Narrow search
Showing 1 - 10 of 10
Cover Image
Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios
Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Journal of international financial markets, … 57 (2018), pp. 160-184
Persistent link: https://www.econbiz.de/10012127622
Cover Image
Is there a diversification "cost" of Shari'ah compliance? Empirical evidence from Malaysian equities
Kamil, Nazrol K. M.; Obiyathulla Ismath Bacha; Mansur Masih - In: Economic systems 45 (2021) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012797863
Cover Image
Heads we win, tails you lose : is there equity in Islamic equity funds?
Kamil, Nazrol K. M.; Alhabshi, Syed Othman; Obiyathulla … - In: Pacific-Basin finance journal 28 (2014), pp. 7-28
Persistent link: https://www.econbiz.de/10010494033
Cover Image
Does Heterogeneity in investment horizons affect portfolio diversification? : some insights using M-GARCH-DCC and wavelet correlation analysis
Najeeb, Syed Faiq; Obiyathulla Ismath Bacha; Masih, Mansur - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 188-208
Persistent link: https://www.econbiz.de/10011344334
Cover Image
Risk-return characteristics of Islamic equity indices: multi-timescales analysis
Dewandaru, Ginanjar; Obiyathulla Ismath Bacha; Masih, … - In: Journal of multinational financial management 29 (2015), pp. 115-138
Persistent link: https://www.econbiz.de/10011539519
Cover Image
Combining momentum, value, and quality for the Islamic equity portfolio : multi-style rotation strategies using augmented Black Litterman factor model
Dewandaru, Ginanjar; Masih, Rumi; Obiyathulla Ismath Bacha - In: Pacific-Basin finance journal 34 (2015), pp. 205-232
Persistent link: https://www.econbiz.de/10011533242
Cover Image
Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun; Masih, Abdul Mansur M.; … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
Cover Image
Do the Islamic stock market returns respond differently to the realized and implied volatility of oil prices? : evidence from the time-frequency analysis
Karim, Muhammad Mahmudul; Mansur Masih - In: Emerging markets, finance and trade : EMFT 57 (2021) 9, pp. 2616-2631
Persistent link: https://www.econbiz.de/10012549935
Cover Image
Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression a...
Karim, Muhammad Mahmudul; Kawsar, Najmul Haque; Ariff, … - In: Journal of international financial markets, … 77 (2022), pp. 1-44
Persistent link: https://www.econbiz.de/10013357245
Cover Image
Are there profit (returns) in Shariah-compliant exchange traded funds? : the multiscale propensity
Farouk, Faizal; Masih, Mansur - In: Research in international business and finance 38 (2016), pp. 360-375
Persistent link: https://www.econbiz.de/10011640668