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Performance Evaluation of Islamic and Non-Islamic Equity and Bonds Indices. Evidence from Selected Emerging and Developed Countries
16 references·0 citing·31 second hop
Performance Evaluation of Islamic and Non-Islamic Equity and Bonds Indices. Evidence from Selected Emerging and Developed Countries (2021)Performance Evaluation of Islamic and Non…Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014)Dynamic dependence of the glo…Performance of global Islamic versus conventional share indices: International evidence (2013)Performance of global Islamic…Conventional and Islamic stock price performance: An empirical investigation (2013)Conventional and Islamic stoc…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Asset Pricing Mod…Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (2000)Statistical Inference for Sto…Taxes, Financing Decisions, and Firm Value (1998)Taxes, Financing Decisions, a…STILL SEARCHING FOR OPTIMAL CAPITAL STRUCTURE (1993)STILL SEARCHING FOR OPTIMAL C…Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence (1988)Debt/Equity Ratio and Expecte…The relationship between return and market value of common stocks (1981)The relationship between retu…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…The capital asset pricing model: Some empirical tests (1972)The capital asset pricing mod…Measurement of Portfolio Performance Under Uncertainty (1970)Measurement of Portfolio Perf…Equilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Valuation of Risk Assets …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Portfolio Selection: Efficient Diversification of Investments (1959)An Intertemporal Capital Asset Pricing Model (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Cross-Section of Expected Stock Returns (1992)Liquidity Preference as Behavior Towards Risk (1958)The Pricing of Options and Corporate Liabilities (1973)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)Option pricing when underlying stock returns are discontinuous (1976)Risk, Return, and Equilibrium: Empirical Tests (1973)Estimating betas from nonsynchronous data (1977)Efficient Capital Markets: II (1991)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Common risk factors in the returns on stocks and bonds (1993)Capital Account Liberalization: Theory, Evidence, and Speculation (2007)Political connections and the cost of equity capital (2012)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Comparing Predictive Accuracy (1994)Modeling and Forecasting Realized Volatility (2003)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Auditor choice and the cost of debt capital for newly public firms (2004)Does the Contribution of Corporate Cash Holdings and Dividends to Firm Value Depend on Governance? A Cross‐country Analysis (2006)Corporate Tax Avoidance and Firm Value (2009)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,887 cited
  • 1981The relationship between return and market value of common stocks5,999 cited
  • 1966Equilibrium in a Capital Asset Market5,065 cited
  • 1972The capital asset pricing model: Some empirical tests2,705 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 2004The Capital Asset Pricing Model: Theory and Evidence2,277 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,878 cited
  • 1988Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence1,340 cited
  • 1998Taxes, Financing Decisions, and Firm Value1,037 cited
  • 2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality870 cited
  • 1970Measurement of Portfolio Performance Under Uncertainty390 cited
  • 1993STILL SEARCHING FOR OPTIMAL CAPITAL STRUCTURE329 cited
  • 2013Performance of global Islamic versus conventional share indices: International evidence305 cited

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2013
Conventional and Islamic stock price performance: An empirical investigation
239 cited
  • 2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors209 cited
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