Lida Nikmasesh, Abu Hassan Shaari Mohd Nor.  (2016).  Causality in variance between the stock market and macroeconomic variables in Singapore.  - The Singapore Economic Review.  1-19. 

Behrooz Gharleghi, Abu Hassan Shaari Md Nor, Tamat Sarmidi.  (2014).  Application of The Threshold Model For Modelling and Forecasting of Exchange Rate in Selected ASEAN Countries.  - Sains Malaysiana.  1609-1622. 

Yaghoob Jafari, Jamal Othman, Abu Hassan Shaari Mohd Nor.  (2012).  Energy consumption, economic growth and environmental pollutants in Indonesia.  - Journal of Policy Modeling.  34:879-889. 

Gharleghi, B., Md Nor, A.H.S..  (2012).  Is Monetary variable a determinant in the ringgit-dollar exchange rates model?: A cointegration approach.  - Sains Malaysiana.  41(9):1163-1169. 

Cheong, C.W., Lai, N.S., Isa, Z., Mohd Nor, A.H.S..  (2012).  Asymmetry dynamic volatility forecast evaluations using interday and intraday data.  - Sains Malaysiana.  41(10):1287-1299. 

Cheong C.W., Isa Z., Mohd Nor A.H.S..  (2011).  Cross market value-at-risk evaluations in emerging markets.  - African Journal of Business Management.  5(22):9385-9400. 

Abu Hassan Shaari Mohd. Nor, A. Shamiri & Zaidi Isa.  (2009).  Comparing the accuracy of density forecasts from competing GARCH models.  - Sains Malaysiana.  38(1):109-118. 

Cheong, CW; Isa, Z; Nor, AHSM.  (2009).  Financial Risk Evaluations in Malaysian Stock Exchange using Extreme-Value-Theory and Component-ARCH Model.  - Sains Malaysiana.  38(4):567-575. 

Cheong, CW; Nor, AHSM; Isa, Z.  (2009).  A Simple Power-Law Tail Estimation of Financial Stock Return.  - Sains Malaysiana.  38(5):745-749.