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Risk and Return under Shari’a Framework: An Attempt to Develop Shari’a Compliant Asset Pricing Model (SCAPM)

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References

2003Asset pricing implications of benchmarking: a two-factor CAPM85 cited
2000Tests of regimes - switching CAPM75 cited
1998Testing the conditional CAPM using multivariate GARCH-M62 cited
2006TESTING THE CAPITAL ASSET PRICING MODEL (CAPM): THE CASE OF THE EMERGING GREEK SECURITIES MARKET58 cited
2004Time-varying betas and the cross-sectional return–risk relation: evidence from the UK57 cited
1987The Shari'ah and its Implications for Islamic Financial Analysis56 cited

Cited by

2015Risk, return and mean‐variance efficiency of Islamic and non‐Islamic stocks: evidence from a unique Malaysian data set27 cited
2022The Analysis of Risk and Return Using Sharia Compliance Assets Pricing Model with Profit-Sharing Approach (Mudharabah) in Energy Sector Company in Indonesia16 cited
2011Comparative Testing of Capital Asset Pricing Model (CAPM) and Shari’a Compliant Asset Pricing Model (SCAPM): Evidence from Karachi Stock Exchange - Pakistan16 cited

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