Using extensive and comprehensive databases to select a subset of research papers, we
aim to critically analyze previous empirical studies to identify certain patterns in determining …

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 …

COVID-19 has had significant impact on US stock market volatility. This study focuses on
understanding the regime change from lower to higher volatility identified with a Markov …

We analyze the relationship between sentiment generated by coronavirus-related news and
volatility of equity markets. The ongoing coronavirus outbreak (COVID-19) resulted in …

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 finance research has proliferated in the past five years. Between 1982 and 2020, a
total of 315 research articles have been published in high quality journals. This paper …

The purpose of this study is to compare the level of risk and return of Islamic stocks in the
Jakarta Islamic Index (JII) with conventional stocks on the IDX30 in the period from January …

Faced with a persistent pandemic, investors are concerned about portfolio diversification.
While the literature on COVID-19 has evolved impressively, limited work remains on …

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 …

This paper examines the impact of the Sino-US trade and non-trade disputes on Chinese
stock market. By employing the event study methodology, we investigate the abnormal …