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Performance Persistence of Islamic Equity Mutual Funds

Author

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  • Abdelbari El Khamlichi
  • Kamel Laaradh
  • Mohamed Arouri
  • Frédéric Teulon

Abstract

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Suggested Citation

  • Abdelbari El Khamlichi & Kamel Laaradh & Mohamed Arouri & Frédéric Teulon, 2014. "Performance Persistence of Islamic Equity Mutual Funds," Working Papers 2014-115, Department of Research, Ipag Business School.
  • Handle: RePEc:ipg:wpaper:2014-115
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    File URL: http://www.ipag.fr/wp-content/uploads/recherche/WP/IPAG_WP_2014_115.pdf
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    References listed on IDEAS

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    1. Christopherson, Jon A & Ferson, Wayne E & Glassman, Debra A, 1998. "Conditioning Manager Alphas on Economic Information: Another Look at the Persistence of Performance," Review of Financial Studies, Society for Financial Studies, vol. 11(1), pages 111-142.
    2. Michael C. Jensen, 1968. "The Performance Of Mutual Funds In The Period 1945–1964," Journal of Finance, American Finance Association, vol. 23(2), pages 389-416, May.
    3. Andreas G.F. Hoepner & Hussain G. Rammal & Michael Rezec, 2011. "Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 17(9-10), pages 829-850, November.
    4. Ulrich Derigs & Shehab Marzban, 2008. "Review and analysis of current Shariah-compliant equity screening practices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing, vol. 1(4), pages 285-303, November.
    5. Brown, Stephen J & Goetzmann, William N, 1995. " Performance Persistence," Journal of Finance, American Finance Association, vol. 50(2), pages 679-698, June.
    6. Treynor, Jack L & Black, Fischer, 1973. "How to Use Security Analysis to Improve Portfolio Selection," The Journal of Business, University of Chicago Press, vol. 46(1), pages 66-86, January.
    7. Fikriyah Abdullah & Taufiq Hassan & Shamsher Mohamad, 2007. "Investigation of performance of Malaysian Islamic unit trust funds: Comparison with conventional unit trust funds," Managerial Finance, Emerald Group Publishing, vol. 33(2), pages 142-153, January.
    8. Malkiel, Burton G, 1995. " Returns from Investing in Equity Mutual Funds 1971 to 1991," Journal of Finance, American Finance Association, vol. 50(2), pages 549-572, June.
    9. Hendricks, Darryll & Patel, Jayendu & Zeckhauser, Richard, 1993. " Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988," Journal of Finance, American Finance Association, vol. 48(1), pages 93-130, March.
    10. null Saad & M. Shabri Abd. Majid & Salina Kassim & Zarinah Hamid & Rosylin Mohd. Yusof, 2010. "A comparative analysis of the performance of conventional and Islamic unit trust companies in Malaysia," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(1), pages 24-47, February.
    11. José Renato Haas Ornelas & Antônio Francisco Silva Júnior & José Luiz Barros Fernandes, 2012. "Yes, the choice of performance measure does matter for ranking of us mutual funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 17(1), pages 61-72, January.
    12. Hayat, Raphie & Kraeussl, Roman, 2011. "Risk and return characteristics of Islamic equity funds," Emerging Markets Review, Elsevier, vol. 12(2), pages 189-203, June.
    13. Alan Gregory & Julie Whittaker, 2007. "Performance and Performance Persistence of 'Ethical' Unit Trusts in the UK," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(7-8), pages 1327-1344.
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    Citations

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    Cited by:

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    2. repec:ipg:wpaper:2014-604 is not listed on IDEAS
    3. repec:ipg:wpaper:2014-581 is not listed on IDEAS
    4. repec:spr:fininn:v:2:y:2016:i:1:d:10.1186_s40854-016-0028-7 is not listed on IDEAS
    5. repec:ipg:wpaper:2014-531 is not listed on IDEAS
    6. repec:ipg:wpaper:2014-448 is not listed on IDEAS
    7. repec:ipg:wpaper:2014-393 is not listed on IDEAS
    8. repec:ipg:wpaper:2014-413 is not listed on IDEAS
    9. repec:ipg:wpaper:2014-401 is not listed on IDEAS
    10. repec:ipg:wpaper:2014-505 is not listed on IDEAS
    11. repec:ipg:wpaper:2014-487 is not listed on IDEAS
    12. repec:spr:fininn:v:1:y:2015:i:1:d:10.1186_s40854-015-0016-3 is not listed on IDEAS
    13. repec:ipg:wpaper:2014-566 is not listed on IDEAS
    14. Saba Mushtaq & Danish Ahmed Siddiqui, 2016. "Effect of interest rate on economic performance: evidence from Islamic and non-Islamic economies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 2(1), pages 1-14, December.

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