Predictability of Shariah-Compliant Stock and Real Estate Investments
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References listed on IDEAS
- Campbell, John Y., 1987. "Stock returns and the term structure," Journal of Financial Economics, Elsevier, vol. 18(2), pages 373-399, June.
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- Abdelaziz Chazi & Lateef A.M. Syed, 2010. "Risk exposure during the global financial crisis: the case of Islamic banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 3(4), pages 321-333, November.
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- Seng Kok & Gianluigi Giorgioni & Jason Laws, 2009. "Performance of Shariah-Compliant Indices in London and NY Stock Markets and their potential for diversification," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 398-408.
More about this item
KeywordsShariah-Compliance (SC) risk; Common risk premia; Global asset portfolios; Predictability of excess returns; Risk diversification;
- L85 - Industrial Organization - - Industry Studies: Services - - - Real Estate Services
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