Islamic Financial Engineering,
Computational Islamic Finance
Nashirah publications list :
International Journals:
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1. Abu Bakar, N. and Rosbi, S. (2017), Dynamic Forecasting method for Shariah-compliant Share Price of Healthcare sector in Malaysian Stock Exchange, International Journal of Advanced Engineering, Management and Science , Vol. 3, Issue 8, August 2017, pp. 855-863.
2. Abu Bakar, N. and Rosbi, S. (2017), Data modeling diagnostics for share price performance of Islamic Bank in Malaysia using Computational Islamic Finance approach, International Journal of Advanced Engineering Research and Science, Vol. 4, Issue 7, July 2017, pp. 174-179.
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3. Abu Bakar, N. and Rosbi, S. (2017), Robust Diagnostics of Box-Jenkins statistical method in forecasting share price performance for Sharia-Compliant Oil and Gas sector in Malaysia Stock Exchange, International Journal of Scientific Research and Management, Vol. 5, Issue 7, July 2017, pp. 6364-6376.
4. Abu Bakar, N. and Rosbi, S. (2017), Data Clustering using Autoregressive Integrated Moving Average (ARIMA) model
for Islamic Country Currency: An Econometrics method for Islamic Financial Engineering, The International Journal of
Engineering and Science, Vol. 6, Issue 6, June 2017, pp. 22-31.
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5. Abu Bakar, N. and Rosbi, S. (2017), Statistical Non-Parametric Correlation Diagnostic for Dynamic Behavior of Malaysian
Currency with World Crude Oil Price, International Journal of Economics, Commerce and Management, Vol. V, Issue 5,
pp. 1-13.
6. Abu Bakar, N. and Rosbi, S. (2017), Robust Statistical Analysis of Long-Term Performance For Sharia-Compliant
Companies in Malaysia Stock Exchange, International Journal of Management Science and Business Administration,
Volume 3, Issue 3, March 2017, pp. 49-66.
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7. Abu Bakar, N. and Rosbi, S. (2017), Robust Pearson Correlation Analysis of Volatility for the Islamic Bank in Malaysia:
An Arithmetic Approach in Islamic Financial Engineering, International Journal of Economics, Commerce and
Management, Vol. V, Issue 3, March 2017, pp. 1-15
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8. Abu Bakar, N. and Rosbi, S. (2017) Monotonic Correlation Diagnostics of share price volatility for Shariah-compliant Islamic Bank: A New Insight of Islamic Financial Engineering, International Journal of Management Science and Business Administration, Vol.3, Issues 2, pp. 7-16
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9. Abu Bakar, N. and Rosbi, S. (2016) Error diagnostic for weighted moving average to forecast Sharia-compliant securities in Malaysian Stock Exchange, International Academic Research Journal of Business and Technology, Vol.2, Issues 2, pp. 29-37.
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10. Abu Bakar, N. and Rosbi, S. (2016) Reliability of Exponential Smoothing Method for forecasting Islamic Share Price to oil and gas sector in Malaysian Stock Exchange, International Academic Research Journal of Business and Technology, Vol. 2 Issues 2, pp. 38-44.
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11. Abu Bakar, N. and Rosbi, S. (2016) Long Term Performance of Islamic Share Price for Initial Public Offerings (IPOs) in
Malaysia: Evidence from Sharia-Compliant Companies Listed on the Malaysian Stock Exchange (2006-2010),
International Journal of Management Science and Business Administration, Vol. 2, Issue 6, pp. 43-57
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12. Abu Bakar, N. and Uzaki, K. (2014), The Impact of Underwriter Reputation and Risk Factor on the Degree of Initial
Public Offering Underpricing: Evidence from Shariah-compliant Companies, IAFOR Journal of Business and
Management, Vol. 1, issues. 1, pp.15-30.
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13. Abu Bakar, N. and Uzaki, K. (2013), An Empirical Study of Initial Public Offerings Underpricing for Shariah-compliant
Companies: The Case of Malaysian Market, International Journal of Economics, Business and Finance, Vol. 1, No.9,
pp. 262-274.
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14. Abu Bakar, N. and Uzaki, K. (2013), Initial Public Offering (IPO) Underpricing: Evidence from Shariah-Compliant
Companies Listed on the Malaysian Stock Exchange (MSE), International Journal of Information Technology and
Business Management, Vol.14, No.1, pp.32 -48.
International Conferences:
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1. Abu Bakar, N. and Rosbi, S. (2017), Data classification using autoregressive integrated moving average (ARIMA) model for Islamic country currency: an econometrics method for Islamic financial engineering, International Conference on Engineering Technology, Vocational Education and Social Science (ICETVESS 2017) , 29-30 August 2017, Universiti Pendidikan Sultan Idris (UPSI), Tanjung Malim, Perak,Malaysia.
2. Abu Bakar, N. and Rosbi, S. (2017), Robust correlation diagnostic for dynamic behavior of Malaysia currency with world
crude oil price: A statistical analysis for Islamic Country Currency in Economic Friction Condition, International
Conference on Law and Islamic Jurisprudence (ICLIJ2017), 29 April 2017, Langkawi, Kedah
3. Abu Bakar, N. and Rosbi, S. (2017), Data Mining of Long Term Performance for Sharia-Compliant Companies in
Challenging Economic Condition: A Numerical Approach in Islamic Financial Engineering, 2nd Islamic Finance, Banking
& Business Ethics Global Conference 2017, 18-19 April 2017, Sasana Kijang, Bank Negara Malaysia
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4. Abu Bakar, N. and Rosbi, S. (2017) , Robust Volatility Diagnostics for Share Price Performance of Islamic Bank: A Mathematical Correlation in Islamic Financial Engineering, THE INTERNATIONAL SEMINAR ON ISLAMIC JURISPRUDENCE IN CONTEMPORARY SOCIETY (ISLAC 2017), 4-5 March 2017, UniSZA, Kuala Terengganu, Malaysia
5. Abu Bakar, N. and Rosbi, S. (2017) , Spearman Correlation Analysis for Volatility Of Islamic Bank In Malaysia, THE
INTERNATIONAL SEMINAR ON ISLAMIC JURISPRUDENCE IN CONTEMPORARY SOCIETY (ISLAC 2017), 4-5 March 2017,UniSZA, Kuala Terengganu, Malaysia
6. Abu Bakar, N. and Rosbi, S. (2016) , The determinant factors of IPO underpricing and cumulative abnormal return:
Evidence from sharia-compliant companies listed on the Malaysian Stock Exchange, 11th INTERNATIONAL
CONFERENCE ON ISLAMIC ECONOMICS AND FINANCE, 11-13 October 2016, The Royale Chulan Kuala Lumpur,
Malaysia
7. Abu Bakar, N. and Rosbi, S. (2016) , Impact of the corporate structure and sharia-compliant status to average degree of
IPO underpricing in Malaysia market, Advances in Managing Operations and Sustainability,10-11 December 2016,
Universiti Teknologi Malaysia, Kuala Lumpur
8. Abu Bakar, N. and Rosbi, S. (2016) , Error diagnostic for weighted moving average to forecast Sharia-compliant
securities in Malaysian Stock Exchange, 2nd International Business and Technology Conference 2016 (IBTC 2016),
18 December 2016,New York Hotel, Johor Bahru
9. Abu Bakar, N. and Rosbi, S. (2016) , Reliability of Exponential Smoothing Method for forecasting Islamic Share Price to
oil and gas sector in Malaysian Stock Exchange, 2nd International Business and Technology Conference 2016
(IBTC 2016), 18 December 2016, New York Hotel, Johor Bahru
10. Abu Bakar, N. (2014) Long Term Performance of Initial Public Offering: The Case from Shariah-compliant Companies
Listed on the Malaysian Stock Exchange, Japan Finance Association (JFA) Conference, October 2014, Meiji University,
Tokyo, Japan
11. Abu Bakar, N. and Uzaki, K. (2014), The Determinant Factors of Initial Public Offering for Shariah-Compliant Companies
and Non Shariah-Compliant Companies Listed on the Malaysian Stock Exchange, The 2nd Biennial Conference on
Sustainable Business, Energy and Development in Asia, Mac 2014, Hiroshima, Japan
12. Abu Bakar, N. and Uzaki, K. (2013), Initial Public Offering (IPO) Underpricing, Underwriter Reputation and
Oversubscription: Evidence from Shariah-Compliant Companies Listed on the Malaysian Stock Exchange (MSE),
International Conference on Information and Social Science, SEPTEMBER 2013, Nagoya, Japan
13. Abu Bakar, N. and Uzaki, K. (2013), Initial Public Offerings (IPOs): Comparison Between Shariah-Compliant Companies
and Conventional Companies Listed at Malaysian Stock Exchange (MSE), International Symposium on Business and
Management (ISBM), April 2013, Kitakyushu, Japan
14. Abu Bakar, N. and Uzaki, K. (2013), An Empirical Study of IPOs Underpricing for Shariah-Compliant Companies Listed
at Malaysian Stock Exchange (MSE), International Winter Conference on Business and Economics Research,
January 2013, Beppu, Japan
15. Abu Bakar, N. and Uzaki, K. (2012), A Test of Initial Public Offerings (IPOs) Underpricing Performance in Malaysian
Stock Exchange (MSE), The Asian Business and Management Conference (ABMC), November 2012, Osaka, Japan
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