Conventional and Islamic stock price performance: An empirical investigation

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Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications (2017, unknown): “The early empirical literature has focused on the relative performance of the Islamic finance industry in comparison to its conventional counterparts (e.g., Hayat and Kraussl, 2011; Milly and Sultan, 2012; Beck et al., 2013; Jawadi et al., 2014; Al-Khazali et al., 2014).”
Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014, background): “4 For an introduction to copulas, see Joe (1997) and Nelsen (2006).”
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…”