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Conventional and Islamic stock price performance: An empirical investigation
Jawadi, Fredj; Jawadi, Nabila; Louhichi, Waël - In: Economie Internationale (2014) 137, pp. 73-87
The present paper studies the financial performance of Islamic and conventional indexes for three major regions: Europe … financial crisis. To this end, we computed different performance ratios and estimated the CAPM-GARCH model to take into account … the financial risk time-variation in order to provide precise performance evaluations. Our findings offer some interesting …
Persistent link: https://www.econbiz.de/10010827720
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Bank stock return reactions to the COVID-19 pandemic : the role of investor sentiment in MENA countries
Al-Baity, Mohamed; Mallek, Ray Saadaoui; Mustafa, Hasan - In: Risks : open access journal 10 (2022) 2, pp. 1-15
In this study, we investigated the impact of COVID-19 investor sentiment (CS), number of cases (CC), and deaths (CD) on bank stock returns in 16 MENA countries. In addition, we examined the interaction effects of CS with CC and CD on bank stock returns. Lastly, we looked at whether Islamic banks...
Persistent link: https://www.econbiz.de/10013093071
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The Performance of Islamic Investment : Evidence from the Dow Jones Islamic Indexes
Jouaber-Snoussi, Kaouther - 2015
We use several measures to compare the performance of a large set of Dow Jones Islamic indexes to selected benchmarks …. We test the performance over the whole period and then focus on extreme events. We identify extreme events as the 100 … return. We observe differences in relative performance of the Islamic indexes according to geographical areas and activity …
Persistent link: https://www.econbiz.de/10013037004
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Heterogeneity of the MENA region's bank stock returns : oes country risk matter?
Al-Baity, Mohamed; Mallek, Ray Saadaoui; Bakather, Adnan; … - In: Journal of open innovation : technology, market, and … 9 (2023) 2, pp. 1-15
This study examined the impact of country-risk factors on bank stock returns in the Middle East and North Africa (MENA) region countries. It also investigated whether Islamic banks differed from conventional banks and whether oil rent significantly moderated the risk-returns nexus. Using data...
Persistent link: https://www.econbiz.de/10014364929
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German Open Ended Real Estate Fund Performance – The Impact of Liquidity
Stein, Michael - In: Credit and Capital Markets 46 (2013) 1, pp. 119-151
the performance of GOEREFs when the most relevant prices are used – those that may be achieved directly, rather than using …
Persistent link: https://www.econbiz.de/10010883576
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The intraday interest rate : what’s that?
Abbassi, Puriya; Fecht, Falko; Tischer, Johannes - 2015
We study the intraday interest rate in a CCP-based GC pooling repo market and its key determinants. Since collateral used in this market is identical to collateral eligible for the daylight overdraft facility of the Eurosystem, any intraday rate in this market cannot be a result of collateral...
Persistent link: https://www.econbiz.de/10011308459
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A leverage-based measure of financial instability
Tepper, Alexander; Borowiecki, Karol Jan - 2014
We employ a model of leverage-induced explosive behavior in financial markets to develop a measure of financial market instability. Specifically, we derive a quantitative condition for how large levered investors can become relative to the whole market before the demand curve for securities...
Persistent link: https://www.econbiz.de/10010404536
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News media sentiment and investor behavior
Kräussl, Roman; Mirgorodskaya, Elizaveta - 2014
This paper investigates the impact of news media sentiment on financial market returns and volatility in the long-term. We hypothesize that the way the media formulate and present news to the public produces different perceptions and, thus, incurs different investor behavior. To analyze such...
Persistent link: https://www.econbiz.de/10010427987
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Monetary policy after the crisis : a joint publication with the National Bank of Poland
Gnan, Ernest (ed.); Kokoszcynski, Ryszard (ed.);  … - Conference Monetary Policy after the Crisis <2011, Warschau>; … - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011710723
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External financial dependence and firms' crisis performance across Europe
Eppinger, Peter S.; Neugebauer, Katja - 2021
How do financial market conditions affect real economic performance? Empirical investigations of this question have … negative impact on the real performance of financially dependent firms. Further investigations highlight the importance of …
Persistent link: https://www.econbiz.de/10012427358