Dewandaru, Ginanjar; Bacha, Obiyathulla Ismath; Masih, … - In: Journal of Multinational Financial Management 29 (2015) C, pp. 115-138
This paper is motivated by the heightened interest in investing in Islamic equities. The paper is the first attempt at analysing the risk-return characteristics of Islamic indices at different timescales by applying a relatively new approach in finance known as wavelet analysis. We analyze the...