Rumi Masih

4.2k total citations · 1 hit paper
58 papers, 3.3k citations indexed

About

Rumi Masih is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Rumi Masih has authored 58 papers receiving a total of 3.3k indexed citations (citations by other indexed papers that have themselves been cited), including 48 papers in Economics and Econometrics, 36 papers in General Economics, Econometrics and Finance and 24 papers in Finance. Recurrent topics in Rumi Masih's work include Market Dynamics and Volatility (37 papers), Monetary Policy and Economic Impact (35 papers) and Financial Risk and Volatility Modeling (10 papers). Rumi Masih is often cited by papers focused on Market Dynamics and Volatility (37 papers), Monetary Policy and Economic Impact (35 papers) and Financial Risk and Volatility Modeling (10 papers). Rumi Masih collaborates with scholars based in Australia, United Kingdom and United States. Rumi Masih's co-authors include Mansur Masih, Ginanjar Dewandaru, Sanjay Peters, Lurion De Mello, Syed Othman Alhabshi, Syed Aun R. Rizvi, Obiyathulla Ismath Bacha, Allan Hodgson and Mohammad S. Hasan and has published in prestigious journals such as Energy Economics, Physica A Statistical Mechanics and its Applications and Economics Letters.

In The Last Decade

Rumi Masih

56 papers receiving 2.8k citations

Hit Papers

Energy consumption, real income and temporal causality: r... 1996 2026 2006 2016 1996 200 400 600

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Rumi Masih Australia 26 2.8k 1.1k 1.1k 1.1k 467 58 3.3k
Alexander Chudík United States 22 3.8k 1.3× 962 0.8× 675 0.6× 1.5k 1.3× 374 0.8× 108 4.3k
Bwo‐Nung Huang Taiwan 22 1.9k 0.7× 795 0.7× 505 0.4× 611 0.6× 258 0.6× 37 2.2k
Kaddour Hadri United Kingdom 16 2.5k 0.9× 490 0.4× 521 0.5× 1.1k 1.0× 162 0.3× 42 3.0k
Donggyu Sul United States 21 2.6k 0.9× 408 0.4× 590 0.5× 1.4k 1.3× 176 0.4× 39 3.0k
Mark C. Strazicich United States 16 3.2k 1.2× 805 0.7× 695 0.6× 1.7k 1.6× 120 0.3× 35 3.7k
Allan W. Gregory Canada 21 3.1k 1.1× 475 0.4× 1.6k 1.4× 2.5k 2.2× 113 0.2× 62 4.0k
Ricardo Mestre Germany 10 2.2k 0.8× 536 0.5× 718 0.6× 1.6k 1.5× 173 0.4× 19 2.7k
Chihwa Kao United States 18 2.2k 0.8× 537 0.5× 345 0.3× 746 0.7× 259 0.6× 48 2.5k
Ioannis Chatziantoniou United Kingdom 29 4.4k 1.6× 1.2k 1.1× 1.0k 0.9× 1.1k 1.0× 165 0.4× 65 4.7k
Ahdi Noomen Ajmi Saudi Arabia 26 2.0k 0.7× 621 0.5× 512 0.5× 410 0.4× 177 0.4× 55 2.2k

Countries citing papers authored by Rumi Masih

Since Specialization
Citations

This map shows the geographic impact of Rumi Masih's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Rumi Masih with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Rumi Masih more than expected).

Fields of papers citing papers by Rumi Masih

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Rumi Masih. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Rumi Masih. The network helps show where Rumi Masih may publish in the future.

Co-authorship network of co-authors of Rumi Masih

This figure shows the co-authorship network connecting the top 25 collaborators of Rumi Masih. A scholar is included among the top collaborators of Rumi Masih based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Rumi Masih. Rumi Masih is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Dewandaru, Ginanjar, Rumi Masih, & Mansur Masih. (2017). Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. Economic Modelling. 65. 30–40. 38 indexed citations
2.
Dewandaru, Ginanjar, Rumi Masih, Obiyathulla Ismath Bacha, & Mansur Masih. (2015). Developing trading strategies based on fractal finance: an application of MF-DFA in the context of Islamic equities. International Journal of Climate Change Strategies and Management. 11 indexed citations
3.
Dewandaru, Ginanjar, Rumi Masih, & Mansur Masih. (2015). What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets. Economic Modelling. 52. 981–996. 23 indexed citations
4.
Dewandaru, Ginanjar, Syed Aun R. Rizvi, Rumi Masih, Mansur Masih, & Syed Othman Alhabshi. (2014). Stock market co-movements: Islamic versus conventional equity indices with multi-timescales analysis. Economic Systems. 38(4). 553–571. 152 indexed citations
5.
Dewandaru, Ginanjar, Syed Aun R. Rizvi, Rumi Masih, Mansur Masih, & Syed Othman Alhabshi. (2014). Stock Market Co-Movements: Islamic Versus Conventional Equity Indices with Multi-Timescales Analysis. SSRN Electronic Journal. 5 indexed citations
6.
Masih, Mansur & Rumi Masih. (2008). Intra-Market Price Discovery in an Emerging Stock Market: Vector Fractionally-Integrated Error Correction Model and Toda-Yamamoto Level VAR Approaches. Asian Journal of Business and Accounting. 1(1). 93–112. 2 indexed citations
7.
Masih, Rumi & Mansur Masih. (2004). Common stochastic trends and the dynamic linkages driving european stock markets: evidence from pre- and post-october 1987 crash eras. European Journal of Finance. 10(1). 81–104. 18 indexed citations
8.
Masih, Mansur, Rumi Masih, & Allan Hodgson. (2002). Price Discovery Between Informationally Linked Markets During Different Trading Phases. SSRN Electronic Journal. 2 indexed citations
9.
Masih, Mansur & Rumi Masih. (2002). Propagative causal price transmission among international stock markets: evidence from the pre- and post globalization period. RePEc: Research Papers in Economics. 21 indexed citations
10.
Masih, Rumi & Mansur Masih. (2000). A reassessment of long-run elasticities of Japanese import demand. RePEc: Research Papers in Economics.
11.
Masih, Rumi & Mansur Masih. (1998). Dynamic Linkages and the Propagation Mechanism Driving Major International Stock Markets: An Analysis of the Pre-And Post-Crash Eras. SSRN Electronic Journal. 12 indexed citations
13.
Masih, Mansur & Rumi Masih. (1997). A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. Applied Financial Economics. 7(1). 59–74. 92 indexed citations
14.
Masih, Mansur & Rumi Masih. (1996). Empirical tests to discern the dynamic causal chain in macroeconomic activity: new evidence from Thailand and Malaysia based on a multivariate cointegration/vector error-correction modeling approach. RePEc: Research Papers in Economics. 4 indexed citations
15.
Masih, Mansur & Rumi Masih. (1996). Temporal causality and the dynamics of different categories of crime and their socioeconomic determinants: evidence from Australia. Applied Economics. 28(9). 1093–1104. 41 indexed citations
17.
Masih, Mansur & Rumi Masih. (1995). Does Only Unanticipated Mone¬tary Growth Matter? An Econometric Investigation of Ten Asian Countries. Economia Internazionale / International Economics. 48(4). 537–549. 1 indexed citations
18.
Masih, Mansur & Rumi Masih. (1995). Investigating the robustness of tests of the market efficiency hypothesis: contributions from cointegration techniques on the Canadian floating dollar. Applied Financial Economics. 5(3). 139–150. 34 indexed citations
19.
Masih, Mansur & Rumi Masih. (1994). Temporal Causality Between Money and Prices in LDCs and the Error-Correction Approach: New Evidence from India. Indian Economic Review. 29(1). 33–35. 10 indexed citations
20.
Masih, Mansur & Rumi Masih. (1994). On the Robustness of Cointegration Tests of the Market Efficiency Hypothesis: Evidence from Six European Foreign Exchange Markets. Economia Internazionale / International Economics. 47. 160–180. 27 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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