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Stock market efficiency: A comparative analysis of Islamic and conventional stock markets
16 references·16 citing·40 second hopsampled
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets (2018)Stock market efficiency: A comparative an…The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors (2014)The diversification benefits …Examining the relationship between default risk and efficiency in Islamic and conventional banks (2014)Examining the relationship be…Performance of global Islamic versus conventional share indices: International evidence (2013)Performance of global Islamic…Islamic vs. conventional banks: Business models, efficiency and stability (2013)Islamic vs. conventional bank…A multifractal approach for stock market inefficiency (2008)A multifractal approach for s…The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient (2004)The Hurst exponent over time:…Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development (2004)Long-term memories of develop…Scaling behaviors in differently developed markets (2003)Scaling behaviors in differen…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Privatization and the Rise of Global Capital Markets (2000)Privatization and the Rise of…Multiple Trend Breaks and the Unit-Root Hypothesis (1997)Multiple Trend Breaks and the…The econometrics of financial markets (1996)The econometrics of financial…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Navigating environmental concerns and geopolitical risks: A study on green sukuk and Islamic equities amid climate crisis and the Russia-Ukraine conflict (2024)Navigating environmental conc…The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis (2023)The aggregate and sectoral ti…Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis (2023)Comparing Market Efficiency i…Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability (2023)Brazilian stock-market effici…Efficiency and herding analysis in gold-backed cryptocurrencies (2022)Efficiency and herding analys…Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches (2022)Does implied volatility (or f…Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic (2021)Analysis of stock market effi…The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach (2020)The linkages between oil mark…Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review (2020)Islamic stock market versus c…Does an Islamic-SRI portfolio really matter? Empirical application of valuation models in Indonesia (2020)Does an Islamic-SRI portfolio…Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application (2020)Do Islamic indices provide di…Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour (2020)Are clean energy stocks effic…“How using derivative instruments and purposes affects performance of Islamic banks? Evidence from CAMELS approach” (2020)“How using derivative instrum…Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach (2019)Do Islamic stock indexes outp…Corporate sustainability and institutional shareholders: The pressure of social responsible pension funds on environmental firm practices (2019)Corporate sustainability and …Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach (2018)Stock market efficiency analy…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Statistical analysis of cointegration vectors (1988)Scaling of the distribution of fluctuations of financial market indices (1999)Statistical properties of the volatility of price fluctuations (1999)VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS (2000)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The saving and investment nexus for China: evidence from cointegration tests (2005)Introductory Econometrics for Finance (2008)The Pricing of Options and Corporate Liabilities (1973)Multi-scaling in finance (2007)Forbidden patterns, permutation entropy and stock market inefficiency (2009)Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices (2020)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)What have We Learnt from the Convergence Debate? (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)Human behavior and the principle of least effort (1949)The Variation of Certain Speculative Prices (1963)The variation of certain speculative prices (1997)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)Multifractal analysis of financial markets: a review (2019)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Risk in Islamic Banking (2013)The impact of social and environmental sustainability on financial performance: A global analysis of the banking sector (2019)Riding the FinTech innovation wave: FinTech, patents and bank performance (2021)Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2013Islamic vs. conventional banks: Business models, efficiency and stability1,529 cited
  • 1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
  • 1996The econometrics of financial markets886 cited
  • 2004Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development430 cited
  • 2004The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient411 cited
  • 2013Performance of global Islamic versus conventional share indices: International evidence305 cited
  • 2008A multifractal approach for stock market inefficiency305 cited
  • 2003Scaling behaviors in differently developed markets292 cited
  • 2014The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors183 cited

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  • 2000Privatization and the Rise of Global Capital Markets176 cited
  • 2014Examining the relationship between default risk and efficiency in Islamic and conventional banks141 cited
  • Cited by

    • 2020The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach141 cited
    • 2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic134 cited
    • 2019Corporate sustainability and institutional shareholders: The pressure of social responsible pension funds on environmental firm practices131 cited
    • 2020Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review86 cited
    • 2018Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach85 cited
    • 2019Do Islamic stock indexes outperform conventional stock indexes? A state space modeling approach71 cited
    • 2020Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application71 cited
    • 2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour70 cited
    • 2020Does an Islamic-SRI portfolio really matter? Empirical application of valuation models in Indonesia42 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
    • 2020“How using derivative instruments and purposes affects performance of Islamic banks? Evidence from CAMELS approach”34 cited
    • 2024Navigating environmental concerns and geopolitical risks: A study on green sukuk and Islamic equities amid climate crisis and the Russia-Ukraine conflict31 cited
    • 2023Comparing Market Efficiency in Developed, Emerging, and Frontier Equity Markets: A Multifractal Detrended Fluctuation Analysis31 cited
    • 2022Efficiency and herding analysis in gold-backed cryptocurrencies27 cited
    • 2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis24 cited
    • 2023Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability22 cited