Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Amélie Charles, Olivier Darné, Jae H. Kim
| Year of publication: |
October 2017
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| Authors: | Charles, Amélie ; Darné, Olivier ; Kim, Jae H. |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 151.2017, p. 100-112
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| Subject: | Islamic indices | Market efficiency | Martingale difference hypothesis | Return predictability | Wild bootstrap | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Stock index | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Islam | Martingal | Martingale | Islamisches Finanzsystem | Islamic finance | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2017.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011793836