Do realized betas exhibit up/down market tendencies?
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mohammad, Nazeeruddin & Ashraf, Dawood, 2015.
"The market timing ability and return performance of Islamic equities: An empirical study,"
Pacific-Basin Finance Journal,
Elsevier, vol. 34(C), pages 169-183.
- Mohammad, Nazeeruddin & Ashraf, Dawood, 2015. "The Market Timing Ability and Return Performance of Islamic Equities: an Empirical Study," Working Papers 1436-6, The Islamic Research and Teaching Institute (IRTI).
- Ashraf, Dawood & Mohammad, Nazeeruddin, 2014. "Matching perception with the reality—Performance of Islamic equity investments," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 175-189.
- Beach, Steven L., 2011. "Semivariance decomposition of country-level returns," International Review of Economics & Finance, Elsevier, vol. 20(4), pages 607-623, October.
More about this item
KeywordsRealized betas Bull and bear markets;
StatisticsAccess and download statistics
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