Predictability dynamics of Islamic and conventional equity markets
Year of publication: |
January 2015
|
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Authors: | Sensoy, Ahmet ; Aras, Güler ; Hacihasanoglu, Erk |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 31.2015, p. 222-248
|
Subject: | Market efficiency | Islamic and conventional equity markets | Permutation entropy | Non-linear predictability | Efficiency ratio | Effizienzmarkthypothese | Efficient market hypothesis | Aktienmarkt | Stock market | Islamisches Finanzsystem | Islamic finance | Prognoseverfahren | Forecasting model | Islamische Staaten | Islamic countries | Entropie | Entropy | Börsenkurs | Share price | Islam | Theorie | Theory |
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