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Shariah-compliant investments and stock returns: evidence from the Indonesian stock market
16 references·5 citing·35 second hop
Shariah-compliant investments and stock returns: evidence from the Indonesian stock market (2017)Shariah-compliant investments and stock r…Risk and return characteristics of Islamic equity funds (2011)Risk and return characteristi…The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…Corporate Social and Financial Performance: A Meta-Analysis (2003)Corporate Social and Financia…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring long-horizon security price performance (1997)Measuring long-horizon securi…Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Market Efficiency, Long-Term …Event Studies in Economics and Finance (1997)Event Studies in Economics an…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…The Moral Dimension (1995)The Moral DimensionThe Sharpe Ratio (1994)The Sharpe RatioCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Measuring security price performance (1980)Measuring security price perf…Interfirm Tender Offers and the Market for Corporate Control (1980)Interfirm Tender Offers and t…How to Use Security Analysis to Improve Portfolio Selection (1973)How to Use Security Analysis …Sustainability performance at stake during COVID-19 pandemic? Evidence from Sharia-compliant companies in emerging markets (2022)Sustainability performance at…Performance analysis of Turkey’s participation and conventional indices using TOPSIS method (2020)Performance analysis of Turke…AAOIFI governance standards: Sharia disclosure and financial performance for Islamic banks (2019)AAOIFI governance standards: …A qualitative analysis on the determinants of legitimacy ofsukuk (2019)A qualitative analysis on the…Sukuk and conventional bonds: shareholder wealth perspective (2017)Sukuk and conventional bonds:…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)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Introductory Econometrics for Finance (2008)Using daily stock returns (1985)Capital markets research in accounting (2001)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Does the Stock Market Overreact? (1985)INITIAL PUBLIC OFFERINGS (1988)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)The Iron Cage Revisited: Institutional Isomorphism and Collective Rationality in Organizational Fields (1983)Misery Loves Companies: Rethinking Social Initiatives by Business (2003)Firm resources and sustained competitive advantage (2004)The iron cage revisited institutional isomorphism and collective rationality in organizational fields (2004)Why would corporations behave in socially responsible ways? an institutional theory of corporate social responsibility (2007)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Political connections and the cost of equity capital (2012)Impact of ESG factors on firm risk in Europe (2016)Multifactor Explanations of Asset Pricing Anomalies (1996)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2003Corporate Social and Financial Performance: A Meta-Analysis7,627 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1980Measuring security price performance3,330 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
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  • 1997Market Efficiency, Long-Term Returns, and Behavioral Finance1,278 cited
  • 1997Measuring long-horizon security price performance991 cited
  • 1973How to Use Security Analysis to Improve Portfolio Selection822 cited
  • 1995The Moral Dimension442 cited
  • 1980

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Interfirm Tender Offers and the Market for Corporate Control
427 cited
  • 2011Risk and return characteristics of Islamic equity funds305 cited
  • Cited by

    • 2017Sukuk and conventional bonds: shareholder wealth perspective36 cited
    • 2019A qualitative analysis on the determinants of legitimacy ofsukuk36 cited
    • 2022Sustainability performance at stake during COVID-19 pandemic? Evidence from Sharia-compliant companies in emerging markets25 cited
    • 2019AAOIFI governance standards: Sharia disclosure and financial performance for Islamic banks20 cited
    • 2020Performance analysis of Turkey’s participation and conventional indices using TOPSIS method19 cited