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Predictability dynamics of Islamic and conventional equity markets · Study

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ArticlePredictability dynamics of Islamic and conventional equity markets

Ahmet Şensoy2014

Article2014

Predictability dynamics of Islamic and conventional equity markets

Ahmet Şensoy · Güler Aras · Erk Hacihasanoglu

63 citations·0/0 files stored·The North American Journal of Economics and Finance

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Financial Markets and Investment Strategies Islamic Finance and Banking Studies Stock Market Forecasting Methods

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References

1973The Pricing of Options and Corporate Liabilities 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Permanent and Temporary Components of Stock Prices 1972The capital asset pricing model: Some empirical tests 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 2003The Efficient Market Hypothesis and Its Critics

Cited by

2016On the dynamic links between commodities and Islamic equity 2018Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective 2015Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach 2018Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach 2017Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices

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Year2014

Typearticle

Published2014-12-11

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations63

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.najef.2014.12.001

openalex_workW1997725286

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2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches

2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks

2024Navigating environmental concerns and geopolitical risks: A study on green sukuk and Islamic equities amid climate crisis and the Russia-Ukraine conflict