Performance of global Islamic versus conventional share indices: International evidence

By Catherine S. F. Ho, Nurul Asra Abd. Rahman, N. Yusuf, Z. Zamzamin. 2014

292 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/27c7ab6ed406acbc85329f348fec54fe89bb1956

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Citations in the corpus

Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis (2021, background): “…over their conventional counterparts, especially in times of crisis, attributable to their conservative nature (for example, Hussein and Omran, 2005; Ho et al., 2014; Al-Khazali, Lean, and Samet, 2014; Alexakis, Pappas, and Tsikouras, 2015; Azmi, Ng, Dewandaru, and Nagayev, 2019, among others).”
Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note (2019, background): “Unlike, the conventional equity markets, there is very little work on the impact of geopolitical risks on returns and volatilities of conventional bond markets, though there does exist some work on the impact of terror attacks on the comovements of stocks and bonds (see for example, Kollias et al., ”
Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “In this respect, several studies, such as those of Al-Khazali et al. (2014), Ho et al. (2014) and Jawadi et al. (2014), reveal that Islamic equity indices have outperformed their mainstream counterparts during the financial turmoil of 2007-2009 due to the lower volatility and beta of Islamic stocks…”
Extreme dependence and risk spillovers between oil and Islamic stock markets (2017, methodology): “…on the upside and downside spillover effects using CoVaR, which is computed by employing a two-step tractable copula procedure.3 1 See e.g., Ho et al. (2014) 2 The Dow Jones Islamic Market Index (DJIMI), created in 1999 in Bahrain, covers equities and fixed income securities with almost 70…”
Stock market efficiency: A comparative analysis of Islamic and conventional stock markets (2018, background): “Likewise, Ho et al. (2014) confirmed that conventional stock indices are outperformed by the Islamic stock indices over time. Saeed and Izzeldin (2014) proved that Islamic banks’ efficiency and default risk association differs in comparison to conventional banks.”