How Sukuk Shapes Firm Performance
Download full text from publisher
Other versions of this item:
References listed on IDEAS
- El-Gamal,Mahmoud A., 2009. "Islamic Finance," Cambridge Books, Cambridge University Press, number 9780521741262, August.
- Jensen, Michael C. & Meckling, William H., 1976. "Theory of the firm: Managerial behavior, agency costs and ownership structure," Journal of Financial Economics, Elsevier, vol. 3(4), pages 305-360, October.
- Jan L. Williams & Alex P. Tang, 2009. "Private placements of convertible securities: stock returns, operating performance and abnormal accruals," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(4), pages 873-899.
- Sanford J. Grossman & Oliver D. Hart, 1982.
"Corporate Financial Structure and Managerial Incentives,"
NBER Chapters,in: The Economics of Information and Uncertainty, pages 107-140
National Bureau of Economic Research, Inc.
- Sanford Grossman & Oliver Hart, "undated". "Corporate Financial Structure and Managerial Incentives," Rodney L. White Center for Financial Research Working Papers 21-79, Wharton School Rodney L. White Center for Financial Research.
- Jensen, Michael C, 1986. "Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers," American Economic Review, American Economic Association, vol. 76(2), pages 323-329, May.
- Allan C. Eberhart & William F. Maxwell & Akhtar R. Siddique, 2004. "An Examination of Long-Term Abnormal Stock Returns and Operating Performance Following R&D Increases," Journal of Finance, American Finance Association, vol. 59(2), pages 623-650, April.
- Stephen A. Ross, 1977. "The Determination of Financial Structure: The Incentive-Signalling Approach," Bell Journal of Economics, The RAND Corporation, vol. 8(1), pages 23-40, Spring.
- Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2016.
"Do the type of sukuk and choice of shari’a scholar matter?,"
Journal of Economic Behavior & Organization,
Elsevier, vol. 132(S), pages 63-76.
- Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2014. "Do the type of sukuk and choice of shari’a scholar matter?," BOFIT Discussion Papers 21/2014, Bank of Finland, Institute for Economies in Transition.
- Christophe Godlewski & Rima Turk-Ariss & Laurent Weill, 2014. "Do the Type of Sukuk and Choice of Shari'a Scholar Matter?," IMF Working Papers 14/147, International Monetary Fund.
- Godlewski, Christophe J. & Turk-Ariss, Rima & Weill, Laurent, 2013. "Sukuk vs. conventional bonds: A stock market perspective," Journal of Comparative Economics, Elsevier, vol. 41(3), pages 745-761.
- Erik Lie, 2001. "Detecting Abnormal Operating Performance: Revisited," Financial Management, Financial Management Association, vol. 30(2), Summer.
- Brown, Stephen J. & Warner, Jerold B., 1985. "Using daily stock returns : The case of event studies," Journal of Financial Economics, Elsevier, vol. 14(1), pages 3-31, March.
- Michael Lemmon & Laura Xiaolei Liu & Mike Qinghao Mao & Greg Nini, 2014. "Securitization and Capital Structure in Nonfinancial Firms: An Empirical Investigation," Journal of Finance, American Finance Association, vol. 69(4), pages 1787-1825, August.
- Nurwati A. Ahmad-Zaluki & Wan Nordin Wan-Hussin, 2010. "Corporate governance and earnings forecasts accuracy," Asian Review of Accounting, Emerald Group Publishing, vol. 18(1), pages 50-67, May.
- Brown, Stephen J. & Warner, Jerold B., 1980. "Measuring security price performance," Journal of Financial Economics, Elsevier, vol. 8(3), pages 205-258, September.
- John D. Lyon & Brad M. Barber & Chih-Ling Tsai, 1999. "Improved Methods for Tests of Long-Run Abnormal Stock Returns," Journal of Finance, American Finance Association, vol. 54(1), pages 165-201, February.
- A. Craig MacKinlay, 1997. "Event Studies in Economics and Finance," Journal of Economic Literature, American Economic Association, vol. 35(1), pages 13-39, March.
- Ho, Catherine Soke Fun & Abd Rahman, Nurul Afiqah & Yusuf, Noor Hafizha Muhamad & Zamzamin, Zaminor, 2014. "Performance of global Islamic versus conventional share indices: International evidence," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 110-121.
- Kathleen Fuller & Jeffry Netter & Mike Stegemoller, 2002. "What Do Returns to Acquiring Firms Tell Us? Evidence from Firms That Make Many Acquisitions," Journal of Finance, American Finance Association, vol. 57(4), pages 1763-1793, August.
More about this item
KeywordsDebt instruments; Islamic finance; Emerging countries.;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- P51 - Economic Systems - - Comparative Economic Systems - - - Comparative Analysis of Economic Systems
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-05-16 (All new papers)
- NEP-BEC-2015-05-16 (Business Economics)
- NEP-SEA-2015-05-16 (South East Asia)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:lar:wpaper:2015-05. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christophe J. Godlewski). General contact details of provider: http://edirc.repec.org/data/lastrfr.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.