In this paper, we use stock price data between the years 2007 and 2010 to investigate the allocation of assets on the GSE. The Classical Markowitz optimization method shows that, the most profitable portfolio is obtained by investing 90% of wealth in non-financial assets and 10% in financial...

The aim of this paper is to assess the effectiveness and risk in the stock exchange market in Central and Eastern Europe countries (CEE) in view of the largest stock exchanges: NYSE2‑LSE‑HKSE2. The implementation of this objective was based on an analysis of basic stock market indicators and...

This paper empirically investigates the difference of the performance between shari'ah-based and non shari'ah-based IPO firms. The sample made IPOs in the Jakarta Stock Exchange (JSX) between July 2001 and December 2005. The sample consists of 8 shari'ah-based and 37 non shari'ah-based IPO...