Islamic stock market versus conventional: Are islamic investing a 'Safe Haven'for investors? A systematic literature review
A Delle Foglie, IC Panetta - Pacific-Basin Finance Journal, 2020 - Elsevier
Focusing on the comparison of Islamic Stock Market (ISM) and Conventional counterparts,
this paper tries to answer to the following questions:“Are Islamic indexes a 'Safe Haven'for …
this paper tries to answer to the following questions:“Are Islamic indexes a 'Safe Haven'for …
The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing
This paper analyses the risk-adjusted performance of Islamic and conventional equity funds
during the COVID-19 pandemic. We show that Islamic equity funds demonstrated …
during the COVID-19 pandemic. We show that Islamic equity funds demonstrated …
Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic
SY Choi - Physica A: Statistical Mechanics and Its Applications, 2021 - Elsevier
In this study, we test the efficient market hypothesis for a number of sectors in the US stock
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …
market during the COVID-19 pandemic to identify its effects on individual sectors. To test this …
Financial market risks during the COVID-19 pandemic
This article examines the nature of time-varying systematic risk for both Islamic and non-
Islamic sectoral indices during COVID-19. The novelty lies in the analysis of behavioral …
Islamic sectoral indices during COVID-19. The novelty lies in the analysis of behavioral …
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis
This study (i) compares the performance of 22 Islamic and conventional Dow Jones stock
market indices during the recent pre-crisis and post-crisis periods, namely, the global …
market indices during the recent pre-crisis and post-crisis periods, namely, the global …
Islamic Stock indices and COVID-19 pandemic
Motivated by the COVID-19 pandemic, we construct a single factor predictive model for stock
returns that incorporates uncertainty index for pandemics and epidemics (UPE). Specifically …
returns that incorporates uncertainty index for pandemics and epidemics (UPE). Specifically …
Asymmetric impact of oil price on Islamic sectoral stocks
This paper extends the literature concerning non-linearity in oil-stock relationships by putting
forward a new paradigm of sectoral and Islamic elements. We explore the asymmetric …
forward a new paradigm of sectoral and Islamic elements. We explore the asymmetric …
How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach
The study aims to determine the short and long run relationships, and impulsive response
effect of energy resources and precious metals on conventional and Islamic stocks through …
effect of energy resources and precious metals on conventional and Islamic stocks through …
How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?
This study explores the impact of three major risk and uncertainty indices (Geopolitical Risk
(GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …
(GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile …
In this paper, we make an initial attempt to compare the asymmetric reaction of Islamic and
conventional stock returns to implied volatility-market fear-using Wavelet-based Granger …
conventional stock returns to implied volatility-market fear-using Wavelet-based Granger …