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Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index

Author

Listed:
  • Abdelbari El Khamlichi
  • Mohamed Arouri
  • Frédéric Teulon

Abstract

Despite the increasing attention to ethical investments, the empirical studies on Islamic indices are scarce. The main goal of this article is to investigate whether Dow Jones Islamic index 100 titans (DJI100) delivers persistent performance. Using the Ca

Suggested Citation

  • Abdelbari El Khamlichi & Mohamed Arouri & Frédéric Teulon, 2014. "Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index," Working Papers 2014-216, Department of Research, Ipag Business School.
  • Handle: RePEc:ipg:wpaper:2014-216
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    References listed on IDEAS

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    Keywords

    persistence; Islamic indices; performance; four-factor model;

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