Transition to Islamic equities: Systematic risk and Shari'ah compliance

Author:

Balli FarukORCID,Chowdhury Md Iftekhar HasanORCID,de Bruin AnneORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference56 articles.

1. Financial crisis, risks and lessons for Islamic finance;Ahmed;ISRA International Journal of Islamic Finance,2010

2. Realized beta: Persistence and predictability. Econometric analysis of financial and economic time series;Andersen,2006

3. Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations;Arouri;Applied Economics,2013

4. Does Shari’ah screening cause abnormal returns? Empirical evidence from Islamic equity indices;Ashraf;Journal of Business Ethics,2016

5. Does the Shariah screening process matter? Evidence from Shariah compliant portfolios;Ashraf;Journal of Economic Behavior & Organization,2016

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