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Risk-return characteristics of Islamic equity indices: multi-timescales analysis
Dewandaru, Ginanjar; Obiyathulla Ismath Bacha; Masih, … - In: Journal of multinational financial management 29 (2015), pp. 115-138
Persistent link: https://www.econbiz.de/10011539519
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Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios
Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Journal of international financial markets, … 57 (2018), pp. 160-184
Persistent link: https://www.econbiz.de/10012127622
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Is there a diversification "cost" of Shari'ah compliance? Empirical evidence from Malaysian equities
Kamil, Nazrol K. M.; Obiyathulla Ismath Bacha; Mansur Masih - In: Economic systems 45 (2021) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10012797863
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Does Heterogeneity in investment horizons affect portfolio diversification? : some insights using M-GARCH-DCC and wavelet correlation analysis
Najeeb, Syed Faiq; Obiyathulla Ismath Bacha; Masih, Mansur - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 188-208
Persistent link: https://www.econbiz.de/10011344334
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Do Islamic stock indices perform better than conventional counterparts? : an empirical investigation of sectoral efficiency
Nafis Alam; Arshad, Shaista; Rizvi, Syed Aun Raza - In: Review of financial economics : RFE 31 (2016), pp. 108-114
Persistent link: https://www.econbiz.de/10011636946
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A tripartite inquiry into volatility-efficiency-integration nexus : case of emerging markets
Rizvi, Syed Aun Raza; Arshad, Shaista; Nafis Alam - In: Emerging markets review 34 (2018), pp. 143-161
Persistent link: https://www.econbiz.de/10012114691
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Understanding market reaction to COVID-19 monetary and fiscal stimulus in major ASEAN countries
Rizvi, Syed Aun Raza; Juhro, Solikin M.; Narayan, … - In: Bulletin of monetary economics and banking 24 (2021) 3, pp. 313-334
Persistent link: https://www.econbiz.de/10012664854
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Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Kabir, Sarkar Humayun; Masih, Abdul Mansur M.; … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1477-1500
Persistent link: https://www.econbiz.de/10011823800
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Do the Islamic stock market returns respond differently to the realized and implied volatility of oil prices? : evidence from the time-frequency analysis
Karim, Muhammad Mahmudul; Mansur Masih - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 9, pp. 2616-2631
Persistent link: https://www.econbiz.de/10012549935
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Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? : wavelet-based Granger-causality, asymmetric quantile regression and NARDL approaches
Karim, Muhammad Mahmudul; Kawsar, Najmul Haque; Ariff, … - In: Journal of international financial markets, … 77 (2022), pp. 1-44
Persistent link: https://www.econbiz.de/10013357245