The performance of Islamic versus conventional stocks during the COVID-19 shock: Evidence from firm-level data

BN Ashraf - Research in International Business and Finance, 2022 - Elsevier
In this study, we extend the recently heated debate that compares the performance of
Shariah compliant equities with their non-Shariah compliant counterparts especially during …

Volatility spillover effects between oil and GCC stock markets: a wavelet-based asymmetric dynamic conditional correlation approach

HT Tien, NT Hung - International Journal of Islamic and Middle …, 2022 - emerald.com
Purpose This study aims to examine the spillover effects of the mean and volatility between
oil prices and stock indices of six Gulf Cooperation Council (GCC) countries (UAE, Kuwait …

Social reporting by Islamic Banks: The role of sharia supervisory board and the effect on firm performance

R Wijayanti, D Setiawan - Sustainability, 2022 - mdpi.com
This study aims to explore social reporting by Islamic banks (IB)(referred to as Islamic social
reporting, ISR, hereafter) through two streams, ie, its determinants and consequences on …

Performance of islamic equity and fixed-income funds during the covid-19 pandemic in Malaysia

N Ishak, A Shari, M Japang… - Cogent Economics & …, 2022 - Taylor & Francis
This article discussed the impact of Covid-19 pandemic on the performance of Equity and
Fixed-Income Islamic unit trusts in Malaysia. The study adopted two methods of analysis;(i) …

Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices

R Selmi, M Wohar, F Deisting, K Kasmaoui - The Quarterly Review of …, 2023 - Elsevier
Inflation has attained the highest level in decades, with the Russian/Ukrainian war adding
upward pressure on prices of energy and food. The recent war has exacerbated the already …

Effect of COVID-19 pandemic on women entrepreneurial sustainability: the role of Islamic microfinance institutions

A Aziz, J Iqbal, MH Murtza, SA Gill… - Journal of Economic and …, 2024 - emerald.com
Purpose The breakout of the COVID-19 pandemic has forced governments all over the
globe to bring radical changes to all walks of life. Strict lockdowns are not only adversely …

A comparison of risk measures for portfolio optimization with cardinality constraints

HP Ramos, MB Righi, PC Guedes, FM Müller - Expert Systems with …, 2023 - Elsevier
We solve the optimization problem of minimum portfolio risk for seven measures using linear
programming under cardinality constraints. The risk measures used are Expected Loss …

Influence of oil price fluctuations on the network connectedness between oil, GCC Islamic and conventional financial markets

T Mezghani, MB Abbes - International Journal of Islamic and Middle …, 2023 - emerald.com
Purpose This paper aims to examine the dynamic spillover effects and network
connectedness between the oil prices and the Islamic and conventional financial markets in …

Islamic vs. Conventional equity markets: a multifractal cross-correlation analysis with economic policy uncertainty

F Aslam, P Ferreira, H Ali, Arifa, M Oliveira - Economies, 2023 - mdpi.com
There is ample evidence that Islamic stock markets perform differently from conventional
stock markets, particularly when economic policy uncertainty (EPU) or any other uncertainty …

Risk and performance of Islamic and conventional banks under COVID-19 pandemic: Evidence from MENA region

A Ghenimi, H Chaibi, MA Omri - Arab Gulf Journal of Scientific …, 2024 - emerald.com
Purpose The aim of this study is to conduct a comparative analysis between Islamic and
conventional banks in terms of whether Islamic banks was more or less resilient/risky than …