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Diversification benefits of Shari'ah compliant equity ETFs in emerging markets
16 references·1 citing·46 second hop
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References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2001Risk as feelings.5,949 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1992No news is good news1,929 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2005The Limits of Financial Globalization1,039 cited
  • 2006Financial Globalization: A Reappraisal955 cited
  • 2006Financial Globalization: A Reappraisal955 cited
  • 1996Private truths, public lies: the social consequences of preference falsification955 cited
  • 2001The Economic Value of Volatility Timing848 cited
  • 1996Private Truths, Public Lies: The Social Consequences of Preference Falsification.575 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis

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  • 2019Co-movements and diversification opportunities among Dow Jones Islamic indexes18 cited