- Abdul Karim, Bakri ; Akila Mohd. Kassim, Nor ; Affendy Arip, Mohammad. (2010). The subprime crisis and Islamic stock markets integration. In: I J Islam Mid East Fin and Mgt, 3 4 pp. 363-371.
Paper not yet in RePEc: Add citation now
- Abdullah, Fikriyah ; Hassan, Taufiq ; Mohamad, Shamsher. (2007). Investigation of performance of Malaysian Islamic unit trust funds. In: Managerial Finance, 33 2 pp. 142-153.
Paper not yet in RePEc: Add citation now
Al-Khazali, Osamah ; Lean, Hooi Hooi ; Samet, Anis. (2014). Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach. In: Pacific-Basin Finance Journal, 28 pp. 29-46.
- Al-Shakfa, Omar ; Lypny, Gregory. (2011). Islamic Investment and the Cost of Observance. In: JOI, 20 2 pp. 101-109.
Paper not yet in RePEc: Add citation now
Arshanapalli, Bala ; Doukas, John. (1993). International stock market linkages: Evidence from the pre- and post-October 1987 period. In: Journal of Banking & Finance, 17 1 pp. 193-208.
Ashraf, Dawood ; Mohammad, Nazeeruddin. (2014). Matching perception with the reality—Performance of Islamic equity investments. In: Pacific-Basin Finance Journal, 28 pp. 175-189.
- Bahlous, Mejda ; Mohd. Yusof, Rosylin. (2014). International diversification among Islamic investments: is there any benefit. In: Managerial Finance, 40 6 pp. 613-633.
Paper not yet in RePEc: Add citation now
Bauer, Rob ; Koedijk, Kees ; Otten, Rogér. (2005). International evidence on ethical mutual fund performance and investment style. In: Journal of Banking & Finance, 29 7 pp. 1751-1767.
Bley, Jorg ; Chen, Kim Heng. (2006). Gulf Cooperation Council (GCC) stock markets: The dawn of a new era. In: Global Finance Journal, 17 1 pp. 75-91.
Cheng, Hwahsin ; Glascock, John L.. (2006). Stock Market Linkages Before and After the Asian Financial Crisis: Evidence from Three Greater China Economic Area Stock Markets and the US. In: Rev. Pac. Basin Finan. Mark. Pol., 09 02 pp. 297-315.
- DeLorenzo Y. T., 2000. Proceedings of the Fourth Harvard University Forum on Islamic Finance: Islamic Finance: The Task Ahead
Paper not yet in RePEc: Add citation now
- Dickey, David A. ; Fuller, Wayne A.. (1979). Distribution of the Estimators for Autoregressive Time Series With a Unit Root. In: Journal of the American Statistical Association, 74 366 pp. 427.
Paper not yet in RePEc: Add citation now
Driessen, Joost ; Laeven, Luc. (2007). International portfolio diversification benefits: Cross-country evidence from a local perspective. In: Journal of Banking & Finance, 31 6 pp. 1693-1712.
Eun, Cheol S. ; Resnick, Bruce G.. (1994). International Diversification of Investment Portfolios: U.S. and Japanese Perspectives. In: Management Science, 40 1 pp. 140-161.
Fong, Wai Mun. (2010). A stochastic dominance analysis of yen carry trades. In: Journal of Banking & Finance, 34 6 pp. 1237-1246.
Garcia, Rene ; Perron, Pierre. (1996). An Analysis of the Real Interest Rate Under Regime Shifts. In: The Review of Economics and Statistics, 78 1 pp. 111.
- Hamilton J. D., 1994. Time Series Analysis
Paper not yet in RePEc: Add citation now
Hamilton, James D.. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. In: Econometrica, 57 2 pp. 357.
Hayat, Raphie ; Kraeussl, Roman. (2011). Risk and return characteristics of Islamic equity funds. In: Emerging Markets Review, 12 2 pp. 189-203.
Ho, Catherine Soke Fun ; Abd Rahman, Nurul Afiqah ; Yusuf, Noor Hafizha Muhamad ; Zamzamin, Zaminor. (2014). Performance of global Islamic versus conventional share indices: International evidence. In: Pacific-Basin Finance Journal, 28 pp. 110-121.
Jawadi, Fredj ; Jawadi, Nabila ; Louhichi, Waël. (2014). Conventional and Islamic stock price performance: An empirical investigation. In: International Economics, 137 pp. 73-87.
- Karim, Bakri Abdul ; Majid, M. Shabri ABD.. (2009). International Linkages among Stock Markets of Malaysia and Its Major Trading Partners. In: Journal of Asia-Pacific Business, 10 4 pp. 326-351.
Paper not yet in RePEc: Add citation now
KAROLYI, G. ANDREW ; STULZ, RENÉ M.. (1996). Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements. In: The Journal of Finance, 51 3 pp. 951-986.
- Kim C. J., 1999. State-Space Models with Regime Switching
Paper not yet in RePEc: Add citation now
Kim, Chang-Jin. (1994). Dynamic linear models with Markov-switching. In: Journal of Econometrics, 60 1-2 pp. 1-22.
Ledoit, Oliver ; Wolf, Michael. (2008). Robust performance hypothesis testing with the Sharpe ratio. In: Journal of Empirical Finance, 15 5 pp. 850-859.
Li, Kai ; Sarkar, Asani ; Wang, Zhenyu. (2003). Diversification benefits of emerging markets subject to portfolio constraints. In: Journal of Empirical Finance, 10 1-2 pp. 57-80.
- Markowitz H., 1959. Portfolio Selection: Efficient Diversification of Investment
Paper not yet in RePEc: Add citation now
Markowitz, Harry. (1952). Portfolio Selection. In: The Journal of Finance, 7 1 pp. 77.
Meyer, Thomas O ; Rose, Lawrence C. (2003). The persistence of international diversification benefits before and during the Asian crisis. In: Global Finance Journal, 14 2 pp. 217-242.
Narayan, Paresh Kumar ; Bannigidadmath, Deepa. (2017). Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. In: Pacific-Basin Finance Journal, 42 pp. 24-45.
- Orlitzky, Marc ; Schmidt, Frank L. ; Rynes, Sara L.. (2003). Corporate Social and Financial Performance: A Meta-Analysis. In: Organization Studies, 24 3 pp. 403-441.
Paper not yet in RePEc: Add citation now
- Politis, Dimitris N. ; Romano, Joseph P.. (1994). Large Sample Confidence Regions Based on Subsamples under Minimal Assumptions. In: Ann. Statist., 22 4 pp. 2031-2050.
Paper not yet in RePEc: Add citation now
Renneboog, Luc ; Ter Horst, Jenke ; Zhang, Chendi. (2008). The price of ethics and stakeholder governance: The performance of socially responsible mutual funds. In: Journal of Corporate Finance, 14 3 pp. 302-322.
Saiti, Buerhan ; Bacha, Obiyathulla I. ; Masih, Mansur. (2014). The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors. In: Borsa Istanbul Review, 14 4 pp. 196-211.
- Solnik, Bruno H.. (1974). Why Not Diversify Internationally Rather Than Domestically?. In: Financial Analysts Journal, 30 4 pp. 48-54.
Paper not yet in RePEc: Add citation now
- Walkshäusl, Christian ; Lobe, Sebastian. (2012). Islamic investing. In: Review of Financial Economics, 21 2 pp. 53-62.
Paper not yet in RePEc: Add citation now