COVID-19 and Islamic Stock Index: Evidence of Market Behavior and Volatility Persistence [PDF]
Journal of Risk and Financial Management, 2021 The aftermath of the COVID-19 pandemic is not limited to human lives and health sectors. It has also changed social and economic aspects of the world. This study investigated the Islamic stock market’s reaction and changes in volatility before and during this pandemic.
Judit Sagi, Adil Saleem
exaly +3 more sources
A new sentiment index for the Islamic stock market [PDF]
Investment Analysts Journal, 2019 ABSTRACTThis study attempts to examine the predictability of Google search volume (GSV) and to construct an appropriate investor sentiment index for Islamic stock markets for seven United States (U...
Muhammad Akbar
exaly +3 more sources
IMPACT OF CONVENTIONAL STOCK MARKET INDEX ON ISLAMIC STOCK MARKET INDEX IN BOSNIA AND HERZEGOVINA
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.
Edin Djedović, Irfan Djedović
doaj +2 more sources
Risks, 2022 The economic and financial chaos caused by COVID-19 has been a discussion topic since the beginning of 2020. This study intends to provide a parallel comparison of volatility change and external shock persistence of the Islamic and conventional stock indexes of the Pakistan Stock Exchange.
Judit Sagi, Adil Saleem
exaly +3 more sources
Stock market responses to Covid-19: Evidence from Jakarta Islamic Index
Jurnal Ekonomi dan Keuangan IslamPurpose – This study examines the effect of Covid-19 in Indonesia on the value of abnormal returns, trading volume activity, and efficiency of the Jakarta Islamic Index (JII), the Indonesian Islamic stock market.
Bayu Arie Fianto +3 more
doaj +2 more sources
Borsa 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, Nader Naifar
exaly +3 more sources
Analysis of Big Trader Positions, Firm Profitability, Price Volatility and Their Impact on Sharia Stock Market Prices (A Study of the Jakarta Islamic Index on the Indonesia Stock Exchange) [PDF]
Облік і фінансиAn intriguing anomaly emerged in the Indonesian market between 2021 and 2023. While the broader Indonesia Sharia Stock Index (ISSI) exhibited a general upward trend (bullish), the Jakarta Islamic Index (JII), which tracks the 30 largest and most liquid ...
Teguh Wijayanto +2 more
doaj +2 more sources
Islamic Market Index Behavior and Performance: Empirical Evidence from Dow Jones Market Indexes [PDF]
Eurasian 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]
E3S 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
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
Borsa 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