norhasimah shaharuddin, tamat sarmidi, abu hassan shaari md nor, mohd hafz abd. wahab.  (2018).  pembangunan kewangan, ict dan jurang pendapatan: bukti empirikal data panel dinamik.  - jurnal ekonomi malaysia.  . 

pai wei choong, noor aini khalifah, abu hassan shaari md nor, mohd adib ismail.  (2018).  free trade agreements and production sharing in malaysian manufacturing industries.  - jurnal ekonomi malaysia.  . 

du yu hong, abu hassan shaari md. nor, tamat sarmidi.  (2018).  the dynamic relationship between tfp and human capital inequality: evidence from asean countries.  - jurnal ekonomi malaysia.  . 

nur jila mohammad, tamat sarmidi, abu hassan shaari md nor.  (2018).  keupayaan menyerap dan limpahan pengetahuan: bukti baharu daripada modal manusia dan r&d.  - jurnal ekonomi malaysia.  . 

nur jila mohammad, nur adyani sabarudin, tamat sarmidi, abu hassan shaari md nor.  (2018).  aliran masuk fdi, pembangunan ict, penguasaan bahasa inggeris dan inovasi: analisis di negara muslim.  - bitara international journal of civilizational studies and human sciences.  . 

elya nabila abdul bahri, abu hassan shaari md nor, tamat sarmidi, nor hakimah haji mohd nor.  (2018).  nonlinear relationship between financial development and economic growth: evidence from post global financial crisis panel data.  - jurnal ekonomi malaysia.  . 

abdul rahim ridzuan, nor asmat ismail, abdul fatah che hamat, abu hassan shaari, md nor elsadig musa ahmed.  (2017).  does equitable income distribution influence environmental quality? evidence from developing countries of asean-4.  - pertanika journal of social sciences & humanities.  385-400. 

payam mohammad aliha, tamat sarmidi, abu hassan shaari and fathin faizah said.  (2017).  investigating the effects of financial innovations on the demand for money in malaysia using the ardl appoach to cointergration.  - regional science inquiry.  177-193. 

tamat sarmidi, abu hassan shaari md nor, nor ghani md noor.  (2017).  does income gap matter for household debt accumulation?.  - institutions and economies.  1-19. 

du yuhong, abu hassan shaari md nor, tamat sarmidi.  (2017).  nonlinear effects of human capital on tfp: evidence from eight asean countries.  - journal of economic cooporetion and development.  123-153. 

payam mohammad aliha, tamat sarmidi, abu hassan shaari, fathin faizah said.  (2017).  using ardl approach to cointegration for investigating the relationship between payment technologies and money demand on a world scale.  - regional science inquiry.  . 

nizam ahmat, nor ghani md. nor, abu hassan shaari md nor dan ahmat md zain.  (2017).  perubahan harga petrol, pertukaran mod kenderaan dan keselamatan jalan raya di malaysia.  - malaysian journal of consumer family economics (macfea).  146-173. 

zalina zainal, tamat sarmidi, abu hassan shaari mohd nor.  (2016).  dynamic linkages between export and growth: does exchange rate volatility matter?.  - annual ecofi symposium.  49-55. 

tajul ariffin masron dan abu hassan shaari md nor.  (2016).  foreign direct investment in real estate and housing affordability.  - jurnal ekonomi malaysia.  15-28. 

tamat sarmidi, abu hasan shaari md nor, mohd azlan shah zaidi dan umar abdul basar.  (2016).  pelarian dana: bukti baru peranan modal manusia.  - jurnal ekonomi malaysia.  133-142. 

lida nikmanesh and abu hassan shaari mohd nor.  (2016).  macroeconomic determinants of stock market volatility: an empirical study of malaysia and indonesia.  - asian academy of management journal.  161-180. 

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. 

hamidah muhd irpan, rosfadzimi mat saad, abu hassan shaari md nor, abd halim md noor, noorazilah ibrahim.  (2016).  impact of foreign direct investment on the unemployment rate in malaysia.  - 4th international conference on science and engineering in mathematics, chemistry and physics 2016.  Article number 12028. 

jirshah abu bakar kunchu, tamat sarmidi, abu hassan shaari md nor dan ishak yussof.  (2016).  new evidence on natural resource curse for oic and non oic countries.  - pertanika journal of social sciences & humanities.  1767-1792. 

najla shafighi and abu hassan shaari, behrooz gharleghi, tamat sarmidi and khairuddin omar.  (2016).  financial integration via panel cointegration approaches in asean+5.  - journal of economic studies.  2-15. 

paria assadolahi nik, mansor jusoh, abu hassan shaari and tamat sarmidi.  (2016).  predicting the probability of financial crisis in emerging countries using an early warning system: artificial neural network.  - journal of economic coorporation and development.  25-40. 

tamat sarmidi, abu hassan shaari md nor and sulhi ridzuan.  (2015).  environmental stringency, corruption and foreign direct investment (fdi): lessons from global evidence.  - asian academy of management journal of accounting and finance.  85-96. 

nor hakimah haji mohd. nor, low soo wah, abu hassan shaari md. nor.  (2015).  pelaburan langsung asing, pertumbuhan ekonomi dan kualiti pembangunan pasaran saham - analisis panel.  - jurnal ekonomi malaysia.  49-60. 

abdul rahim ridzuan, nor asmat ismail, abdul fatah che hamat, abu hassan shaari mohd nor, elsadig musa ahmed.  (2015).  income distribution and environment: empirical evidence from malaysia, indonesia and singapore.  - usm international conference on social sciences 2015 (usm-icoss 2015).  34-43. 

abu hassan shaari md nor, mori kogid & tamat sarmidi.  (2015).  kejutan asimetrik dan limpahan kemeruapan kadar tukaran asing asean.  - persidangan kebangsaan ekonomi malaysia perkem ke-10 2015. bangi: penerbit ukm..  308-315. 

abdul hafizh mohd. azam, abu hassan shaari md nor & tamat sarmidi.  (2015).  modelling stock market volatility and causality: empirical evidence from malaysia and thailand.  - international conference on business, accounting, finance, and economics (bafe 2015).  1-15. 

abu hassan shaari md nor, mori kogid, tamat sarmid.  (2015).  kemeruapan bersyarat dan korelasi dinamik pasaran saham asean.  - jurnal pengurusan.  47-59. 

du yuhong, abu hassan shaari md nor.  (2015).  tfp and human capital spillover effect: a spatial panel model approach.  - the 11th asian academy of management international conference 2015.  . 

haryani abdul hamid, tamat sarmidi & abu hassan shaari md nor.  (2015).  hutang isi rumah dan upah benar.  - .  . 

mori kogid, abu hassan shaari md nor, tamat sarmidi.  (2015).  limpahan kemeruapan dan korelasi dinamik kadar pertukaran di asean-5.  - jurnal ekonomi malaysia.  40-55. 

lida nikmanesh, abu hassan shaari md nor, tamat sarmidi, hawati janor.  (2014).  return and volatility spillovers between the us, japanese and malaysia stock markets.  - jurnal pengurusan.  101 - 111. 

chin wen cheong, zaidi isa, abu hassan shaari mohd nor, ng siew lai.  (2014).  the stylized facts and market risk evaluations of malaysian syariah index.  - journal of statistics and management systems.  251-264. 

lida nikmanesh, abu hassan shaari mohd nor, tamat sarmidi & hawati janor.  (2014).  macroeconomics sources of stock market volatility: new evidence using sur.  - journal of finance and financial service.  111-120. 

mohd zukime mat junoh, rahmah ismail,abu hassan shari md nor ishak yussof.  (2014).  permintaan buruh dalam sektor perkhidmatan di malaysia: satu pendekatan kointegrasi panel.  - persidangan kebangsaan ekonomi malaysia ke-9 (perkem ke-9): urus tadbir ekonomi yang adil : ke arah ekonomi berpendapatan tinggi / fakulti ekonomi & pengurusan, ukm.  132-144. 

nor hakimah haji mohd nor, low soo wah, abu hassan shaari mohd nor.  (2014).  pelaburan langsung asing, pertumbuhan ekonomi dan kualiti pembangunan pasaran saham: kajian momen teritlak (gmm).  - persidangan kebangsaan ekonomi malaysia ke-9 (perkem ke-9): urus tadbir ekonomi yang adil : ke arah ekonomi berpendapatan tinggi / fakulti ekonomi & pengurusan, ukm.  571-581. 

rosfadzimi mat said, abd halim mohd noor, abu hassan shaari md nor.  (2014).  developing countries`s outward investment: push factors for malaysia.  - procedia - social and behavioral sciences.  237-246. 

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. 

abu hassan shaari md nor, tamat sarmidi , ehsan hosseinidoust.  (2014).  forecasting of palm oil price in malaysia using linear and nonlinear methods.  - aip conference proceeding - statistics and operational research international conference (soric 2013).  138-152. 

tamat sarmidi, abu hassan shaari mohd nor, sulhi ridzuan.  (2014).  pollution heaven: be honest.  - persidangan kebangsaan ekonomi malaysia ke-9.  . 

behrooz gharleghi, abu hassan shaari, najla shafighi.  (2014).  predicting exchange rates using a novel `cointegration based neuro-fuzzy system`.  - international economics.  88-103. 

lida nikmanesh, abu hassan shaari md nor, tamat sarmidi, hawati janor.  (2014).  return and volatility spillover between the us, japanese and malaysian stock markets.  - jurnal pengurusan.  101-111. 

lida nikmanesh, abu hassan shaari md nor, tamat sarmidi, hawati janor.  (2014).  causal relationship between the volatility of stock market and selected macroeconomic variables: case of malaysia.  - jurnal ekonomi malaysia.  143 - 154. 

rasidah mohd rashid, ruzita abdul rahim, othman yong, abu hassan shaari mohd nor.  (2013).  lock-up provision and performance of ipos: effect of information asymmetry.  - international congress on interdisciplinary behavior and social science 2013 (icibsos 2013).  . 

mohd. naseem naz ahmad, abu hassan shaari mohd nor, tamat sarmidi, noor aini khalifah.  (2013).  exports and exchange rate movements: the role of credit market imperfections.  - the 10th asian academy of management international conference 2013 "fostering an innovative ecosphere for business sustainability" usm.  . 

rasidah mohd rashid, ruzita abdul rahim, othman yong, abu hassan shaari mohd nor.  (2013).  voluntary lock-up provisions and performance of ipos: effects of information asymmetry.  - global conference on business and economics research (gcber 2013).  . 

rasidah mohd rashid, ruzita abdul rahim, abu hassan shaari mohd nor, othman yong.  (2013).  influence of lockup provision on ipo initial returns : evidence from an emerging market.  - emu-ssem euroconference 2013.  . 

chin wen cheong, zaidi isa, abu hassan shaari mohd nor.  (2013).  exploring heterogeneous market hypothesis using realized volatility.  - aip conference proceeding (20th national symposium on mathematical sciences).  . 

nor hakimah haji mohd. nor, soo-wah low, abu hassan shaari md nor, noor a. ghazali.  (2013).  fdi and economic growth - does the quality of banking development matter?.  - gadjah mada international journal of business.  15(3):287-303. 

abu hassan shaari mohd nor, mori kogid, tamat sarmidi, zulkefly karim, zaidi isa.  (2013).  transmisi kejutan, limpahan kemeruapan dan korelasi tukaran asing : aplikasi garch multivariate di asean-5.  - persidangan kebangsaan ekonomi malaysia ke viii (perkem 2013) -dasar awam dalam era transformasi ekonomi: cabaran dan halatuju.  . 

tan yan ling, abu hassan shaari mohd nor, nur adilah saud, zailati ahmad.  (2013).  testing for unit roots and structural breaks: evidence from selected asean macroeconomic time series.  - international journal of trade, economics and finance.  4(4):230-237. 

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. 

mori kogid, abu hassan shaari mohd nor, tamat sarmidi, nanthakumar loganathan.  (2012).  hubungan jangka panjang dan interaksi dinamik antara pasaran saham dengan aktiviti ekonomi di malaysia.  - jurnal pengurusan.  149-160. 

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. 

masturah ma`in, abdul ghafar ismail, abu hassan shaari mohd nor.  (2012).  firm investment and bank health: evidence from malaysian listed firms.  - jurnal pengurusan.  34:45-54. 

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. 

umar abdul basar, sanep ahmad, abu hassan shaari mohd nor.  (2012).  kesan pengklasifikasian patuh syariah terhadap kemeruapan pulangan saham axis-reit.  - jurnal ekonomi malaysia.  46(1):133-145. 

nizam ahmat, nor ghani mohd nor, ahmad md zin, abu hassan shaari mohd nor.  (2012).  perubahan harga petrol dan risiko keselamatan jalan raya.  - prosiding persidangan kebangsaan ekonomi malaysia (perkem vii) 2012.  . 

nor hakimah haji mohd nor, low soo wah, abu hassan shaari mohd nor, noor azlan ghazali.  (2012).  the role of banking development quality in the fdi-growth nexus : panel evidence.  - prosiding persidangan kebangsaan ekonomi malaysia (perkem vii) 2012.  . 

tajul ariffin masron, abu hassan shaari mohd nor.  (2012).  aia, afta and domestic private investment: evidence from malaysia.  - prosiding persidangan kebangsaan ekonomi malaysia (perkem vii) 2012.  . 

behrooz gharleghi, abu hassan shaari md nor.  (2012).  hybrid system application for time series forecasting: the case of myr/usd exchange rate.  - proceedings of intellectbase international consortium.  . 

tamat sarmidi, abu hasan shaari md nor, zaidi isa, mohd azlan shah zaid.  (2012).  pelarian dana: institusi dan modal insan.  - prosiding persidangan kebangsaan ekonomi malaysia (perkem vii) 2012.  . 

abu hassan shaari mohd nor, mori kogid, tamat sarmidi, zulkefli abdul karim, zaidi isa.  (2012).  hubungan dinamik antara pasaran saham dan kadar pertukaran : bukti empirikal di asean-3.  - prosiding persidangan kebangsaan ekonomi malaysia (perkem vii) 2012.  . 

saizal pinjaman, abu hassan shaari mohd nor, tamat sarmidi.  (2012).  kesan liberalisasi akaun modal ke atas volatiliti pulangan ekuiti asean.  - prosiding persidangan kebangsaan ekonomi malaysia (perkem vii) 2012.  . 

mori kogid, abu hassan shaari mohd nor, tamat sarmidi, nanthakumar loganathan.  (2012).  analisis empirikal hubungan jangka panjang dan interaksi dinamik antara pasaran saham dan aktiviti ekonomi di malaysia.  - prosiding persidangan kebangsaan ekonomi malaysia (perkem vii) 2012.  . 

abu hassan shaari mohd nor, mori kogid, tamat sarmidi, zaidi isa.  (2012).  kesan kemeruapan kadar pertukaran ke atas pasaran saham di malaysia.  - jurnal ekonomi malaysia.  46(2):141 -157. 

abu hassan shaari mohd nor, mori kogid, tamat sarmidi.  (2012).  hubungan dinamik antara pasaran saham dengan kadar pertukaran: bukti empirical di asean-3.  - international journal of management studies.  19(2):151-171. 

ajab a. alfreedi, zaidi bin isa, abu hassan.  (2012).  does heavy tailedness matter in regime shifts and persistence in volatility estimation? evidence from six gcc economies.  - journal of statistical and economic methods.  1(1): 111-131. 

ros zam zam sapian, othman yong, abu hassan shaari mohd nor, ruzita abdul rahim.  (2011).  liquidity and liquidity risk, and their relationships with ipo underprising in malaysia.  - journal of contemporary issues and thoughts (jcit).  1:104-124. 

h.m. yusif, i. yussof and a.h.s. m. noor.  (2011).  determinants of students academic performance in senior high schools: a binary logit approach.  - journal of science and technology.  31(3):107-117. 

abu h. shaari md nor, behrooz gharleghi.  (2011).  application of dynamic models for exchange rate prediction.  - international journal of innovation, management and technology.  2(6):459-464. 

cheong c.w., isa z., nor a.h.s.m..  (2011).  asymmetry dynamic volatility forecast evaluations using interday and intraday data.  - 2011 ieee symposium on business, engineering and industrial applications, isbeia 2011; langkawi.  . 

abu dzarr muhammad rus, mariani abdul-majid, abu hassan shaari mohd nor.  (2011).  liberalisasi kewangan dan kecekapan kos perbankan islam dan konvensional: pendekatan analisis sempadan stokastik.  - jurnal ekonomi malaysia.  87-100. 

abu hassan shaari md nor, behrooz gharleghi, khairuddin omar, & tamat sarmidi.  (2011).  a novel artificial neural network model for exchange rate forecasting.  - 2nd international conference on business and economic research (2nd icber 2011), langkawi.  . 

cheong, c.w., isa, z., nor, a.h.s.m..  (2011).  a study of electricity market volatility using long memory heteroscedastic model.  - international journal of physical sciences.  6(31):7149-7160. 

nizam b. ahmat, nor ghani md nor, ahmad mohd zin & abu hassan shaari md nor.  (2011).  hubungan kecederaan trafik dengan pembangunan ekonomi malaysia.  - jurnal ekonomi malaysia.  45:81-87. 

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. 

zalina zainal, tamat sarmidi, abu hassan shaari mohd nor dan zaidi isa.  (2010).  volatiliti kadar pertukaran, pertumbuhan dan institusi.  - prosiding persidangan kebangsaan ekonomi malaysia ke v 2010 (perkem 2010) : inovasi dan pertumbuhan, jilid 2, fakulti ekonomi dan perniagaan ukm..  . 

zulkifly osman, ishak yussof & abu hassan shaari mohd nor.  (2010).  inflasi pendidikan mengikut ketentuan dalam pasaran buruh malaysia.  - jurnal ekonomi malaysia.  44(1): 61-71. 

norlida hanim mohd salleh, redzuan othman, abu hassan shaari mohd noor & mohd safar hasim.  (2010).  malaysian tourism demand from the middle east market: a preliminary analysis.  - international journal of west asian studies.  Vol 2 (1) 37-52. 

abu hassan shaari mohd nor, ruzita abdul rahim, nur ?jila muhamad.  (2010).  hubungan dinamik antara pasaran saham dengan pembolehubah kewangan.  - malaysia_indonesia international conference on economics, management and accounting 2010, ukm: bangi.  . 

oboh jerry sankay, rahmah ismail, abu hassan shari md nor.  (2010).  the impact of human capital development on the economic growth of nigerian.  - prosiding persidangan kebangsaan ekonomi malaysia ke v 2010 (perkem 2010) : inovasi dan pertumbuhan, jilid 1, fakulti ekonomi dan perniagaan ukm..  . 

abdul razak abdul hadi,mahamed hisham yahya,abu hassan shaari mohd nor.  (2010).  investigating the effect of movement in oil price on asean stock market performance-evidence from bursa malaysia and stock exchange of thailand.  - proceedings of the malaysia~indonesia international conference on economics,management and accounting 2010:regional development in an era of global innovation economy.  . 

ruzita abdul rahim, abu hassan shaari mohd nor, nur ?jila mohammad.  (2010).  hubungan pulangan saham dengan dasar monetari: saham generik dan islam.  - proceeding of the 4th islamic banking, accounting and finance seminar 2010 (ibaf 2010), faculty of economics and muamalat, universiti sains islam malaysia (usim), nilai..  . 

abu hassan shaari md nor, ruzita abdul rahim, hamizah mohd, zaidi isa & ugur ergun.  (2010).  modeling the relationship between klci and monetary policy after 1997 asian financial crisis.  - jurnal pengurusan.  30:37-48. 

chin wen cheong, zaidi isa, abu hassan shaari mohd nor.  (2010).  the hang seng stock market forecast evaluation: a study using volatility power transformation.  - the empirical economics letters.  9(3):291-300. 

md. nor nor ghani, mohd zin ahmad, mohd faudzi mohd yusoff, abu hassan shaari mohd nor & nizam ahmat.  (2009).  fuel prices, mode switching and road fatalities.  - 8th international coference of east. enhancing transportation infrastructure and services in a rapid regional growth".  . 

abu hassan shaari md nor, siti hamizah mohd, tamat sarmidi and ugur ergun.  (2009).  trade balance in the presence of structural breaks.  - prosiding persidangan kebangsaan ekonomi malaysia ke-iv 2009: memacu pembangunan ekonomi dalam ketidaktentuan persekitaran global (jilid 1).  . 

ugur ergun and abu hassan shaari mohd nor.  (2009).  comovements and linkages of emerging stock markets; a case study from oic member countries.  - the international conference on islamic economics and economies of the oic countries 2009 28-29 april 2009.  . 

abu hassan shaari mohd nor, chin wen cheong and zaidi isa.  (2009).  dynamic relationship between return volatility volume of the malaysian stock market.  - the 8th asian academy of management international conference.  . 

tamat sarmidi, siti hamizah mohd and abu hassan shaari mohd nor.  (2009).  does exchange rate matter for our trade? a direct test.  - 11th mfa conference 2009: "financial markets, governance and grothw: issues & chellenges"..  . 

fauziana fauzi, abu hassan shaari mohd nor dan mansor jusoh.  (2009).  hubungkait antara inflasi, wang, jurang output dan kadar tukaran benar di negara-negara asean-5.  - prosiding persidangan kebangsaan ekonomi malaysia ke iv 2009.  . 

ruzita abdul rahim dan abu hassan shaari mohd nor.  (2009).  response of stock prices to monetary policy: post-crisis evidence from malaysia.  - 11th mfa conference 2009: financial markets, governance and growth: issues & challenges".  . 

ruzita abdul rahim, ros zam zam sapian, abu hassan shaari mohd nor.  (2009).  stock markets interdependence and asian financial crisis: empirical evidence from asean-plus-three.  - journal of muamalat and islamic finance research.  5(1):95-112. 

md nor nor ghani, mohd zin ahmad, mohd yusoff mohd faudzi, mohd nor abu hassan shaari & ahmat nizam.  (2009).  fuel prices, mode switching and road fatalities.  - proceedings of the eastern asia society for transportation studies..  . 

nizam ahmat, nor ghani md nor, ahmad mohd zin & abu hassan ashaari md nor.  (2009).  hubungan kecederaan trafik dengan pembangunan ekonomi malaysia.  - prosiding persidangan kebangsaan ekonomi malaysia ke-1v 2009 `memacu pembangunan ekonomi dalam ketidaktentuan persekitaran global`.  . 

ruzita abdul rahim dan abu hassan shaari md nor.  (2009).  response of stock prices to monetary policy: post-crisis evidence from malaysia.  - business management seminar 2009.  . 

abu hassan shaari mohd nor dan tan yan ling.  (2009).  hubungan dinamik antara inflasi, kemeruapan inflasi dan pertumbuhan output: bukti empirikal di malaysia.  - international journal of management studies.  16(2):21-38. 

abu hassan shaari mohd nor, chin wen cheong, zaidi isa.  (2009).  regime nonlinear dynamics in malaysia stock exchange.  - simposium kebangsaan sains matematik ke-17,upm.  . 

ergun u., nor a.h.s.m..  (2009).  an empirical study on determinants of external linkages of turkish stock market under european union accession conditions.  - european journal of social sciences.  9(3):475-481. 

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. 

nor a.h.s.m., ergun u..  (2009).  the role of economic development on financial markets linkages.  - international research journal of finance and economics.  1(24):28-35. 

wen-cheong chin, abu hassan shaari mohd nor and zaidi isa.  (2009).  evaluation of long memory and asymmetric value-at-risk for long and short trading positions: an empirical study of malaysian stock market.  - international journal of business and society.  10(1):1-17. 

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. 

mohd. izhan mohd yusoff, mohd. rizam abu bakar and abu hassan shaari mohd. nor.  (2009).  the performance of expectation maximization (em) algorithm in gaussian mixed models (gmm).  - pertanika journal of science & technology.  17(2):231-243. 

zulkifly osman, ishak yussof, abu hassan shaari md nor & ab razak dan.  (2009).  laporan penyelidikan kajian pelaburan modal insan dalam pasaran buruh longgar.  - laporan penyelidikan frgs, kementerian pengajian tinggi.  . 

zulkifly osman, ishak yussof & abu hassan shaari mohd nor.  (2009).  inflasi pendidikan mengikut ketentuan dalam pasaran buruh malaysia.  - prosiding persidangan kebangsaan ekonomi malaysia iv ? memacu pembangunan ekonomi dalam ketidaktentuan persekitaran global (jilid 2), disunting oleh ishak yussof et al. [isbn 978-983-3198-24-5].  . 

hadrat m. yusif, ishak yussof & abu hassan shaari mohd nor.  (2009).  ten years of cost sharing in ghanaian universities: does tuition fees have impact on enrolments?.  - proceeding international conference on human capital developmen 2009 (iconhcd 2009), universiti malaysia pahang, kuantan, pahang edited by ahmad fazullah mohd zainal abidin et al..  . 

ergun, u., abu hassan, s.m.n..  (2009).  comovements and linkages of emerging stock markets: a case study from oic member countries.  - journal of economic cooperation and development.  30(4):105-120. 

abdul razak abdul hadi, mohamed hisham yahya, abu
hassan shaari.  (2009).  investigating the effect of oil price movements on asean stock market performance ? evidence from bursa malaysia securities and jakarta stock exchange.  - the 8th asian academy of management international conference 2009 global economic meltdown: managing change for sustainability.  . 

ergun u., nor a.h.s.m..  (2009).  unionization and the external linkages of turkish stock market.  - international research journal of finance and economics.  31:93-100. 

cheong, cw; nor, ahsm; isa, z.  (2009).  a simple power-law tail estimation of financial stock return.  - sains malaysiana.  38(5):745-749. 

abu hassan shaari mohd nor.  (2008).  inflasi, kemeruapan inflasi dan pertumbuhan output di negara asean-5 : satu kajian permodelan empirikal.  - laporan penyelidikan cuti sabatikal.  . 

mohamed hisham yahya; abdul razak abdul hadi; hawati janor; abu hassan shaari.  (2008).  examining the effect of oil price fluctuation on malaysian entrepreneurial activities: evidence from klci.  - prosiding conference malaysian finance association: strengthening malaysia`s position as a vibrant, innovative and competitive financial hub; kuching, sarawak.  . 

chin wen cheong, zaidi isa, abu hassan shaari mohd nor.  (2008).  stock market conditional volatility analysis: an inclusion of realized volatility.  - the empirical economics letters.  7(7):757-763. 

chin wen cheong, abu hassan shaari mohd nor and zaidi isa.  (2008).  modelling extreme financial returns of malaysian stock exchange.  - world applied sciences journal.  3(2):254-258. 

ergun, u., nor, a.h.s.m., jusoh, m.b..  (2008).  external shock effect on the internal linkages of istanbul stock exchange.  - european journal of economics, finance and administrative sciences.  14:120-125. 

chin wen cheong, zaidi isa, abu hassan shaari mohd nor.  (2008).  nonlinear dynamics in stock exchange: evidence from klse.  - the empirical economics letters.  7(4):367-375. 

zulkifly osman, abu hassan shaari mohd nor & ishak yussof.  (2008).  penilaian pelaburan dan pulangan pendidikan di malaysia.  - persidangan antarabangsa ekonomi, banda aceh, sumatra.  . 

chin wen cheong, abu hassan shaari mohd nor, zaidi isa.  (2008).  market efficiency of the malaysian stock exchange: further evidence.  - international journal of management studies.  15(2):41-68. 

chin wen cheong, zaidi isa & abu hassan shaari mohd nor.  (2008).  fractionally integrated time-varying volatility under structural break: evidence from kuala lumpur composite index.  - jurnal sains malaysiana.  37(4):405-411. 

chin wencheong, zaidiisa & abu hassan shaari mohd nor.  (2008).  pre- and post-economic crisis weak-form market efficiency analysis for malaysian daily stock indices.  - journal of quality measurement and analysis.  4(1): 179-189. 

abu hassan shaari md nor, ugur ergun and siti hamizah mohd.  (2008).  an empirical analysis on the dynamic interaction between klci and monetary policy after the financial crisis.  - persidangan kebangsaan ekonomi malaysia ke iii 2008.  . 

ruzita abdul rahim and abu hassan shaari mohd. nor.  (2008).  evaluating the accuracy of fama-french model versus liquidity-based three-factor models in forecasting portfolio returns.  - labuan bulletin of international business & finance.  6:77-107. 

ruzita abdul rahim dan abu hassan shaari mohd. nor.  (2007).  contagion effect of seasonality in the asean plus 3 equity markets.  - jurnal ekonomi malaysia.  41:111-134. 

ruzita abdul rahimm dan abu hassan shaari mohd nor.  (2007).  stock market linkages in the asean 5 plus 3 countries: an analysis of pre- and post-crisis.  - international review of business research papers.  3(4):1-9. 

rusmani musa, noor sa`adah, abu sufian abu bakar, abu hassan shaari mohd. nor, faridah shahadan dan tamat sarmadi.  (2007).  pembangunan sumber manusia dalam era k-economy.  - .  Bab 17, 295-319. 

zulkifly osman, abu hassan shaari mohd nor, ishak yussof & abdul razak dan.  (2007).  sistem pendidikan dan pasaran buruh negara: peluang vs faedah.  - persidangan kebangsaan ekonomi malaysia 2007 - dasar ekonomi negara pasca 50 tahun kemerdekaan: cabaran dan halatuju, anjuran pusat pengajian ekonomi ukm, melaka.  . 

chin wen cheong, abu hassan s.m.n, zaidi isa.  (2006).  asymmetry and long-memory volatility: some empirical evidence using garch.  - physica a: statistical mechanics and its applications.  373:651-664. 

abu hassan shaari mohd nor, andry faizal.  (2004).  keberkesanan dasar kadar pertukaran tetap: suatu kajian var ke atas pasaran saham di bskl.  - jurnal pengurusan.  23:53-72. 

abu hassan shari mohd nor, mansor jusoh dan tamat sarmidi.  (2002).  substitution and scale elasticity of the malaysian foods industries.  - jurnal produktiviti.  2-12.