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Does Ramadan influence the returns and volatility? Evidence from Shariah index in India
16 references·0 citing·44 second hop
Does Ramadan influence the returns and volatility? Evidence from Shariah index in India (2019)Does Ramadan influence the returns and vo…Investor mood, herding and the Ramadan effect (2015)Investor mood, herding and th…Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks (2015)Does Financial News Predict S…Crises and contagion in Asia Pacific — Islamic v/s conventional markets (2015)Crises and contagion in Asia …Islamic equity market integration and volatility spillover between emerging and US stock markets (2014)Islamic equity market integra…Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014)Dynamic dependence of the glo…Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach (2013)Do Islamic stock indexes outp…Conventional and Islamic stock price performance: An empirical investigation (2013)Conventional and Islamic stoc…Investor sentiment and calendar anomaly effects: A case study of the impact of Ramadan on Islamic Middle Eastern markets (2011)Investor sentiment and calend…Fast profits: Investor sentiment and stock returns during Ramadan (2011)Fast profits: Investor sentim…PERFORMANCE OF SYARIAH AND COMPOSITE INDICES: EVIDENCE FROM BURSA MALAYSIA (2008)PERFORMANCE OF SYARIAH AND CO…Seasonality in stock returns and volatility: The Ramadan effect (2005)Seasonality in stock returns …Measuring Service Quality: Servqual vs. Servperf Scales (2004)Measuring Service Quality: Se…Statistical Models for Financial Volatility (1993)Statistical Models for Financ…Mood effects on subjective probability assessment (1992)Mood effects on subjective pr…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017)Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017)Dynamic connectedness between oil prices and stock returns of clean energy and technology companies (2020)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risk as feelings. 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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1992Mood effects on subjective probability assessment681 cited
  • 2004Measuring Service Quality: Servqual vs. Servperf Scales581 cited
  • 2013Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach295 cited
  • 2011Fast profits: Investor sentiment and stock returns during Ramadan289 cited
  • 2013Conventional and Islamic stock price performance: An empirical investigation239 cited
  • 2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors209 cited
  • 2014Islamic equity market integration and volatility spillover between emerging and US stock markets191 cited
  • 1993Statistical Models for Financial Volatility165 cited
  • 2011Investor sentiment and calendar anomaly effects: A case study of the impact of Ramadan on Islamic Middle Eastern markets155 cited
  • 2005Seasonality in stock returns and volatility: The Ramadan effect154 cited
  • 2015Crises and contagion in Asia Pacific — Islamic v/s conventional markets144 cited
  • 2008PERFORMANCE OF SYARIAH AND COMPOSITE INDICES: EVIDENCE FROM BURSA MALAYSIA

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141 cited
  • 2015Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks126 cited
  • 2015Investor mood, herding and the Ramadan effect115 cited
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