Ben Rejeb, Aymen; Arfaoui, Mongi - In: European journal of management and business economics : … 28 (2019) 3, pp. 301-322
Purpose The purpose of this paper is to investigate whether Islamic stock indexes outperform conventional stock indexes, in terms of informational efficiency and risk, during the recent financial instability period. Design/methodology/approach The paper uses a state space model combined with a...