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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 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 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
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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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Are there profit (returns) in Shariah-compliant exchange traded funds? : the multiscale propensity
Farouk, Faizal; Masih, Mansur - In: Research in international business and finance 38 (2016), pp. 360-375
Persistent link: https://www.econbiz.de/10011640668