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HOW PERFORMANCE OF JAKARTA ISLAMIC INDEX (JII) STOCKS RELATIVE TO OTHER STOCKS?
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997Industry costs of equity5,793 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2009The price of sin: The effects of social norms on markets2,677 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,264 cited
  • 2012A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices1,134 cited
  • 2001Liquidity Risk and Expected Stock Returns958 cited
  • 2000Trading Volume and Cross‐Autocorrelations in Stock Returns721 cited
  • 2000Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory694 cited
  • 1997Corporate Finance, Theory and Practice.555 cited
  • 1997New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index531 cited
  • 1997The impact of social‐responsibility screens on investment performance: Evidence from the Domini 400 social index and Domini Equity Mutual Fund369 cited
  • 1995THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS332 cited
  • 2005Ethical investing in Australia: Is there a financial penalty?320 cited
  • 2007Investigation of performance of Malaysian Islamic unit trust funds

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274 cited
  • 2005Ethical Investment Revisited235 cited
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