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The Covid-19 Pandemic and its Impact on the Yields of Sharia Stock Business Portfolio in Indonesia
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The Covid-19 Pandemic and its Impact on the Yields of Sharia Stock Business Portfolio in Indonesia (2022)The Covid-19 Pandemic and its Impact on t…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…The Unprecedented Stock Market Impact of COVID-19 (2020)The Unprecedented Stock Marke…How Does Household Spending Respond to an Epidemic? Consumption during the 2020 COVID-19 Pandemic (2020)How Does Household Spending R…Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Death and contagious infectio…COVID-19 and The Macroeconomic Effects of Costly Disasters (2020)COVID-19 and The Macroeconomi…Stock prices and geographic proximity of information: Evidence from the Ebola outbreak (2017)Stock prices and geographic p…Performance of global Islamic versus conventional share indices: International evidence (2013)Performance of global Islamic…Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach (2013)Do Islamic stock indexes outp…Islamic mutual funds' financial performance and international investment style : evidence from 20 countries (2011)Islamic mutual funds' financi…The cost of capital, corporation finance and the theory of investment (2008)The cost of capital, corporat…The impact of the SARS outbreak on Taiwanese hotel stock performance: An event-study approach (2006)The impact of the SARS outbre…Identifying a particular family humor style: A sociolinguistic discourse analysis (2003)Identifying a particular fami…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence (1988)Debt/Equity Ratio and Expecte…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Trend and Knowledge Structure of Cryptocurrency Reserch in the Scopus Database (2023)Trend and Knowledge Structure…Panel Data and Unobservable Individual Effects (1981)Econometric Models for Count Data with an Application to the Patents-R & D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Effects of COVID-19 on hotel marketing and management: a perspective article (2020)Hospitality and tourism industry amid COVID-19 pandemic: Perspectives on challenges and learnings from India (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Estimating betas from nonsynchronous data (1977)The relationship between return and market value of common stocks (1981)Efficient Capital Markets: II (1991)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Portfolio Selection: Efficient Diversification of Investments (1959)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Adjustment of Stock Prices to New Information (1969)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 General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The Theory of Investment Value, by John Burr Williams (1939)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Feverish Stock Price Reactions to COVID-19* (2020)Financial contagion during COVID–19 crisis (2020)Inequality in the impact of the coronavirus shock: Evidence from real time surveys (2020)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption Over the Life Cycle (2002)Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time (2020)The Cost of the Covid-19 Crisis: Lockdowns, Macroeconomic Expectations, and Consumer Spending (2020)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
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References

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  • 2021Econometric Analysis of Panel Data15,652 cited
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  • 2006The impact of the SARS outbreak on Taiwanese hotel stock performance: An event-study approach582 cited
  • 2017Stock prices and geographic proximity of information: Evidence from the Ebola outbreak392 cited
  • 2013Performance of global Islamic versus conventional share indices: International evidence305 cited
  • 2013Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach295 cited
  • 2011Islamic mutual funds' financial performance and international investment style : evidence from 20 countries275 cited

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  • 2003Identifying a particular family humor style: A sociolinguistic discourse analysis239 cited
  • 2020COVID-19 and The Macroeconomic Effects of Costly Disasters211 cited
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    • 2023Trend and Knowledge Structure of Cryptocurrency Reserch in the Scopus Database5 cited