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Systematic Risk in Conventional and Islamic Equity Markets

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References

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2014Risk-return characteristics of Islamic equity indices: Multi-timescales analysis72 cited

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Cited by

2020Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach116 cited
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2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets49 cited
2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches42 cited
2017Understanding time-varying systematic risks in Islamic and conventional sectoral indices40 cited
2020A survey of Islamic finance research – Influences and influencers38 cited
2020Network Connectedness of World's Islamic Equity Markets36 cited
2022Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic36 cited
2023On the prediction of systemic risk tolerance of cryptocurrencies34 cited
2019Islamic and conventional equity markets: Two sides of the same coin, or not?32 cited
2020Are Islamic stocks immune from financial crises? Evidence from contagion tests31 cited
2022Spillovers on sectoral sukuk returns: evidence from country level analysis31 cited
2021Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?30 cited
2021From dotcom to Covid-19: A convergence analysis of Islamic investments26 cited
2021Managing market risk for financial performance: experience from micro finance institutionin Kenya23 cited