[PDF][PDF] Risk and return of Islamic stock market indexes

S Hakim, M Rashidian - … Forum Annual Conference in Sharjah, UAE, 2002 - mafhoum.com
The Dow Jones Islamic market index-US (DJIMI) tracks the stocks of corporations
compatible with Islamic law. A parallel and unrestricted counterpart of DJIMI is the Wilshire …

[PDF][PDF] On the integration of emerging stock markets in the Middle East

AF Darrat, K Elkhal, SR Hakim - Journal of Economic Development, 2000 - core.ac.uk
Results from the Johansen-Juselius test suggest that the Middle East emerging stock
markets are segmented globally, but appear highly integrated within the region. Moreover …

Short-term and long-term price linkages between the equity markets of Australia and its major trading partners

ED Roca - Applied Financial Economics, 1999 - Taylor & Francis
This paper investigates the price linkages between the equity market of Australia and that of
the US, UK, Japan, Hong Kong, Singapore, Taiwan, and Korea using weekly MSCI stock …

Are the ASEAN equity markets interdependent?

ED Roca, EA Selvanathan, WF Shepherd - ASEAN Economic Bulletin, 1998 - JSTOR
This article investigates the extent and structure of price linkages among five Association of
Southeast Asian Nations (ASEAN) markets (Malaysia, Singapore, Philippines, Indonesia …

Comovement between emerging and developed stock markets: an investigation through cointegration analysis

S Ali, BZ Butt, K Ur Rehman - 2011 - ro.uow.edu.au
Globalization has amplified interest of academics and investors to the subject of co
movement among the stock markets of the world. This study investigates the co movement of …

Co‐movement of Bangladesh stock market with other markets: Cointegration and error correction approach

H Al Asad Bin Hoque - Managerial Finance, 2007 - emerald.com
Purpose–The purpose of this paper is to explore dynamics of stock price movements of an
emerging market, Bangladesh with that of USA, Japan and India. Design/methodology …

Random walks and market efficiency: evidence from international real estate markets

R Kleiman, J Payne, A Sahu - Journal of Real Estate Research, 2002 - Taylor & Francis
This study performs tests of the random walk hypothesis for international commercial real
estate markets utilizing stock market indices of real estate share prices for three …

An empirical study of Islamic equity as a better alternative during crisis using multivariate GARCH DCC

SAR Rizvi, S Arshad - Islamic Economic Studies, 2014 - platform.almanhal.com
Risk Sharing is the core of the Islamic finance, the closest modern equivalent being equity
investments. Through the decades of Islamic Finance development scholars have stressed …

[HTML][HTML] Exploring the cointegration relation among top eight Asian Stock Markets

M Rizwanullah, L Liang, X Yu, J Zhou… - Open Journal of …, 2020 - scirp.org
Asian stock market faces many favorable and unfavorable incidents of collapsing internal
market in last decades. The local investors are interested especially in the countries like …

The performance persistence of closed‐end funds

MK Bers, J Madura - Financial Review, 2000 - Wiley Online Library
The purpose of this study is to extend the research on mutual fund performance persistence
to net asset value and market price performance of domestic closed‐end funds. While …