Ethical Investment: Empirical Evidence from FTSE Islamic Index

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Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017, unknown): “In contrast, Abbes (2012), Girard and Hassan (2008) and Hussein (2004) demonstrate that there are no significant differences in performance between Islamic and conventional equity markets.”
Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis (2021, background): “On the contrary, some argue that the performance between Islamic and non-Islamic stock markets has no significant difference (Hussein, 2004; Girard and Hassan, 2008; Cevik and Bugan, 2018; Trabelsi, Bahloul, and Mathlouthi, 2020, among others).”
Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes (2011, methodology): “Hussein (2004) examines the performance of FTSE index funds vis-à-vis conventional funds (FTSE all world index) over a period of January 1996-July 2003 by using a number of performance measures such as Sharpe, Treynor, Jensen measures and CAPM, but does not use more sophisticated methods a such…”
Testing the Conventional and Islamic Financial Market Contagion: Evidence from Wavelet Analysis (2016, background): “For instance, DJIMI dropped Worldcom and Enron due to leverage exceeding filter levels, a full year before the stock value of these companies became worthless (Hassan 2002; Hussein 2004).”