Ghulame Rubbaniy

University of the West of England

Frenchay Campus

Bristol, BS16 1QY

United Kingdom

SCHOLARLY PAPERS

27

DOWNLOADS
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Top 16,874

in Total Papers Downloads

6,351

TOTAL CITATIONS
Rank 23,460

SSRN RANKINGS

Top 23,460

in Total Papers Citations

86

Scholarly Papers (27)

1.

Are ESG Stocks Safe-Haven during COVID-19?

Studies in Economics and Finance
Number of pages: 24 Posted: 05 Feb 2021 Last Revised: 17 Jan 2023
Ghulame Rubbaniy, Ali Awais Khalid, Faisal Rizwan and Shoaib Ali
University of the West of England, University of Lahore (UOL) - Lahore Business School, International Islamic University, Islamabad - Department of Management Sciences and Air University - Islamabad
Downloads 1,199 (38,562)
Citation 20

Abstract:

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ESG stocks, COVID-19, Safe-haven, Wavelet coherence, Global fear index, Infectious disease equity market volatility index

2.

Global Financial Crisis, COVID-19, Lockdown, and Herd Behavior in the US ESG Leader Stocks

Number of pages: 22 Posted: 21 Jun 2021
University of the West of England, Air University - Islamabad, Zayed University, College of Business and Zayed University
Downloads 751 (73,654)
Citation 11

Abstract:

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ESG stocks, COVID-19, Global financial crisis, Herding behavior, Capital asset pricing model

European Stock Markets’ Response to COVID-19, Lockdowns, Government Response Stringency and Central Banks’ Interventions

Number of pages: 31 Posted: 07 Jan 2021 Last Revised: 10 Mar 2021
University of the West of England, University of Lahore (UOL) - Lahore Business School, East China Jiaotong University and La Rochelle Business School
Downloads 279 (235,325)
Citation 1

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COVID-19; Stock market; Stringency Index; Lockdowns; Central Bank Interventions

European Stock Markets’ Response to COVID-19, Lockdowns, Government Response Stringency and Central Banks’ Interventions

Number of pages: 31 Posted: 16 Feb 2021
University of the West of England, University of Lahore (UOL) - Lahore Business School, School of Economics and Management, East China Jiaotong University and La Rochelle Business School
Downloads 246 (267,518)

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COVID-19 fear index; Oil price volatility; Central banks’ intervention; Governments’ response stringency

4.

UK’s Stock Market Reaction to Brexit Process: A Tale of Two Halves

Number of pages: 28 Posted: 18 Apr 2018 Last Revised: 25 Oct 2018
Vrije University - Faculty of Economics and Business Administration, University of the West of England, Vrije Universiteit Amsterdam, School of Business and Economics and Zayed University - College of Business
Downloads 509 (120,675)

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Brexit, Market reaction, Cross-sectional analysis

5.

Do Fear Indices Help Predict Stock Returns?

Number of pages: 34 Posted: 01 Aug 2012
University of the West of England, affiliation not provided to SSRN and Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics
Downloads 348 (187,088)
Citation 7

Abstract:

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6.

Safe-Haven Properties of Soft Commodities during Times of COVID-19

Number of pages: 35 Posted: 02 Dec 2020 Last Revised: 12 May 2021
University of the West of England, University of Lahore (UOL) - Lahore Business School, Zayed University, College of Business and Zayed University
Downloads 304 (216,565)
Citation 12

Abstract:

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Wavelet coherence, Soft commodities, Global COVID-19 fear index

7.

Income and Balance Sheet Diversification Effects on Banks’ Cost and Profit Efficiency: Evidence from the US

Number of pages: 36 Posted: 22 Mar 2021 Last Revised: 18 Jun 2021
Faisal Abbas, Ghulame Rubbaniy, Shoaib Ali and Walayet Khan
The University of Lahore, Lahore, Pakistan, University of the West of England, Air University - Islamabad and affiliation not provided to SSRN
Downloads 295 (223,669)
Citation 9

Abstract:

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Cost efficiency; Profit efficiency; Diversification; Commercial banks

8.

Alternative Investments: Inflation Hedger or Mean-Variance Efficient?

Number of pages: 15 Posted: 17 Aug 2014
University of the West of England, University of Central Punjab - UCP Business School, Vrije University - Faculty of Economics and Business Administration and National College of Business Administration & Economics
Downloads 253 (261,838)

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Portfolio optimization, Mean-variance efficiency, Full information index, Efficient frontier, Alternative investments

9.

Metal Investments: Distrust Killer or Inflation Hedging?

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 29 Posted: 25 Aug 2011 Last Revised: 19 Aug 2012
Ghulame Rubbaniy, Ken Ting Lee and Willem F. C. Verschoor
University of the West of England, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Vrije Universiteit Amsterdam, School of Business and Economics
Downloads 240 (275,784)
Citation 1

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Asset Pricing, Financial crises, Econometric models, Behavioral finance

10.

The perfect bail-in: Financing without banks using Peer-To-Peer Lending

International Journal of Finance and Economics
Number of pages: 38 Posted: 04 Sep 2021 Last Revised: 11 Jun 2023
Efstathios Polyzos, Aristeidis Samitas and Ghulame Rubbaniy
Zayed University, University of the Aegean and University of the West of England
Downloads 217 (304,222)
Citation 1

Abstract:

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p2p lending, peer-to-peer, agent-based finance, machine learning

11.

COVID-19, Lockdowns and Herding Towards a Cryptocurrency Market-Specific Implied Volatility Index

Number of pages: 17 Posted: 07 Dec 2020 Last Revised: 16 Jan 2021
University of the West of England, Zayed University and Université Paris 1 (Panthéon-Sorbonne)Lahore School of Economics
Downloads 186 (351,280)
Citation 7

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COVID-19; Herding behavior; Cryptocurrencies; VCRIX; Market fear

12.

Home Bias and Dutch Pension Funds’ Investment Behaviour

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 27 Posted: 22 Aug 2010 Last Revised: 02 Dec 2020
De Nederlandsche Bank, Vrije Universiteit Amsterdam, School of Business and Economics and University of the West of England
Downloads 185 (353,101)
Citation 2

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Pension funds, Portfolio choice, Home bias

13.

Do Stock Market Fear and Economic Policy Uncertainty Co-Move with COVID-19 Fear? Evidence from the US and UK

Number of pages: 29 Posted: 11 May 2021
Ghulame Rubbaniy, Ali Awais Khalid and Abiot Tessema
University of the West of England, University of Lahore (UOL) - Lahore Business School and Zayed University - College of Business
Downloads 150 (423,526)
Citation 3

Abstract:

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COVID-19 health-based fear index, Infectious disease equity market volatility index, Implied volatility index, Economic policy uncertainty, Wavelet coherence

14.

Are Cryptos Safe-Haven Assets during COVID-19? Evidence from Wavelet Coherence Analysis

Number of pages: 28 Posted: 07 Dec 2020
Ghulame Rubbaniy, Ali Awais Khalid and Aristeidis Samitas
University of the West of England, University of Lahore (UOL) - Lahore Business School and Zayed University
Downloads 148 (428,197)
Citation 2

Abstract:

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Wavelet Coherence, Global COVID-19 fear index, Cryptocurrency, VCRIX, Safe-haven

15.

Signaling Theory of Acquisition Premium: A Cross-Sectional Analysis from Asia-Pacific

Number of pages: 29 Posted: 31 May 2018
University of the West of England, Vrije University - Faculty of Economics and Business Administration and Zayed University - College of Business
Downloads 145 (435,324)

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Asymmetric information, GEE, IPO Under-pricing, Mergers & Acquisitions

16.

Efficient Market Hypothesis on the Blockchain: a Social‐media‐based Index for Cryptocurrency Efficiency

The Financial Review, Volume 59, 807–829 (2024), Financial Review, volume 59, issue 3, 2024[10.1111/fire.12387]
Number of pages: 37 Posted: 30 Apr 2024 Last Revised: 28 Apr 2025
Efstathios Polyzos, Ghulame Rubbaniy and Mieszko Mazur
Zayed University, University of the West of England and ESSCA school of management
Downloads 133 (466,929)
Citation 1

Abstract:

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market efficiency, cryptocurrencies, social media, latent Dirichtlet allocation

17.

Financial Market Determinants of Dynamic Herding in North-American Energy Market

Number of pages: 36 Posted: 21 Jun 2022
University of the West of England, Air University - Islamabad, Higher Colleges of Technology and Zayed University, College of Business
Downloads 112 (533,298)
Citation 1

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Energy stocks; Herding behavior; State-Space Model; Quantile-on-quantile regression; Financial markets.

­­How the Impact on Aviation from Covid-19 Affected the Rest Sectors of Tourism

Number of pages: 34 Posted: 28 Mar 2022
Zayed University, Abu Dhabi University, University of the West of England and Zayed University
Downloads 31 (1,058,930)

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COVID-19 pandemic, Aviation, Tourism, spillover effect, Impulse Response Functions

19.

Herd Behaviour and Trading Among Dutch Pension Funds

Number of pages: 36 Posted: 24 Aug 2010 Last Revised: 17 Aug 2017
De Nederlandsche Bank, Vrije Universiteit Amsterdam, School of Business and Economics and University of the West of England
Downloads 106 (555,542)
Citation 3

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Feedback strategies, herding, institutional investors.

20.

C-Suite Incentive Conflict and Firm Efficiency

Number of pages: 39 Posted: 14 Dec 2021
Kienpin Tee, Kienpin Tee, Feng Han and Ghulame Rubbaniy
Zayed UniversityZayed University, Capital University of Economics and Business and University of the West of England
Downloads 89 (624,259)

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Incentive conflict; Firm efficiency; Data envelopment analysis; Stochastic frontier analysis; CEO characteristics; Board of directors. JEL classifications: M12, M14, M52

21.

Cyclicality of Liquidity Creation: Non-linear Evidence from US Bank Holding Companies

Journal of Financial Research
Number of pages: 39 Posted: 21 Jun 2022 Last Revised: 12 Mar 2024
University of the West of England, University of Lahore (UOL) - Lahore Business School, Air University - Islamabad and Zayed University
Downloads 88 (628,625)

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Bank holding company; Liquidity creation; Business cycle; Panel smooth transition regression

22.

Causal Effects of Remittances’ Volatility, Consumption, and Political Changes on Financial Development: Panel Evidence from Developing Countries

Number of pages: 37 Posted: 16 Aug 2018
Ali Awais Khalid, Ghulame Rubbaniy and Osama El-Temtamy
University of Lahore (UOL) - Lahore Business School, University of the West of England and Zayed University
Downloads 69 (723,090)

Abstract:

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Remittances, Consumption, Volatility, Financial Development, Political Changes

23.

Cyclicality of Capital Adequacy Ratios in Heterogeneous Environment: a Non-linear Panel Smooth Transition Regression Explanation

Number of pages: 41 Posted: 10 Dec 2020
Ghulame Rubbaniy, Ali Awais Khalid and Efstathios Polyzos
University of the West of England, University of Lahore (UOL) - Lahore Business School and Zayed University
Downloads 61 (771,725)
Citation 2

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Business cycle index, Panel smooth transition regression, Heterogeneity, Cyclicality, Capital adequacy ratios, Banks non-compliance

24.

Investors' Responses to Macro-Economic News: The Role of Mandatory Derivatives and Hedging Activities Disclosure

International Journal of Managerial Finance, Vol. 19 No. 1, 2023, pp. 173-202, https://doi.org/10.1108/IJMF-12-2020-0635
Number of pages: 58 Posted: 21 Feb 2023
Abiot Tessema and Ghulame Rubbaniy
Zayed University - College of Business and University of the West of England
Downloads 60 (778,247)

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macroeconomic news; ambiguity; earnings volatility; SFAS 133; interest rates

25.

Black Gold’s Price Plunge: Are Conventional and Islamic Banks Equally Vulnerable?

Number of pages: 30 Posted: 16 Jan 2019
University of the West of England, Mount Royal University, University of Evansville and Comsats University Islamabad
Downloads 58 (791,666)

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Islamic Banks, Conventional Banks, Credit Risk, Insolvency Risk, Oil Price Plunge, Loan Loss Reserves, Withdrawal Risk

26.

Economics of Capital Adjustment in the US Commercial Banks: Empirical Analysis

Number of pages: 27 Posted: 29 Jan 2021
Faisal Abbas, Shoaib Ali and Ghulame Rubbaniy
The University of Lahore, Lahore, Pakistan, Air University - Islamabad and University of the West of England
Downloads 51 (843,093)
Citation 3

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Capital Ratio, Regulatory Ratio, Tier-I Ratio, Speed of Capital Adjustment, Bank Charters

27.

Asymmetric Relationship Between Diversification And Liquidity Creation: Empirical Evidence From GCC

Number of pages: 27 Posted: 07 Jan 2025
Ghulame Rubbaniy, Shoaib Ali, Costas Siriopoulos and Kienpin Tee
University of the West of England, Université Internationale de Rabat, Zayed University, College of Business and James Cook University
Downloads 38 (958,051)

Abstract:

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Income statement diversification, Liquidity creation, Bank capitalization, liquidity creation, GCC region, Banks