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Dr Farooq Ahmad's Outputs (3)

A comparative analysis of risk-return characteristics between Sukuk (Islamic bonds) and conventional bonds. (2016)
Thesis
SHALHOOB, H.S. 2016. A comparative analysis of risk-return characteristics between Sukuk (Islamic bonds) and conventional bonds. Robert Gordon University, PhD thesis.

Sukuk are an important mode of financing in the Islamic financial system. As usury (interest) is prohibited in Islam, conventional bonds are not suitable for investors in Islamic countries. Since their launch in the 1980s, Sukuk have gained recogniti... Read More about A comparative analysis of risk-return characteristics between Sukuk (Islamic bonds) and conventional bonds..

Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. (2016)
Journal Article
SANUSI, M.S. and AHMAD, F. 2016. Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure. Finance research letters [online], 18, pages 89-99. Available from: https://doi.org/10.1016/j.frl.2016.04.005

Oil and gas is one of the most important sectors in every economy and the valuation of oil and gas companies becomes quite challenging due to the volatility of crude oil price. The paper investigates the determinants of the UK oil and gas stock retur... Read More about Modelling oil and gas stock returns using multi factor asset pricing model including oil price exposure..

An analysis of seasonality fluctuations in the oil and gas stock returns. (2016)
Journal Article
SANUSI, M.S. and AHMAD, F 2016. An analysis of seasonality fluctuations in the oil and gas stock returns. Cogent economics and finance [online], 4(1), 1128133. Available from: https://doi.org/10.1080/23322039.2015.1128133

This paper investigates the existence of seasonality anomalies in the stock returns of the oil and gas companies on the London Stock Exchange. It employs F-test, Kruskal-Wallis and Tukey tests to examine days-of-the-week effect. Generalised autoregre... Read More about An analysis of seasonality fluctuations in the oil and gas stock returns..