The study aims to analyze the performance of both Islamic and conventional stock markets, particularly at normal time and during the Subprime crisis period. The performance has been assessed by reference to one of the most important financial concepts, extremely useful in investment selections, namely: the informational efficiency. For this purpose, we use a relevant methodology based on the time varying parameters model combined with a GARCH specification, Granger non-causal test and structural break points technique. Empirical results show that the weak efficiency hypothesis is relatively verified in both the Islamic and the conventional market systems, but it varies from one market to another depending on the specific characteristics of ...
The purpose of this thesis is to examine the performance of both Islamic and conventional stocks, an...
Islamic Finance has evolved over the past few decades, and stands at over a trillion dollar today. A...
Despite the substantial growth in the Islamic finance sector in the recent years, there has been lim...
The main objective of this paper is to analyse the performance of both Islamic and conventional stoc...
The main objective of this article is to analyze the interdependencies in terms of volatility (trans...
Rapid growth of Islamic finance in general and Sharī`ah compliant stocks in particular arises the qu...
The study attempts to investigate whether the Islamic equitiesoutperform the conventional equities d...
Islamic indices encompass different fundamental principles to those held by conventional ones, which...
Islamic indices encompass different fundamental principles to those held by conventional ones, whic...
The aim of this paper is to examine regime-dependent dynamic relation between Islamic and convention...
The question of whether the stock market is efficient has been an ongoing debate among researchers. ...
We assess informational efficiency of nine Dow Jones Islamic market indices and their counterpart co...
CNRS 2, HCERES A, ABS 2International audienceDoes Islamic finance constitute a promising solution fo...
This paper investigates the performance of Islamic fundamental weighted (FW) portfolios compared to ...
The purpose of this thesis is to examine the performance of both Islamic and conventional stocks, an...
Islamic Finance has evolved over the past few decades, and stands at over a trillion dollar today. A...
Despite the substantial growth in the Islamic finance sector in the recent years, there has been lim...
The main objective of this paper is to analyse the performance of both Islamic and conventional stoc...
The main objective of this article is to analyze the interdependencies in terms of volatility (trans...
Rapid growth of Islamic finance in general and Sharī`ah compliant stocks in particular arises the qu...
The study attempts to investigate whether the Islamic equitiesoutperform the conventional equities d...
Islamic indices encompass different fundamental principles to those held by conventional ones, which...
Islamic indices encompass different fundamental principles to those held by conventional ones, whic...
The aim of this paper is to examine regime-dependent dynamic relation between Islamic and convention...
The question of whether the stock market is efficient has been an ongoing debate among researchers. ...
We assess informational efficiency of nine Dow Jones Islamic market indices and their counterpart co...
CNRS 2, HCERES A, ABS 2International audienceDoes Islamic finance constitute a promising solution fo...
This paper investigates the performance of Islamic fundamental weighted (FW) portfolios compared to ...
The purpose of this thesis is to examine the performance of both Islamic and conventional stocks, an...
Islamic Finance has evolved over the past few decades, and stands at over a trillion dollar today. A...
Despite the substantial growth in the Islamic finance sector in the recent years, there has been lim...