaa_mansur_abbas.pdf.jpg
  • Academic Presentation


  • Authors: Alaabed, Alaa; Mohammed Masih, Abul Mansur; Mirakhor, Abbas (2015)

  • Automatically, risk shifting is absent in an ideal Islamic financial system (The Kuala Lumpur Declaration, 2012). Creating an opportunity for shared prosperity is a litmus test of the authenticity of Islamic banking. The present formation of Islamic finance has grown out of conventional finance and it uses its instruments.

Prof. Dr. Abul Mansur Mohammed Masih
author picture
Qualification: Ph.D.in Applied Financial Econometrics, University of Leeds U.K. (1974)
Fields/Area of Specialization: Finance and Econometrics
Dr. Mansur Masih is currently a professor of Finance and Econometrics at INCEIF. He obtained a Ph.D. (in ‘Applied Financial Econometrics’) from Leeds University preceded by a Masters in Economics from Manchester University. Prior to joining INCEIF in July 2010, he held the ‘Chair Professorship of Finance’ at the National University Malaysia and Northern University Malaysia, and also, King Fahd University, Saudi Arabia where he taught for 8 years. Before that he also taught at the Australian (New South Wales and Edith Cowan) and British (Leeds) Universities for a total of 27 years. During all these years he taught courses in three disciplines: Finance, Economics, and Applied Econometrics/Statistics at all levels including the MBA and Executive MBA levels.
Showing results 1 to 10 of 113
  • why_no_financial_crisis_dress_rehearsal_next_exploring_contagious_heterogeneities_across_major_asian_stock_markets_mm.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2015)

  • Our study attempts to discover pure contagion or interdependence amongst the Asian equity markets (China, India, Taiwan and South Korea) due to the shocks stemming from eleven major crises around the world. We apply wavelet decomposition in both its discrete and continuous forms to unveil the multi-horizon nature of co-movement, volatility and lead–lag relationship. We find that most of the earlier shocks were transmitted via excessive linkages or pure contagion, while the recent subprime crisis appears to have resulted mostly in fundamentals-based contagion or interdependence. This assertion is based mainly on the deepening fundamental integration particularly after the Asian financi...

  • why_issuers_issue_sukuk_conventional_bond_evidence_malaysian_listed_firms_partial_adjustment_models_obiyathulla.pdf.jpg
  • Journal Article


  • Authors: Mohamed, Hisham Hanifa; Mohammed Masih, Abul Mansur; Bacha, Obiyathulla Ismath (2015)

  • Although sukuk has been dominating the Malaysian capital market, the motivations of the firms issuing sukuk or conventional bonds remained largely unexplored. Using the partial adjustment model, we make the initial attempt, to test a firm's target debt optimizing behavior and secondly, to find the firm specific determinants of target debt ratio using a sukuk or conventional bond issuance 3 dataset. Our sample consists of 120 conventional bonds and 80 sukuk issuers from 2000 to 2012. We employ two recent dynamic panel data estimators, 4 which resulted in three major findings. Firstly, our results provide stronger support for trade-off view based on a firm's optimizing behavior among su...

  • what_factors_explain_stock_market_retardation_Islamic_countries_obiyathulla_mansur_ginanjar_aun.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Rizvi, Syed Aun Raza; Bacha, Obiyathulla Ismath; Mohammed Masih, Abul Mansur (2014)

  • Stock markets have been recognized in literature as a source of financial development and economic growth. Notwithstanding the recent trend of the stock market development in emerging countries, some argue that Islamic countries' stock exchanges are still infantile. The central aim of this research, therefore, is to investigate factors impeding stock market development (SMD) in Islamic countries. We explore a panel annual data of 11 main Islamic countries vis-à-vis the developed countries for the period of 1996–2011. The findings show that all of our concerned macroeconomic determinants play a major role in the developed countries. On the other hand, financial openness has substantial...

  • what_drives_carbon-dioxide_emissions_income_electricity_generation_evidence_saudi_arabia_mansur.pdf.jpg
  • Journal Article


  • Authors: Mohammed Masih, Abul Mansur; Al-Sahlawi, Mohammed A.; De Mello, Lurion (2010)

  • Saudi Arabia ranks sixteenth among nations based on 2002 fossil-fuel carbon-dioxide emissions per capita. Even though Saudi Arabia is the world's largest exporter of oil, not suprisingly consumption of petroleum products represents the bulk of the country's fossil-fuel emissions is from electricity generation. Use of natural gas increasingly has become important since the mid-1980s and in 2008 accounts for 31.3 percent of total fossil-fuel carbon-dioxide emissions.

  • what_can_wavelets_unveil_vulnerabilities_monetary_integration_tale_eurozone_stock_markets_mansur.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2016)

  • The study has two main objectives: (i) to investigate whether there is pure contagion or fundamental-based contagion/interdependence among the Eurozone equity markets (Germany, France, Italy, Spain and Netherlands), attributable to the shocks stemming from nine major crises around the world (ii) to investigate the evolution of market integration, whether mainly short-run or long-run. Wavelet decompositions, in both its discrete and continuous forms, are employed to unveil the multi-horizon nature of co-movements, volatility and lead–lag relationships. This is to unveil the path of linkages and the behavior underlying the transmission mechanism of financial shocks across major Eurozone...

  • A wavelet approach timescale relationships among Islamic conventional stock markets LIBOR.jpg.jpg
  • Chapter in Book


  • Authors: El Alaoui, AbdelKader Ouatik; Dewandaru, Ginanjar; Bacha, Obiyathulla Ismath; Mohammed Masih, Abul Mansur (2017)

  • A series of financial crises in recent times resulted in an increase in contagion and correlations between assets making investments in conventional securities a little more unsafe. Therefore, global investors started looking for alternative assets to diversify their portfolios. One of the alternative assets that has been growing very fast over the recent period is the Islamic financial sectors which has been growing at an average rate of 15 percent to 20 percent per annum over the past decade. The risk-return profile of Islamic products, such as Islamic stocks, is expected to be different from that of conventional stocks. Available in physical copy only (Call Number: BP 173.75 H23...

  • wavelet_analysis_of_stock_price.pdf.jpg
  • Chapter in Book


  • Authors: El Alaoui, AbdelKader Ouatik; Dewandaru, Ginanjar; Mohammed Masih, Abul Mansur; Bacha, Obiyathulla Ismath; Musa, Mustafa (2015)

  • Fund managers and investors began many years ago to take into account the Islamic component of the GCC stock markets in order to benefit from the diversification opportunities offered by the Islamic stock markets for their investments in equity markets. This can improve the return and reduce the risk associated with their investments. However, these investors are also concerned about linkage aspects of those markets in relation with the international ones regarding integration and shock transmission, in particular, during the financial crisis.

  • Unveiling_the_diversification_benefits_of_Islamic_equities_and_commodities_mansur.pdf.jpg
  • Journal Article


  • Authors: Prima Sakti, Muhammad Rizky; Mohammed Masih, Abul Mansur; Saiti, Buerhan; Tareq, Mohammad Ali (2018)

  • The purpose of this paper is to examine the extent to which the Indonesian Shariah compliant investors can benefit from the portfolio diversification with the Islamic indices of its trading partners and selected commodities such as gold, crude oil, and cocoa. The findings tend to indicate that investors with exposure in Shariah compliant indices of Indonesia and wanting to gain more diversification benefits should invest either in the USA or India Islamic equity. Instead, the greater benefits will be obtained by Shariah compliant investors if they invest in the USA Islamic indices during long-term investment horizons. If investors want to invest in medium investment horizons, investin...

  • Unraveling_the_financial_contagion_in_European_stock_markets_during_financial_crisis_dewandaru_et_al.pdf.jpg
  • Journal Article


  • Authors: Dewandaru, Ginanjar; Masih, Rumi; Mohammed Masih, Abul Mansur (2018)

  • The article investigates the evidence of financial contagion and market integration in selected European equity markets during nine major crises across regions. The focus is to identify whether (i) contagion evidence is pure or fundamental and (ii) dynamic evolution of integration is in the short run or long run. Wavelet decomposition in both its discrete and continuous forms is used. The findings reveal the following: (i) prior to the subprime crisis, contagion effects generated short-term shocks. The most recent US subprime crisis, however, reveals the evidence of fundamental based contagion. (ii) We find increasing short-run and long-run stock market integration, driven by several ...

  • underminig_shared_prosperity_alaa_mansur_abbas.pdf.jpg
  • Academic Presentation


  • Authors: Alaabed, Alaa; Mohammed Masih, Abul Mansur; Mirakhor, Abbas (2015)

  • Automatically, risk shifting is absent in an ideal Islamic financial system (The Kuala Lumpur Declaration, 2012). Creating an opportunity for shared prosperity is a litmus test of the authenticity of Islamic banking. The present formation of Islamic finance has grown out of conventional finance and it uses its instruments.