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The Co-Movement between Shariah Compliant and Sectorial Stock Indexes Performance in Bursa Malaysia
16 references·0 citing·40 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 2008Is There a Cost to Faith-Based Investing: Evidence from FTSE Islamic Indices173 cited
  • 2008PERFORMANCE OF SYARIAH AND COMPOSITE INDICES: EVIDENCE FROM BURSA MALAYSIA141 cited
  • 2014Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index120 cited
  • 2011Efficiency and Dynamics of Islamic Investment: Evidence of Geopolitical Effects on Dow Jones Islamic Market Indexes93 cited
  • 2015The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches91 cited
  • 2011Equanimity of Risk and Return Relationship between Shariah Index and General Index in India61 cited
  • 2007Co‐movement of Bangladesh stock market with other markets49 cited
  • 2010Potential diversification benefits across global Islamic equity markets40 cited
  • 2014An Empirical Study of Islamic Equity as a Better Alternative during Crisis Using Multivariate GARCH DCC40 cited
  • 2016Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes40 cited

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2016
Shari’ah screening, market risk and contagion: A multi-country analysis
24 cited
  • 2014ISLAMIC STOCK MARKET VERSUS CONVENTIONAL STOCK MARKET19 cited
  • 2011A Comparative Analysis of the Firm Specific Determinants of Syariah Compliant Versus Non-Syariah Compliant Firms in Bursa Malaysia13 cited
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