Dissecting anomalies in Islamic stocks : integrated or segmented pricing?
Year of publication: |
2020
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Authors: | Zaremba, Adam ; Karathanasopoulos, Andreas ; Maydybura, Alina ; Czapkiewicz, Anna ; Bagheri, Noushin |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-21
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Subject: | Asset pricing | -compliant stocks | Cross-section of returns | Equity anomalies | Islamic finance | Market integration | Multifactor models | CAPM | Islamisches Finanzsystem | Marktintegration | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Islamische Staaten | Islamic countries | Börsenkurs | Share price |
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