The non-existence of commercially available Islamic Equity Style Indices from index providers such as MSCI especially on small value and small growth stocks motivates us to construct our new indices. Firstly, various index construction methods are compared. Secondly, this paper describes in...

The non-existence of commercially available Islamic Equity Style Indices from index providers such as MSCI especially on small value and small growth stocks motivates us to construct our new indices. Firstly, various index construction methods are compared. Secondly, this paper describes in...

Purpose: This paper investigates the behavior of contrarian strategy payoffs under varying degrees of financial liberalization in the context of Asia-Pacific emerging market namely China, India, Indonesia, Korea, Malaysia, Pakistan, Philippines and Thailand for the period 1997–2017. These...

This paper identifies the determinants of bank profits and net interest margins using a balanced panel of 167 banks for the period of 2003-2008. Of the 167 banks, 78 banks represent East Asia, while the balance of 89 banks represents Latin America. Our fixed effects regression model strongly...

The effect of financial liberalization on economic growth in eight emerging Asian countries are analyzed in this study using financial liberalization factors such as foreign equity liability (FEL), Edison & Warnock (EW) ratio as well as the Lane and Milesi-Ferretti (LMF) measure. Results of the...