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Performance of global Islamic versus conventional share indices: International evidence · Study

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ArticlePerformance of global Islamic versus conventional share indices: International evidence

Catherine S. F. Ho2013

Article2013

Performance of global Islamic versus conventional share indices: International evidence

Catherine S. F. Ho · Nurul Afiqah Abd Rahman · Noor Hafizha Muhamad Yusuf · Zaminor Zamzamir Zamzamin

305 citations·0/0 files stored·Pacific-Basin Finance Journal

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Islamic Finance and Banking Studies Financial Markets and Investment Strategies Halal products and consumer behavior

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1975THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]1966Equilibrium in a Capital Asset Market 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 1966Mutual Fund Performance 2012How to Rate Management of Investment Funds 2004International evidence on ethical mutual fund performance and investment style

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Year2013

Typearticle

Published2013-10-02

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations305

Files0 public / 0

ShelfIslamic Finance and Banking Studies

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doi10.1016/j.pacfin.2013.09.002

openalex_workW2029629032

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Cited by

2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors 2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis 2016Islamic financial markets and global crises: Contagion or decoupling?2018Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note 2017A survey of Islamic banking and finance literature: Issues, challenges and future directions 2016Risk and profitability of Islamic banks: A religious deception or an alternative solution?2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets 2021Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis