A review of Islamic stock market, growth and real-estate finance literature

MK Hassan, S Aliyu, B Saiti, ZA Halim - International Journal of …, 2020 - emerald.com
A review of Islamic stock market, growth and real-estate finance literature | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …

Do geopolitical oil price risk, global macroeconomic fundamentals relate Islamic and conventional stock market? Empirical evidence from QARDL approach

K Abbass, A Sharif, H Song, MT Ali, F Khan, N Amin - Resources Policy, 2022 - Elsevier
This study examines how the geopolitical oil price risk index, global gold price, global
interest rate, and global exchange rate affect Islamic and conventional securities. For …

Are Islamic indices a viable investment avenue? An empirical study of Islamic and conventional indices in India

M Alam, VA Ansari - International Journal of Islamic and Middle …, 2020 - emerald.com
Purpose This study aims to empirically compare the performance of Islamic indices vis-à-vis
to their conventional counterparts in India. Design/methodology/approach The performance …

[HTML][HTML] Does an Islamic-SRI portfolio really matter? Empirical application of valuation models in Indonesia

A Qoyum, RU Al Hashfi, AS Zusryn, H Kusuma… - Borsa Istanbul …, 2021 - Elsevier
This study empirically investigates the comparative performance of four portfolios—
Indonesia Shariah Stock Index (ISSI), socially responsible investing (SRI), conventional, and …

Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste

F Anuno, M Madaleno, E Vieira - Journal of Risk and Financial …, 2023 - mdpi.com
Timor-Leste is a new country still in the process of economic development and does not yet
have a capital market for stock and bond investments. These two asset classes have been …

A hybrid review of Islamic pricing literature

MA Al Mamun, MK Hassan, MAK Azad… - The Singapore …, 2022 - World Scientific
During the last decade, studies on Islamic pricing (IP) have received considerable attention
from researchers and academicians. Given the growing popularity of IP, this study critically …

[PDF][PDF] An empirical investigation of Tobin'sQ augmented various Asset Pricing Models: evidence from Pakistan

M Azam - Journal of Social Sciences and Management Studies, 2022 - researchgate.net
Despite the strong growing popularity of Asset Pricing Models, it is difficult to estimate which
factor contributes significantly in explaining average excess portfolio returns particularly in …

Portfolio returns of Islamic indices and stock prices in GCC countries: empirical evidence from the ARDL model

F Alshubiri - SAGE Open, 2021 - journals.sagepub.com
This study aimed to analyze four portfolio returns of Islamic indices to determine the potential
of attracting investments in the Islamic Stock Price Index of the six Gulf Cooperation Council …

Forecasting Islamic equity indices alpha

N Anjum, SKO Rajput - International Journal of Islamic and Middle …, 2021 - emerald.com
Purpose This paper aims to investigate whether Islamic and conventional equity indices
offer some alpha. These indices are expected to offer no alpha being value-weighted …

An Islamic Inter‐Temporal Capital Asset Pricing Model: Evidence From GCC Indexes

F Alahouel, N Loukil - International Journal of Finance & …, 2024 - Wiley Online Library
Our study examines the multi‐period Islamic investment issue in GCC markets. We assess
the validity of ICAPM by incorporating market dynamics: volatility and uncertainty. To test the …