Results 31 to 40 of about 7,829,649 (296)
INVESTIGATING STOCK MARKET REACTION ON JAKARTA ISLAMIC INDEX (JII) ANNOUNCEMENT
Journal of Innovation in Business and Economics, 2014 The aim of this research is to investigate the stock market reaction from the event when Jakarta Islamic Index (JII) is announced. The indication of stock market reaction was shown by appearing abnormal return during the date when the emiten are in the list of JII, and also several days before and after the annaouncement day.
Nisful Laila, Mohammad Nasih
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Essays on Islamic equity investing [PDF]
, 2015 Islamic finance is rapidly gaining momentum around the world. Interpretations of Shari’ah, or Islamic law, state that investments must be free from elements of riba (interest), gharar (uncertainty), maysir (speculation) and haram (unethical) business ...
Adamsson, Hampus
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Modeling Volatility for Conventional and Islamic Stock Market Indices
JISR Management and Social Sciences & Economics, 2016 This study aims to investigate the volatility between Conventional and Islamic stock market by deploying Autoregressive Conditional Heteroskedastic (ARCH) model and Generalized ARCH (GARCH) models along with their variants, Power ARCH (PARCH), Threshold ...
Farhan Ahmed, Iqra Awais, Anjum Pervaiz
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Price Reaction of Ethically Screened Stocks: A Study of the Dow Jones Islamic Market World Index [PDF]
Journal of Business Ethics, 2016 This paper investigates the short-term effects on the price of the ethically screened stocks of the Dow Jones Islamic Market World Index (DJIMWI) quarterly revisions. Using a sample of 8,250 stocks from May 1999 through June 2012, we find a significant price reaction of the ethically screened stocks following additions and deletions.
Mazouz, Khelifa +2 more
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Borsa Istanbul Review, 2023 This paper investigates the impact of regional factors on Islamic and conventional stock returns in the member countries of the Gulf Cooperation Council (GCC) from April 2011 to April 2021.
Amal Essayem, Sakir Gormus, Murat Guven
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How Do Islamic Stock Markets React to Country-based and Global Financial Factors in BRIC and G7? Evidence from a Novel MMQR Approach [PDF]
Türkiye İslam İktisadı DergisiThe purpose of the study is to compare the effect of country-based and global financial factors on Islamic stock market returns of BRIC (developing) and G7 (developed) country groups covering data from March 26, 2015, to March 31, 2021, for BRIC ...
Irfana SADAT +2 more
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Heliyon, 2022 This study investigates the dynamic connectedness and spillovers between Islamic and conventional stock markets to reveal the time- and frequency-domain dynamics of the two asset classes under various market conditions.
Ahmed Bossman +2 more
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Potential diversification benefits: A comparative study of Islamic and conventional stock market indexes [PDF]
Research in International Business and Financeتهدف الدراسة إلى المساهمة في فهم أفضل لفوائد التنويع المحتملة للولايات المتحدة وشركائها التجاريين الرئيسيين، وهم كندا واليابان والمملكة المتحدة، عبر كل من المؤشرات الإسلامية والتقليدية. طبقنا نموذج الارتباطات الشرطية الديناميكية (DCC) لفحص الارتباط الديناميكي وتقلب العوائد خلال الفترة 2001-2017. أثبتت النتائج أنه على عكس نظرائهم الكنديين، تظهر المؤشرات
Amél Belanès +2 more
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International Journal of Islamic Business and Economics (IJIBEC), 2020 Thispaper analysisthe persistence of shock and volatility of both Islamic and conventional financial markets, as well as the natural correlation between those markets.
Widad Metadjer +2 more
doaj +1 more source
Emerging Markets Journal, 2015 In the course of the recent global crisis, the stock shocks are distributed and transmitted from their homes in the developed stock market to emerging stock markets.
Amir Saadaoui, Younes Boujelbene
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