Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency

Author:

Alam Nafis,Arshad Shaista,Rizvi Syed Aun R.

Publisher

Wiley

Subject

Economics and Econometrics,Finance

Reference52 articles.

1. Partial adjustment or stale prices? Implications from stock index and futures return autocorrelations;Ahn;The Review of Financial Studies,2002

2. Shariah-compliant equities: Empirical evaluation of performance in the European market during credit crunch;Alam;Journal of Financial Services Marketing,2010

3. The gaining momentum of emerging stock markets—A tripartite inquiry into volatility–efficiency–integration nexus;Alam,2015

4. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach;Al-Khazali;Pacific-Basin Finance Journal,2014

5. The troika of business cycle, efficiency and volatility. An East Asian perspective;Arshad;Physica A: Statistical Mechanics and its Applications,2015

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