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Market integration between conventional and Islamic stock prices

Majdoub, Jihed; Mansour, Walid; Jouini, Jamel - In: The North American journal of economics and finance : a … 37 (2016), pp. 436-457

Persistent link: https://www.econbiz.de/10011672988

Co-Movement and Volatility Transmission between Islamic and Conventional Equity Index in Bangladesh

Hasan, Dr. Md. Abu - 2019

-varying correlation between markets applying the GARCH-DCC model, and the results reveal that correlations are not only conditional but … also significantly time-varying. The result also shows that the correlation process is mean reverting. Therefore, we …

Persistent link: https://www.econbiz.de/10012871545

Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Ur Rehman, Mobeen; … - In: Pacific-Basin finance journal 62 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012491782

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

Performance comparison between Islamic and conventional stocks: evidence from Pakistan's equity market

Jabeen, Munazza; Kausar, Saba - In: ISRA international journal of islamic finance : an … 14 (2022) 1, pp. 59-72

Purpose - This paper aims to examine the performance of Islamic and conventional stocks listed at the Pakistan Stock Exchange by using both parametric and non-parametric approaches. The motivation is to do risk-return analysis of Islamic stock prices and conventional stock prices....

Persistent link: https://www.econbiz.de/10013275781

Volatility transmission between Islamic and conventional equity markets : evidence from causality-in-variance test

Nazlıoğlu, Şaban; Hammoudeh, Shawkat; Gupta, Rangan - In: Applied economics 47 (2015) 46/48, pp. 4996-5011

Persistent link: https://www.econbiz.de/10011318417

Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries

Aloui, Chaker; Hammoudeh, Shawkat; Ben Hamida, Hela - In: The North American journal of economics and finance : a … 31 (2015), pp. 311-329

Persistent link: https://www.econbiz.de/10011514255

Does investor sentiment impact the returns and volatility of Islamic equities?

Perez Liston, Daniel; Huerta, Daniel; Haq, Sanzid - In: Journal of economics and finance 40 (2016) 3, pp. 421-437

Persistent link: https://www.econbiz.de/10011658948

Football and stock market performance correlation : evidence from Italy

Botoc, Claudiu; Mihancea, Eugen; Molcut, Alin - In: Scientific Annals of Economics and Business 66 (2019) 4, pp. 525-539

Persistent link: https://www.econbiz.de/10012405926

Co-movement and interaction effects across the monetary, foreign exchange and stock markets : evidence from China

Zhao, Xuejin; Zhang, Han - In: Inventi impact: emerging economies (2018) 1, pp. 45-53

Persistent link: https://www.econbiz.de/10012241621