Results 1 to 10 of about 7,714 (125)

The impact of macroeconomic and conventional stock market variables on Islamic index returns under regime switching

open access: yesBorsa Istanbul Review, 2017
AbstractThe objective of this paper is to study the impact of conventional stock market return and volatility and various macroeconomic variables (including inflation rate, short-term interest rate, the slope of the yield curve and money supply) on Islamic stock markets returns for twenty developed and emerging markets using Markov switching regression
Slah Bahloul, Mourad Mroua, Nader Naifar
doaj   +5 more sources

IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA

open access: yesJournal Human Research in Rehabilitation, 2019
This study analyzes the impact of conventional index (SASX-30) on Islamic index (SASE-BBI) in Bosnia and Herzegovina. In the study are used daily index observations spanning in a period from October 2016 until May 2018. The data is obtained from the Sarajevo Stock Exchange database.
Edin Djedović, Irfan Djedović
openaire   +3 more sources

Islamic Market Index Behavior and Performance: Empirical Evidence from Dow Jones Market Indexes [PDF]

open access: yesEurasian Journal of Business and Economics, 2022
The main objective of the study is to empirically investigate the impact of the Conventional stock market index on the Islamic stock market index and the comparative performance of the two stock market indexes.
Irfan DJEDOVIĆ, Hisham KHALLAF
doaj   +1 more source

Economic fluctuations and monetary policy on the stock market during the COVID-19 pandemic in Indonesia [PDF]

open access: yesE3S Web of Conferences, 2022
The purpose of this study is to examine the stock market’s resiliency in the face of economic fluctuations and a crisis caused by the COVID-19 outbreak.
Suriani, Nasir Muhammad, Ernawati
doaj   +1 more source

Do Ṣukūk and Islamic indexes act as safe refuge to conventional stock markets? Evidence from Markov-switching CAPM approach

open access: yesIslamic Economic Studies, 2022
PurposeThe objective of this paper is twofold. First, to study the safe-haven characteristic of the Islamic stock indexes and Ṣukūk during the crises time. Second, to evaluate this property in the last pandemic. This study employs the daily dataset from June 15, 2015, to June 15, 2020, for the most affected countries by the earlier disease.Design ...
Slah Bahloul, Fatma Mathlouthi
openaire   +3 more sources

Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens

open access: yesBorsa Istanbul Review, 2022
We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times.
Mehmet Fatih Bugan   +2 more
doaj   +1 more source

The Determinant of Indonesian Stock Returns’ Volatility: Evidence from Islamic and Conventional Stock Market

open access: yesShirkah, 2021
Islamic stock market is apparently different from the conventional stock market due to the prohibition of unlawful goods and excessive risk-taking behavior.
Septiana Indarwati, Agus Widarjono
doaj   +1 more source

COMPARATIVE ANALYSIS OF SHARIA AND CONVENTIONAL STOCKS PORTFOLIO PERFORMANCE USING SHARPE, TREYNOR AND JANSEN METHODS

open access: yesInternational Journal of Islamic Education, Research and Multiculturalism, 2023
The Sharia capital market emerged as an alternative vehicle for the investor community to invest in the financial world in accordance with Sharia principles.
Fanji Muchlisina, Riskayanto
doaj   +1 more source

MODELLING VOLATILITY SPILLOVER BETWEEN CONVENTIONAL AND ISLAMIC STOCK INDEX IN MALAYSIA

open access: yesHuman Research in Rehabilitation, 2020
This paper analyzes the vollatility spillover between the conventional index in Malaysia FTSE Malaysia KLCI (KLSE) and the Islamic index in Malaysia FTSE Bursa Malaysia Shariah Index (FTFBMHS).
Edin Djedović   +2 more
doaj   +1 more source

Forecasting Stock Exchange Index Using Particle Swarm Optimization Comparing to Traditional Models [PDF]

open access: yesمجله دانش حسابداری, 2011
The stock market is one of the most attractive investment choice from which a large amount of profit can be earned. This study presents a PSO-based methodology to deal with Stock market index prediction.
Darush Damoori   +2 more
doaj   +1 more source

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