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Do Islamic stock indexes outperform conventional stock indexes? : a state space modeling approach

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...

Persistent link: https://www.econbiz.de/10012118155