create a website

Further evidence on international Islamic and conventional portfolios diversification under regime switching. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad.
In: Applied Economics.
RePEc:taf:applec:v:49:y:2017:i:39:p:3959-3978.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 37

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Rezgui, Hichem ; Tavakkoli, Hamid Raza.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

    Full description at Econpapers || Download paper

  2. Modern portfolio theory with sharia: a comparative analysis. (2021). Collazzo, Pablo ; Sandwick, John A.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00187-w.

    Full description at Econpapers || Download paper

  3. Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. (2020). Panetta, Ida ; delle Foglie, Andrea.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:64:y:2020:i:c:s0927538x20302833.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. 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
  2. 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
  3. 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.

  4. 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
  5. 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.

  6. Ashraf, Dawood ; Mohammad, Nazeeruddin. (2014). Matching perception with the reality—Performance of Islamic equity investments. In: Pacific-Basin Finance Journal, 28 pp. 175-189.

  7. 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
  8. 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.

  9. 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.

  10. 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.

  11. 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
  12. 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
  13. 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.

  14. 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.

  15. Fong, Wai Mun. (2010). A stochastic dominance analysis of yen carry trades. In: Journal of Banking & Finance, 34 6 pp. 1237-1246.

  16. 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.

  17. Hamilton J. D., 1994. Time Series Analysis
    Paper not yet in RePEc: Add citation now
  18. 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.

  19. Hayat, Raphie ; Kraeussl, Roman. (2011). Risk and return characteristics of Islamic equity funds. In: Emerging Markets Review, 12 2 pp. 189-203.

  20. 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.

  21. Jawadi, Fredj ; Jawadi, Nabila ; Louhichi, Waël. (2014). Conventional and Islamic stock price performance: An empirical investigation. In: International Economics, 137 pp. 73-87.

  22. 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
  23. 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.

  24. Kim C. J., 1999. State-Space Models with Regime Switching
    Paper not yet in RePEc: Add citation now
  25. Kim, Chang-Jin. (1994). Dynamic linear models with Markov-switching. In: Journal of Econometrics, 60 1-2 pp. 1-22.

  26. Ledoit, Oliver ; Wolf, Michael. (2008). Robust performance hypothesis testing with the Sharpe ratio. In: Journal of Empirical Finance, 15 5 pp. 850-859.

  27. 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.

  28. Markowitz H., 1959. Portfolio Selection: Efficient Diversification of Investment
    Paper not yet in RePEc: Add citation now
  29. Markowitz, Harry. (1952). Portfolio Selection. In: The Journal of Finance, 7 1 pp. 77.

  30. 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.

  31. 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.

  32. 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
  33. 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
  34. 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.

  35. 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.

  36. 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
  37. 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

Cocites

Documents in RePEc which have cited the same bibliography

  1. Sukuk and bond spreads. (2021). Ghassan, Hassan ; Balli, Faruk ; Al-Jefri, Essam H.
    In: MPRA Paper.
    RePEc:pra:mprapa:106729.

    Full description at Econpapers || Download paper

  2. Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?. (2018). Ahmad, Wasim ; Rais, Shirin ; Shaik, Abdul Rahman.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:67:y:2018:i:c:p:14-27.

    Full description at Econpapers || Download paper

  3. What is the cost of faith? An empirical investigation of Islamic purification. (2018). Mulcahy, Mark ; Hutchinson, Mark C ; O'Brien, John.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:52:y:2018:i:c:p:134-143.

    Full description at Econpapers || Download paper

  4. Islamic spot and index futures markets: Where is the price discovery?. (2018). Westerlund, Joakim ; Phan, Dinh ; Narayan, Paresh ; Karabiyik, Hande ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133.

    Full description at Econpapers || Download paper

  5. Sailing with the non-conventional stocks when there is no place to hide. (2018). Azad, A.S.M. ; Azmat, Saad ; Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:57:y:2018:i:c:p:1-16.

    Full description at Econpapers || Download paper

  6. Can Islamic banks have their own benchmark?. (2018). Azad, A.S.M. ; Azmat, Saad ; Azad, A. S. M. S., ; Ahsan, Amirul ; Chazi, Abdelaziz.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:120-136.

    Full description at Econpapers || Download paper

  7. Returns of Islamic Stocks in Saudi Arabia: Segmentation and Risk-Aversion. (2018). Al-Awadhi, Ahmad M ; Al-Mutairi, Ahmad F ; Bash, Ahmad.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2018-02-28.

    Full description at Econpapers || Download paper

  8. Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets امتداد التقلب بين مؤشرات الأسهم وأسعار النفط الخام: شواهد . (2018). Mansour, Walid ; Majdoub, Jihed ; Arrak, Islem.
    In: Journal of King Abdulaziz University: Islamic Economics.
    RePEc:abd:kauiea:v:31:y:2018:i:1:p:27-45.

    Full description at Econpapers || Download paper

  9. Volatility Spillover among Equity Indices and Crude Oil Prices: Evidence from Islamic Markets ?????? ?????? ??? ?????? ?????? ?????? ????? ?????: ????? ?? ??????? ?????????. (2018). Mansour, Walid ; Majdoub, Jihed ; Arrak, Islem.
    In: Journal of King Abdulaziz University: Islamic Economics.
    RePEc:abd:kauiea:v:31:y:2018:i:1:no:2:p:27-45.

    Full description at Econpapers || Download paper

  10. Further evidence on international Islamic and conventional portfolios diversification under regime switching. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:39:p:3959-3978.

    Full description at Econpapers || Download paper

  11. Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches. (2017). Masih, Abul ; Hosen, Mosharrof.
    In: MPRA Paper.
    RePEc:pra:mprapa:79738.

    Full description at Econpapers || Download paper

  12. Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed .
    In: MPRA Paper.
    RePEc:pra:mprapa:79443.

    Full description at Econpapers || Download paper

  13. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:76282.

    Full description at Econpapers || Download paper

  14. Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Umar, Zaghum ; Suleman, Tahir.
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

    Full description at Econpapers || Download paper

  15. On the volatility spillover between lslamic and conventional stock markets: A quantile regression analysis. (2017). Ben Rejeb, Aymen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:42:y:2017:i:c:p:794-815.

    Full description at Econpapers || Download paper

  16. Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). el Mehdi, Imen Khanchel ; Mghaieth, Asma .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

    Full description at Econpapers || Download paper

  17. Momentum strategies for Islamic stocks. (2017). Phan, Dinh ; Narayan, Paresh ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:96-112.

    Full description at Econpapers || Download paper

  18. Islamic or conventional mutual funds: Who has the upper hand? Evidence from Malaysia. (2017). Boo, Yee Ling ; Ee, Mong Shan ; Rashid, Mamunur ; Li, Bob.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:183-192.

    Full description at Econpapers || Download paper

  19. Is there a financial news risk premium in Islamic stocks?. (2017). Phan, Dinh ; Narayan, Seema ; Bannigidadmath, Deepa ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:158-170.

    Full description at Econpapers || Download paper

  20. Does a Muslim CEO matter in Shariah-compliant companies? Evidence from Malaysia. (2017). Hooy, Chee-Wooi ; Ali, Ruhani.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:126-141.

    Full description at Econpapers || Download paper

  21. Credit quality implied momentum profits for Islamic stocks. (2017). Phan, Dinh ; Narayan, Seema ; Tran, Vuong Thao ; Thuraisamy, Kannan Sivananthan ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:11-23.

    Full description at Econpapers || Download paper

  22. Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

    Full description at Econpapers || Download paper

  23. Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. (2017). Mirzaei, Ali ; Al-Khazali, Osamah.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:190-208.

    Full description at Econpapers || Download paper

  24. Social norms and market outcomes: The effects of religious beliefs on stock markets. (2017). Dempsey, Michael ; Al-Awadhi, Abdullah M.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:119-134.

    Full description at Econpapers || Download paper

  25. Hidden cointegration reveals hidden values in Islamic investments. (2017). Pappas, Vasileios ; Alexakis, Christos ; Tsikouras, Alexandros.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:46:y:2017:i:c:p:70-83.

    Full description at Econpapers || Download paper

  26. Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ferrer, Roman ; Ballester, Laura.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

    Full description at Econpapers || Download paper

  27. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

    Full description at Econpapers || Download paper

  28. Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). ben Sassi, Salim ; Majdoub, Jihed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

    Full description at Econpapers || Download paper

  29. The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures. (2017). EL KHAMLICHI, ABDELBARI ; Yildiz, Selim Baha.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00446.

    Full description at Econpapers || Download paper

  30. Impact of the global financial crisis on Islamic and conventional stocks and bonds. (2017). Jahromi, Maria ; Smith, Tom ; Akhtar, Shumi.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:3:p:623-655.

    Full description at Econpapers || Download paper

  31. Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Jahromi, Maria ; Smith, Tom ; Akhtar, Shumi.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

    Full description at Econpapers || Download paper

  32. Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis. (2016). Ben Rejeb, Aymen.
    In: MPRA Paper.
    RePEc:pra:mprapa:73302.

    Full description at Econpapers || Download paper

  33. Do changes in shariah screening methodology make islamic indices substitutes or complements? an application of MGARCH-DCC and markov switching analysis.. (2016). Masih, Abul ; Mantai, Mohammed Mahmoud.
    In: MPRA Paper.
    RePEc:pra:mprapa:72166.

    Full description at Econpapers || Download paper

  34. Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Sajid ; Raza, Naveed ; Ibrahimy, Ahmad Ibn.
    In: Journal of Developing Areas.
    RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318.

    Full description at Econpapers || Download paper

  35. Are Islamic Equity Markets “Safe Havens”? Testing the Contagion Effect using DCC-GARCH. (2016). Buğan, Mehmet ; Kilic, Yunus.
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
    RePEc:hur:ijaraf:v:6:y:2016:i:4:p:167-176.

    Full description at Econpapers || Download paper

  36. Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Arshad, Shaista.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:31:y:2016:i:c:p:108-114.

    Full description at Econpapers || Download paper

  37. Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

    Full description at Econpapers || Download paper

  38. Are Islamic stock returns predictable? A global perspective. (2016). Westerlund, Joakim ; Sharma, Susan ; Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pa:p:210-223.

    Full description at Econpapers || Download paper

  39. Financial development and economic growth in MENA countries. (2016). Bahloul, Slah ; Mroua, Mourad ; Abid, Fathi.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:38:y:2016:i:6:p:1099-1117.

    Full description at Econpapers || Download paper

  40. On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Nagayev, Ruslan ; Inghelbrecht, Koen ; Disli, Mustafa.
    In: Energy Economics.
    RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

    Full description at Econpapers || Download paper

  41. Systematic Risk in Conventional and Islamic Equity Markets. (2016). Sensoy, Ahmet.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:16:y:2016:i:3:p:457-466.

    Full description at Econpapers || Download paper

  42. Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad .
    In: MPRA Paper.
    RePEc:pra:mprapa:69366.

    Full description at Econpapers || Download paper

  43. Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Darné, Olivier ; Darne, Olivier ; Charles, Amelie ; Pop, Adrian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

    Full description at Econpapers || Download paper

  44. Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk. (2015). Ibrahim, Mansor.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191.

    Full description at Econpapers || Download paper

  45. Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

    Full description at Econpapers || Download paper

  46. Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121.

    Full description at Econpapers || Download paper

  47. Predictability dynamics of Islamic and conventional equity markets. (2015). Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Aras, Guler.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

    Full description at Econpapers || Download paper

  48. Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206.

    Full description at Econpapers || Download paper

  49. Revisiting fast profit investor sentiment and stock returns during Ramadan. (2014). Al-Khazali, Osamah.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:158-170.

    Full description at Econpapers || Download paper

  50. Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 17:48:50 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.