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Comparative Testing of Capital Asset Pricing Model (CAPM) and Shari’a Compliant Asset Pricing Model (SCAPM): Evidence from Karachi Stock Exchange - Pakistan
10 references·1 citing·41 second hop
Comparative Testing of Capital Asset Pricing Model (CAPM) and Shari’a Compliant Asset Pricing Model (SCAPM): Evidence from Karachi Stock Exchange - Pakistan (2011)Comparative Testing of Capital Asset Pric…Risk and Return under Shari’a Framework: An Attempt to Develop Shari’a Compliant Asset Pricing Model (SCAPM) (2011)Risk and Return under Shari’a…Testing Capital Asset Pricing Model: Empirical Evidences from Indian Equity Market (2010)Testing Capital Asset Pricing…New strategies and a new paradigm for Shariah-compliant portfolio optimization (2009)New strategies and a new para…Corporate finance in an interest free economy: An alternate approach to practiced Islamic Corporate Finance (2009)Corporate finance in an inter…TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET (2006)TESTING THE CAPITAL ASSET PRI…Mean-semivariance behavior: Downside risk and capital asset pricing (2005)Mean-semivariance behavior: D…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…Estimation of expected return: CAPM vs. Fama and French (2004)Estimation of expected return…The Islamic Business Enterprise (1987)The Islamic Business Enterpri…OPTIMALISASI SHARI’A COMPLIANT ASSET PRICING MODEL TERHADAP RATE OF RETURN PADA JAKARTA ISLAMIC INDEX (2017)OPTIMALISASI SHARI’A COMPLIAN…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)TESTING CAPM MODEL ON THE EMERGING MARKETS OF THE CENTRAL AND SOUTHEASTERN EUROPE (2013)Herding behaviour and volatility in the Athens Stock Exchange (2014)Markowitz Portfolio Theory and Capital Asset Pricing Model for Kuala Lumpur Stock Exchange: A Case Revisited (2016)Portfolio Selection (1952)Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)The stocks at stake: Return and risk in socially responsible investment (2008)Are Islamic Equity Indices More Efficient Than Their Conventional Counterparts? Evidence From Major Global Index Families (2014)Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices (2014)Issues in Islamic Equities: A Literature Survey (2016)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Foundations of Portfolio Theory (1991)Mean-Semivariance Optimization: A Heuristic Approach (2007)Oil prices and transport sector returns: an international analysis (2009)Measuring financial stress in Turkey (2012)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)Islam and Economic Development (1993)How Did Economists Get It So Wrong (2009)The Analysis of Risk and Return Using Sharia Compliance Assets Pricing Model with Profit-Sharing Approach (Mudharabah) in Energy Sector Company in Indonesia (2022)On Persistence in Mutual Fund Performance (1997)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Political connections and the cost of equity capital (2012)Impact of ESG factors on firm risk in Europe (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Ruin probabilities and aggregrate claims distributions for shot noise Cox processes (2006)Developing an approach to evaluate stocks by forecasting effective features with data mining methods (2014)Risks and cost of capital for onshore wind energy investments in EU countries (2016)Testing the conditional CAPM using multivariate GARCH-M (1998)Tests of regimes - switching CAPM (2000)Asset pricing implications of benchmarking: a two-factor CAPM (2003)Risk, return and mean‐variance efficiency of Islamic and non‐Islamic stocks: evidence from a unique Malaysian data set (2015)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Information systems strategies for multinational companies in Arab Gulf countries (1997)Islamic Banking and Finance in Theory and Practice (2005)Accounting, religion and organisational culture: the creation of Jordan Islamic Bank (2010)
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References

  • 2005Asset pricing with liquidity risk2,816 cited
  • 2004The Capital Asset Pricing Model: Theory and Evidence2,057 cited
  • 2005Mean-semivariance behavior: Downside risk and capital asset pricing229 cited
  • 2004Estimation of expected return: CAPM vs. Fama and French143 cited
  • 2009New strategies and a new paradigm for Shariah-compliant portfolio optimization132 cited
  • 1987The Islamic Business Enterprise98 cited
  • 2006TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET58 cited
  • 2010Testing Capital Asset Pricing Model: Empirical Evidences from Indian Equity Market37 cited
  • 2011Risk and Return under Shari’a Framework: An Attempt to Develop Shari’a Compliant Asset Pricing Model (SCAPM)33 cited
  • 2009Corporate finance in an interest free economy: An alternate approach to practiced Islamic Corporate Finance24 cited

Cited by

  • 2017OPTIMALISASI SHARI’A COMPLIANT ASSET PRICING MODEL TERHADAP RATE OF RETURN PADA JAKARTA ISLAMIC INDEX14 cited

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