Selected Publications
PUBLICATIONS/JOURNALS (54 articles: 7A* (5 Top field), 38A)
Sectoral uncertainty spillovers in emerging markets: A quantile time-frequency connectedness approach (with Hoang Nhat Tam Dang, Faruk Balli, David Gabauer, and Thi Thu Ha (Hannah) Nguyen) Forthcoming in International Review of Economics and Finance (A by ABDC, SSCI, with IF 4.5).
Firm Productivity in Energy Sector over the last two decades of crisis: The role of cross Listing (with Hoang Nhat Tam Dang, Faruk Balli, and Thi Thu Ha Nguyen) Forthcoming in ENERGY ECONOMICS journal, (A* by ABDC SSCI, with 5-year IF 12.8) TOP FIELD JOURNAL
Dynamic connectedness between crude oil and equity markets: What about the effects of firm’s solvency and profitability positions? (With Faruk Balli and Thi Thu Ha Nguyen) Forthcoming in Journal of Commodity Markets (A by ABDC, SSCI, IF 4.2)
Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market (with Faruk Balli, David Gabauer, and Hoang Nhat Tam Dang) Forthcoming in Finance Research Letters (A by ABDC, SSCI, IF 9.848)
Cross-Listing Flows Under Uncertainty: An International Perspective (with Abraham Agyemang, Faruk Balli, and Russell B. Gregory-Allen) Forthcoming in Applied Economics (A by ABDC, SSCI, with IF 2.01)
Trade-offs in South Asian MFIs:Regulation and governance structure (with Uzma Bibi) Forthcoming in Applied Economics (A by ABDC, SSCI, with IF 2.01)
Emigrants’ Visit Home and Remittance Inflows Nexus (with Thi Thu Ha Nguyen and Faruk Balli) Forthcoming in Tourism Economics, (2022) (A by ABDC, SSCI, with IF 4.58)
Spillovers between Sukuks and Shariah-Compliant Equity Markets (with Syed Mabruk Billah, Faruk Balli and Anne De Bruin) Forthcoming in Pacific-Basin Finance Journal (A by ABDC, SSCI, with 2-year IF 2.514)
Spillovers on Sectoral Sukuk Returns: Evidence from Country Level Analysis (with Syed Mabruk Billah and Faruk Balli) Forthcoming in Applied Economics (A by ABDC, SSCI, with IF 1.103)
Specialization in national output and international cross-listing decisions (with Abraham Agyemang, Faruk Balli, and Russell B. Gregory-Allen) Forthcoming in Applied Economics (A by ABDC, SSCI, with IF 1.103)
Corporate dividend smoothing: the role of cross-listing (with Abraham Agyemang, Faruk Balli, and Russell B. Gregory-Allen) JOURNAL OF CORPORATE FINANCE, Volume 72, 102151 (2022) (A* by ABDC, SSCI, with 5-year IF 3.819, with SNIP IF 2.241) CORE FINANCE JOURNAL.
Direct real estate, securitized real estate, and equity market dynamic connectedness (with Thi Thu Ha Nguyen, Faruk Balli and Iqbal Syed) Forthcoming in Applied Economics (A by ABDC, SSCI, with IF 1.103)
Geopolitical Risk Spillovers and its Determinants (with Hasan Mudassar, Faruk Balli, and Russell B. Gregory-Allen) Forthcoming in Annals of Regional Science (Ranked A in ABDC)
Immigration and Regional Housing Markets: Prices, Rents, Price-to-Rent Ratios and Disequilibrium (with Thi Thu Ha Nguyen, Faruk Balli and Iqbal Syed) Forthcoming in REGIONAL STUDIES (A* by ABDC, SSCI, with 5-year IF 4.174, with SNIP IF 2.021) TOP FIELD JOURNAL.
Information transmission between oil and housing markets (with Thi Thu Ha Nguyen, Muhammad Abubakr Naeem, Faruk Balli and Iqbal Syed) ENERGY ECONOMICS journal, Volume 95, 105100 (2021) (A* by ABDC SSCI, with 5-year IF 5.790) TOP FIELD JOURNAL
Spillovers to sectoral equity returns: Do liquidity and profitability positions matter? (with Syed Mabruk Billah, Faruk Balli and Anne De Bruin) Applied Economics, Volume 53, 3097-3130 (2021) (A by ABDC, SSCI, with IF 1.103)
Why do U.S. Uncertainties Drive Stock Market Spillovers? International evidence (with Hasan Mudassar, Faruk Balli, and Russell B. Gregory-Allen) International Review of Economics and Finance, Volume76:288-301 (2021) (A by ABDC, SSCI, with 5-year IF 2.12)
Firm-level political risk and Shari’ah compliance: equity capital cost and payouts policy (with Jamshid Karimov, Faruk Balli, Anne De Bruin) Accounting and Finance, Volume 61 (3), 4639-4667 (2021) (A by ABDC, SSCI, with 5-year IF 2.217)
Spillovers from Tourism Demand to Tourism Equities (with Faruk Balli and Muhammad Abubakr Naeem)Forthcoming in Tourism Economics (A by ABDC, SSCI, with IF 4.44).
Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (with Thi Thu Ha Nguyen, Muhammad Abubakr Naeem, Faruk Balli and Xuan Vinh Vo) Finance Research Letters, Volume 40, 101739, (2021) (A by ABDC, SSCI, with 2-year IF 3.527)
Consumption smoothing and housing capital gains: Evidence from Australia, Canada, and New Zealand (with Thi Thu Ha Nguyen, Faruk Balli and Iqbal Syed) Applied Economics, Volume 52, 6145-6161 (2020). (A by ABDC, SSCI, with IF 1.103)
Shari’ah Compliance Requirements and The Cost of Equity Capital (with Jamshid Karimov, Faruk Balli, Anne De Bruin) Pacific-Basin Finance Journal, Volume 62 (2020). (A by ABDC, SSCI, with 5-year IF 2.382) Economic Policy Uncertainty
Spillover Effects on Sectoral Equity Returns of New Zealand (with Hasan Mudassar, Faruk Balli, and Russell B. Gregory-Allen) Journal of Economics and Finance, Volume 44, 670-686 (2020) (B by ABDC, with 2019 IF 0.74) Corporate Net
Income and Payout Smoothing Under Shari'ah Compliance (with Jamshid Karimov, Faruk Balli and Anne De Bruin) Pacific-Basin Finance Journal, Volume 60, April (2020) (A by ABDC, SSCI, with 5-year IF 2.382)
Economic Uncertainties, Macroeconomic Announcements and SUKUK spreads (with Faruk Balli, Syed Mabruk Billah, Russell B. Gregory-Allen) Applied Economics, Volume 52, 3748-3769. (2020) (A by ABDC, SSCI, with 2019 IF 1.103)
The Impact of Portfolio Holdings Disclosure on Fund Returns (with Russell B. Gregory-Allen and Kathleen Thompson) Pacific-Basin Finance Journal, Volume 57 (2019). (A by ABDC, SSCI, with 5-year IF 2.382)
Determinants of sector of holders’ international equity holdings (with Faruk Balli, Aihua Wang, Amira Karimova, and Syed Basher) International Review of Economics and Finance, Volume 63,329-338. (2019) (A by ABDC, SSCI, with 5-year IF 2.12)
Towards Understanding the Housing Price Volatility of Housing Prices and Exploring the Tourism Demand Impact (with Faruk Balli, Susan Flint-Hartle and Xinping Yang) Tourism Analysis, Volume 24, 453-465. (2019) (A by ABDC and ranked 6th consistently within +200 journals in the field journals)
Modelling the Volatility of International Visitor Arrivals to New Zealand (with Faruk Balli and Tsui Wai Hong Kan) Journal of Air Transport Management, Volume 75, 204-214 (2019) (B by ABDC, SSCI, with 5-year IF 2.81)
International Tourism Demand, Number of Airline Seats and Trade Triangle: Evidence from New Zealand Partners (with Faruk Balli and Tsui Wai Hong Kan) Tourism Economics, Volume 25, 132-144 (2019) (A by ABDC, SSCI, with IF 4.44)
Impact of gender and governance on microfinance efficiency (with Uzma Bibi, Claire Matthew and David Tripe) Journal of International Financial Markets, Institutions & Money, Volume 53, 307-319, (2018) (A by ABDC, SSCI, with 5-year IF 2.55)
New approaches to measure the social performance of microfinance institutions (MFIs) (with Uzma Bibi, Claire Matthew and David Tripe) International Review of Economics and Finance, Volume 53, 88-97 (2018) (A by ABDC, SSCI, with 5-year IF 2.12)
Gulf Cooperation Council Outbound Tourism: The Role of Expatriates (with Faruk Balli, Amira Karimova and Rosmy Jean Louis) Tourism Analysis, Volume 23 (3), 433-437 (2018) (A by ABDC)
Towards Understanding Vegetables Consumption Behaviour in Iran: A Full Box-Cox Double-Hurdle Application (with Prof. Rosmy Jean Louis and Mohammed Amin Kuhbor) Review of Middle East Economics and Finance, Volume 13(1), 1-12, 2017. (C by ABDC with RG journal IF 0.95 (A lot higher than many B ranked journals listed in ABDC))
The Impact of Tourism Revenues on Smoothing the Domestic output Shocks (with Faruk Balli and Rosmy Jean Louis) Tourism Analysis, Volume 21(5), 439-450. (2016) (A by ABDC)- It is the leading article in this issue.
The Impacts of Immigrants and Institutions on Bilateral Tourism Flows (with Faruk Balli and Rosmy Jean Louis) TOURISM MANAGEMENT, Volume 52, 221-229. (2016) (A* by ABDC, SSCI, with 5-year IF 6.048) TOP FIELD JOURNAL
Spillover Effects on the Sectoral Returns for Australian and New Zealand Equity Markets (with Faruk Balli and Ronglan Hong) Journal of Economics and Finance, Volume 40 (3), 568-589 (2016) (B by ABDC, with 2019 IF 0.74)
The Transmission of Market Shocks and Bilateral Linkages: Evidence from Emerging Economies (with Faruk Balli, Rosmy Jean Louis and Vo Tuan Kiet) International Review of Financial Analysis, Volume, 42(1), 349-357. (2015) (A by ABDC, SSCI, with 2015 IF 1.69)
Inter-regional Spillover Effects in New Zealand International Tourism Demand (with Faruk Balli and Joshua Curry) Tourism Geographies, Volume 17(2), 1-17. (2015) (A by ABDC, SSCI, with 2014 IF 1.695)
Research Note:The Impact of Marketing Expenditure on the International Tourism Demand of the Cook Islands (with Faruk Balli and Nikau Tangaroa) Tourism Economics, Volume 21(6), 1331-1343. (2015) (A by ABDC, SSCI, with 5-year IF 4.44)
Median-Unbiased Estimation of Structural Change Models: An Application to Real Exchange Rate Persistence (with David Papell and Christian Murray) Applied Economics, Volume 46 (27), 3300-3311. (2014) (A by ABDC, SSCI, with IF 1.103) It is awarded as the best paper by 20th NZ Econometric Study Group (NZESG) and selected for Reserve Bank of NZ-NZESG award.
Diversification across ASEAN-wide sectoral and national equity returns (with Faruk Balli and Mong Ngoc Luu) Economic Modelling, Volume 41, 398-407 (2014) (A by ABDC, SSCI, with 5-year IF 0.699, with SNIP IF 0.955)
Operational efficiency of Asia-Pacific airports (with Tsui Wai Hong Kan, Andrew Gilbey and Hamish Gow) Journal of Air Transport Management, Volume 40, 16-24. (2014) (B by ABDC, SSCI, with 5-year IF 2.81)
Estimating airport efficiency of New Zealand airports (with Tsui Wai Hong Kan and Andrew Gilbey) Journal of Air Transport Management, Volume 35, 78-86. (2014) (B by ABDC, SSCI, with 5-year IF 2.81)
Forecasting of Hong Kong airport’s passenger throughput (with Tsui Wai Hong Kan, Andrew Gilbey and Hamish Gow) TOURISM MANAGEMENT, Volume 42, 62-76. (2014) (A* by ABDC, SSCI, with 5-year IF 6.048) TOP FIELD JOURNAL
Windfarms and Residential Property Values (with Iona McCarthy) International Journal of Strategic Property Management, Volume 18(2), 116-124. (2014) (B by ABDC, SSCI, with 2012 IF 1.130)
Impacts of Exported Turkish Soap Operas and Visa-free Entry on Inbound Tourism to Turkey (with Faruk Balli and Kemal Cebeci) TOURISM MANAGEMENT, Volume 37, 186-192.(2013) (A* by ABDC, SSCI, with 5-year IF 6.048) TOP FIELD JOURNAL
Also featured highly in The Wall Street Journal article entitled “Vacation hotspot aims to double visitor numbers” on 30 April-1 May, 2014.
Also Featured in Publico (Portugal Daily Newspaper) in 2 November, 2014 Also Featured in El Pais (Uruguay Daily Newspaper) in 15, July, 2015 At http://www.elpais.com.uy/el-empresario/industria-telenovelas-turcas-le-pisa.html Winner of the Emerald/ European Foundation for Management Development: MENA Management Research Fund Award
International income risk-sharing and the global financial crisis of 2008-2009 (with Faruk Balli and Syed Basher) JOURNAL OF BANKING AND FINANCE, Volume 37(7), 2303-2313 (2013) (A* by ABDC, SSCI, with 5-year IF 3.38, with SNIP[1] IF 2.002)
Interaction Effects in Econometrics (with Bent E. Sorensen) Empirical Economics, Volume 45 (1), 583-603. (2013) (A by ABDC, SSCI, with 5-years IF 1.713) It has been cited already 360+ times according to Google scholar. In 2017, this paper is awarded by Massey Business School entitled “The Certificate of Excellence in Research Impact, True Massey Business School Star” as it has a demonstrable impact on practice.
Time-varying spillover effects on sectorial equity returns (with Faruk Balli and Rosmy Jean Louis). International Review of Finance, Volume 13(1), 67-91 (2013) (A by ABDC, SSCI)
On the Empirics of Risk Sharing Across MENA Countries (with Faruk Balli), Applied Economics, Volume 45,3370--3377. (2013) (A by ABDC, SSCI, with 2019 IF 1.103)
Decomposing the Income Insurance Channel Across Developed and Emerging Markets (with Faruk Balli and Rosmy Jean Louis) International Review of Finance, Volume 11(4), 515-535. (2011) (A by ABDC, SSCI)
Income insurance and the determinants of income insurance via foreign asset revenues and foreign liability payments (with Faruk Balli and Syed Basher) Economic Modelling, Volume 28(5), 2296-2306. (2011) (A by ABDC, SSCI, with 5-year IF 0.699, with SNIP IF 0.955)
Sectoral Equity Returns in the Euro Region: Is There any Room for Reducing the Portfolio Risk?” (with Faruk Balli) Journal of Economics and Business, Volume 63 (2), 89-106. (2011) (It is the leading article in this issue) (B by ABDC, with 3-year IF 0.707 and with SNIP IF 0.847)
Income and Consumption Smoothing and Welfare Gains across Pacific Island Countries: The Role of Remittances, and Foreign Aid," (with Faruk Balli) Economic Modelling, Volume 28(4), 1642-1649. (2011) (A by ABDC, SSCI, with 5-year IF 0.699, with SNIP IF 0.955)
From Home Bias to Euro Bias: Disentangling the effects of Monetary Union on the European Financial Markets," (with Faruk Balli and Syed Basher) Journal of Economics and Business, Volume 62 (5), 347-366. (2010) (It is the leading article in this issue, with 3-year IF 0.707) (B by ABDC, with SNIP IF 0.847)
[1] Source-Normalized Impact per Paper (SNIP) measures the impact of a paper within a subject field. Some journals only report this impact factor.