Mineral resource investments and mutual funds performance: A remedy for recovery in BRICS

Z Chen, N Mirza, M Umar, Z Sawtari, X Xie - Resources Policy, 2024 - Elsevier
There is limited research that investigates how exposure to mineral resource firms impacts
the performance of equity funds. This is an interesting phenomenon for BRICS that have a …

Optimizing global risk-conscious portfolios: the strategic role of Sharia-compliant and ESG investments

N Mirza, CD Tudor, A Horobet… - … , Management and Policy …, 2025 - emerald.com
Purpose This study aims to explore the strategic integration of Sharia-compliant and
environmental, social and governance (ESG)-focused investments within global equity …

Revisiting the dynamic connectedness, spillover and hedging opportunities among cryptocurrency, commodities, and Islamic stock markets

T Mezghani, MR Rabbani, Y Trichilli… - Journal of Islamic Monetary …, 2024 - jimf-bi.org
The study investigates the dynamic interconnections and opportunities for hedging among
cryptocurrency, commodity, and Islamic stock markets using DCC-GARCH and Spillover …

Calendar anomalies and asymmetric volatility of returns in the Indonesian stock market: conventional vs Islamic indices

F Ghallabi, K Bougatef, O Mnari - Journal of Islamic Accounting and …, 2024 - emerald.com
Purpose This study aims to identify calendar anomalies that can affect stock returns and
asymmetric volatility. Thus, the objective of this study is twofold: on the one hand, it …

Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock …

A Ben Amar, A Hasnaoui, N Boubrahimi… - The Journal of Risk …, 2024 - emerald.com
Purpose This study aims to elucidate the volatility spillovers among commodities, equities
and socially responsible investments, underpinning their dynamic correlations during the …

Analysing financial market integration between stock and precious metals indices

Á Manuel, R Dias, R Galvão… - International Journal of …, 2024 - econjournals.net.tr
Given the global pandemic in 2020 and the Russian invasion of Ukraine in 2022, there is
renewed interest in understanding the integration between the Dow Jones (United States) …