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The Impact of Global Financial Shocks to Islamic Indices : Speculative Influence or Fundamental Changes ?
8 references·3 citing·42 second hop
The Impact of Global Financial Shocks to Islamic Indices : Speculative Influence or Fundamental Changes ? (2013)The Impact of Global Financial Shocks to …The subprime crisis and Islamic stock markets integration (2010)The subprime crisis and Islam…PERFORMANCE OF SYARIAH AND COMPOSITE INDICES: EVIDENCE FROM BURSA MALAYSIA (2008)PERFORMANCE OF SYARIAH AND CO…Is There a Cost to Faith-Based Investing: Evidence from FTSE Islamic Indices (2008)Is There a Cost to Faith-Base…Interdependence of ASEAN-5 Stock Markets from the US and Japan (2008)Interdependence of ASEAN-5 St…THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS (2007)THE RELATIVE RISK PERFORMANCE…Interest rate linkages: a Kalman filter approach to detecting structural change (2004)Interest rate linkages: a Kal…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIDo ‘Shariah’ indices surpass conventional indices? A study on Dhaka Stock Exchange (2020)Do ‘Shariah’ indices surpass …The diversification benefit of Islamic investment to Chinese conventional equity investors (2019)The diversification benefit o…Islamic and conventional equity index co-movement and volatility transmission: Evidence from Pakistan (2017)Islamic and conventional equi…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)The Sharpe Ratio (1994)On the comparative performance of socially responsible and Islamic mutual funds (2013)Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices (2014)The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Literature review of stock market integration: a global perspective (2012)Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis (2015)Directional spillover effects between ASEAN and world stock markets (2019)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Macroeconomics and Reality (1980)Statistical analysis of cointegration vectors (1988)The Role of Partisanship in Aggregate Opinion (2011)Price Discovery in the Italian Sovereign Bonds Market: The Role of Order Flow (2013)Time‐Varying Spot and Futures Oil Price Dynamics (2013)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach (2015)Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets (2016)A review of Islamic stock market, growth and real-estate finance literature (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes (2011)Matching perception with the reality—Performance of Islamic equity investments (2013)Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices (2017)Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches (2019)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The Investment Performance of Ethical Equity Funds in Malaysia (2020)Calendar anomalies in the stock markets: conventional vs Islamic stock indices (2021)Performance comparison between Islamic and conventional stocks: evidence from Pakistan's equity market (2021)
this work references cited by second hop

References

  • 1991Efficient Capital Markets: II5,346 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2008Is There a Cost to Faith-Based Investing: Evidence from FTSE Islamic Indices173 cited
  • 2008PERFORMANCE OF SYARIAH AND COMPOSITE INDICES: EVIDENCE FROM BURSA MALAYSIA141 cited
  • 2007THE RELATIVE RISK PERFORMANCE OF ISLAMIC FINANCE: A NEW GUIDE TO LESS RISKY INVESTMENTS94 cited
  • 2008Interdependence of ASEAN-5 Stock Markets from the US and Japan86 cited
  • 2010The subprime crisis and Islamic stock markets integration68 cited
  • 2004Interest rate linkages: a Kalman filter approach to detecting structural change36 cited

Cited by

  • 2017Islamic and conventional equity index co-movement and volatility transmission: Evidence from Pakistan31 cited
  • 2020Do ‘Shariah’ indices surpass conventional indices? A study on Dhaka Stock Exchange26 cited
  • 2019The diversification benefit of Islamic investment to Chinese conventional equity investors19 cited

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