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 …
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 …
This study empirically investigates the comparative performance of four portfolios— Indonesia Shariah Stock Index (ISSI), socially responsible investing (SRI), conventional, and …
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 …
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 …
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 …
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 …
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 …
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 …