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Islamic Versus Conventional Mutual Funds Performance in Saudi Arabia: A Case Study
16 references·16 citing·33 second hopsampled
Islamic Versus Conventional Mutual Funds Performance in Saudi Arabia: A Case Study (2010)Islamic Versus Conventional Mutual Funds …Is There a Cost to Faith-Based Investing: Evidence from FTSE Islamic Indices (2008)Is There a Cost to Faith-Base…An Introduction to Islamic Finance (2001)An Introduction to Islamic Fi…A Basic Guide to Contemporary Islamic Banking and Finance (2001)A Basic Guide to Contemporary…Risk-Adjusted Performance (1997)Risk-Adjusted PerformanceOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Ethical Unit Trust Financial Performance: Small Company Effects and Fund Size Effects (1997)Ethical Unit Trust Financial …Islamic Banks and Investment Financing (1996)Islamic Banks and Investment …THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS (1995)THE FINANCIAL PERFORMANCE OF …The Performance Of Ethical Unit Trusts: Choosing An Appropriate Benchmark (1994)The Performance Of Ethical Un…Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)Doing Well While Doing Good? …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The fundamental law of active management (1989)The fundamental law of active…The Market-Timing Performance of Mutual Fund Managers (1983)The Market-Timing Performance…The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency (1979)The Investment Performance of…How to Use Security Analysis to Improve Portfolio Selection (1973)How to Use Security Analysis …THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Exploring synergies and performance evaluation between Islamic funds and socially responsible investment (SRIs) in light of the Sustainable Development Goals (SDGs) (2020)Exploring synergies and perfo…Does an Islamic-SRI portfolio really matter? Empirical application of valuation models in Indonesia (2020)Does an Islamic-SRI portfolio…Banks, Funds, and risks in islamic finance: Literature & future research avenues (2020)Banks, Funds, and risks in is…Faith-based norms and portfolio performance: Evidence from India (2019)Faith-based norms and portfol…Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices (2017)Stock market anomalies, marke…Issues in Islamic Equities: A Literature Survey (2016)Issues in Islamic Equities: A…Is it costly to be both shariah compliant and socially responsible? (2016)Is it costly to be both shari…Hidden cointegration reveals hidden values in Islamic investments (2016)Hidden cointegration reveals …The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia (2015)The Islamic risk factor in ex…Should Islamic investors consider SRI criteria in their investment strategies? (2015)Should Islamic investors cons…Performance of Islamic and conventional stock indices: empirical evidence from an emerging economy (2015)Performance of Islamic and co…Global risk exposures and industry diversification with Shariah-compliant equity sectors (2015)Global risk exposures and ind…Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis (2015)Does Heterogeneity in Investm…Are Islamic stock markets efficient? A time-series analysis (2015)Are Islamic stock markets eff…A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices (2015)A Market Efficiency Compariso…Heads we win, tails you lose: Is there equity in Islamic equity funds? (2013)Heads we win, tails you lose:…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Mutual Fund Performance (1966)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Ethical Investment Processes and Outcomes (2004)Is there a Difference? The Performance Characteristics of SRI Equity Indices (2006)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)On Estimating the Expected Return on the Market: An Exploratory Investigation (1980)Performance measurement with the arbitrage pricing theory (1986)The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (2002)Corporate Social Responsibility and Financial Risk (2004)The Performance of European Socially Responsible Funds (2008)Green and Good? The Investment Performance of US Environmental Mutual Funds (2011)Islamic Law and Finance; Religion, Risk, and Return (2000)Exploring corporate social responsibility disclosure: the case of Islamic banks (2010)Entrepreneurship from an Islamic Perspective (2014)Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs (2006)Does the choice of performance measure influence the evaluation of hedge funds? (2007)Investigation of performance of Malaysian Islamic unit trust funds (2007)The Information Ratio (1998)Portfolio Constraints and the Fundamental Law of Active Management (2002)Modern Investment Management: An Equilibrium Approach (2003)The Effect of Green Investment on Corporate Behavior (2001)International evidence on ethical mutual fund performance and investment style (2004)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1993Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds861 cited
  • 1973How to Use Security Analysis to Improve Portfolio Selection822 cited
  • 2001An Introduction to Islamic Finance653 cited
  • 1997Risk-Adjusted Performance581 cited
  • 1989The fundamental law of active management323 cited
  • 1995THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS320 cited
  • 1997Ethical Unit Trust Financial Performance: Small Company Effects and Fund Size Effects280 cited
  • 1996Islamic Banks and Investment Financing241 cited
  • 1983The Market-Timing Performance of Mutual Fund Managers216 cited
  • 2008Is There a Cost to Faith-Based Investing: Evidence from FTSE Islamic Indices173 cited
  • 1979The Investment Performance of Mutual Funds: An Empirical Investigation of Timing, Selectivity, and Market Efficiency167 cited
  • 2001A Basic Guide to Contemporary Islamic Banking and Finance152 cited

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  • 1994The Performance Of Ethical Unit Trusts: Choosing An Appropriate Benchmark151 cited
  • Cited by

    • 2017Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices102 cited
    • 2016Issues in Islamic Equities: A Literature Survey90 cited
    • 2015Does Heterogeneity in Investment Horizons Affect Portfolio Diversification? Some Insights Using M-GARCH-DCC and Wavelet Correlation Analysis74 cited
    • 2015A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices71 cited
    • 2020Exploring synergies and performance evaluation between Islamic funds and socially responsible investment (SRIs) in light of the Sustainable Development Goals (SDGs)64 cited
    • 2015The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia62 cited
    • 2015Should Islamic investors consider SRI criteria in their investment strategies?62 cited
    • 2015Global risk exposures and industry diversification with Shariah-compliant equity sectors62 cited
    • 2015Performance of Islamic and conventional stock indices: empirical evidence from an emerging economy58 cited
    • 2016Is it costly to be both shariah compliant and socially responsible?58 cited
    • 2015Are Islamic stock markets efficient? A time-series analysis58 cited
    • 2020Banks, Funds, and risks in islamic finance: Literature & future research avenues47 cited
    • 2016Hidden cointegration reveals hidden values in Islamic investments44 cited
    • 2013Heads we win, tails you lose: Is there equity in Islamic equity funds?44 cited
    • 2019Faith-based norms and portfolio performance: Evidence from India42 cited
    • 2020Does an Islamic-SRI portfolio really matter? Empirical application of valuation models in Indonesia42 cited