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Examining anomalies in Islamic equity market of Pakistan
Jebran, Khalil; Chen, Shihua - In: Journal of sustainable finance & investment 7 (2017) 3, pp. 275-289
Persistent link: https://www.econbiz.de/10011945866
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Islamic and conventional equity index co-movement and volatility transmission : evidence from Pakistan
Jebran, Khalil; Chen, Shihua; Tauni, Muhammad Zubair - In: Future Business Journal 3 (2017) 2, pp. 98-106
This study investigates the Islamic and conventional Index integration over the period 3rd September, 2008 to 30th September, 2015. This study uses Johansen and Juselius cointegration method for exploring the long run association. The short run association is explored using VECM model. The...
Persistent link: https://www.econbiz.de/10011862069
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Islamic and conventional equity index co-movement and volatility transmission: Evidence from Pakistan
Jebran, Khalil; Chen, Shihua; Tauni, Muhammad Zubair - In: Future Business Journal 3 (2017) 2, pp. 98-106
This study investigates the Islamic and conventional Index integration over the period 3rd September, 2008 to 30th September, 2015. This study uses Johansen and Juselius cointegration method for exploring the long run association. The short run association is explored using VECM model. The...
Persistent link: https://www.econbiz.de/10011937840
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Dynamics of oil price shocks and stock market behavior in Pakistan: evidence from the 2007 financial crisis period
Jebran, Khalil; Chen, Shihua; Saeed, Gohar; Zeb, Alam - In: Financial Innovation 3 (2017) 2, pp. 1-12
Background: The aim of this study is to investigate the effect of the oil price and its volatility on the stock market of Pakistan before and after the 2007 financial crisis period. Methods: The analyses are carried out on daily data for the period from July 31, 2000 to July 31, 2014. This study...
Persistent link: https://www.econbiz.de/10011808240
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Dynamics of oil price shocks and stock market behavior in Pakistan : evidence from the 2007 financial crisis period
Jebran, Khalil; Chen, Shihua; Saeed, Gohar; Zeb, Alam - In: Financial innovation : FIN 3 (2017) 2, pp. 1-12
Background: The aim of this study is to investigate the effect of the oil price and its volatility on the stock market of Pakistan before and after the 2007 financial crisis period. Methods: The analyses are carried out on daily data for the period from July 31, 2000 to July 31, 2014. This study...
Persistent link: https://www.econbiz.de/10011661577