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Islamic and Conventional Equity Market Movements During and After the Financial Crisis: Evidence from the Newly Launched MSCI Indices
16 references·1 citing·31 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
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  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
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  • 1993Detrending, stylized facts and the business cycle1,202 cited
  • 2003Style investing971 cited
  • 1992Common stochastic trends in international stock markets944 cited
  • 2004Comovement929 cited
  • 2004An Empirical Analysis of Stock and Bond Market Liquidity

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900 cited
  • 2010THE EFFECTS OF THE GLOBAL CRISIS ON ISLAMIC AND CONVENTIONAL BANKS: A COMPARATIVE STUDY769 cited
  • Cited by

    • 2023Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries21 cited