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Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes

Citations

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Cited by:

  1. Marwa Zouaoui, 2019. "Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds," IJFS, MDPI, vol. 7(3), pages 1-19, September.
  2. Naifar, Nader, 2016. "Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 29-39.
  3. El Mehdi, Imen Khanchel & Mghaieth, Asma, 2017. "Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory," Research in International Business and Finance, Elsevier, vol. 39(PA), pages 595-611.
  4. el Alaoui, Abdelkader O. & Dewandaru, Ginanjar & Azhar Rosly, Saiful & Masih, Mansur, 2015. "Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 53-70.
  5. Hutchinson, Mark C. & Mulcahy, Mark & O'Brien, John, 2018. "What is the cost of faith? An empirical investigation of Islamic purification," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 134-143.
  6. 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.
  7. 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.
  8. Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015. "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 293-314.
  9. Khelifa Mazouz & Abdulkadir Mohamed & Brahim Saadouni, 2019. "Price Reaction of Ethically Screened Stocks: A Study of the Dow Jones Islamic Market World Index," Journal of Business Ethics, Springer, vol. 154(3), pages 683-699, February.
  10. Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
  11. 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.
  12. repec:ipg:wpaper:2014-401 is not listed on IDEAS
  13. Mohammad Imdadul Haque & Afsal Ellath Meethal, 2020. "Volatility and Information Behavior: A Study on Shariah Index and General Index حدة التقلب والاستجابة للمعلومات: دراسة مقارنة بين المؤشر الإسلامي والمؤشر التقليدي," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 33(1), pages 21-33, January.
  14. Francisco Climent & Paula Mollá & Pilar Soriano, 2020. "The Investment Performance of U.S. Islamic Mutual Funds," Sustainability, MDPI, vol. 12(9), pages 1-18, April.
  15. Karim, Muhammad Mahmudul & Kawsar, Najmul Haque & Ariff, Mohamed & Masih, Mansur, 2022. "Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  16. Jamal Agouram & Jamaa Anoualigh & Lhoucine Ben Hssain & Ghizlane Lakhnati, 2021. "Performance and Risks: Islamic Indices and Compared to Conventional Indices," Asian Journal of Economics and Empirical Research, Asian Online Journal Publishing Group, vol. 8(1), pages 17-26.
  17. Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," International Economics, Elsevier, vol. 151(C), pages 100-112.
  18. Sanaullah & Muhammad Shahbaz Khan & Dr. Amna Noor & Salleh Khan, 2021. "An Investigation of Market Timing Ability of Mutual Fund Managers in Pakistan," iRASD Journal of Management, International Research Alliance for Sustainable Development (iRASD), vol. 3(1), pages 56-68, june.
  19. Murat Yaş & Ahmet Faruk Aysan & Mohamed Eskandar Shah Mohd Rasid, 2022. "Are religious investors financially smart? evidence from equity funds," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 33-45, February.
  20. Irfan Djedovic & Edin Djedovic, 2019. "Risk-Reward Trade Off And Behavior Of Islamic And Conventional Stock Market Indices In Bosnia And Herzegovina," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 17(2), pages 3-13, November.
  21. Md. Mahmudul Alam & Chowdhury Shahed Akbar & Shawon Muhammad Shahriar & Mohammad Monzur Elahi, 2017. "The IslamicShariahprinciples for investment in stock market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(2), pages 132-146, May.
  22. Alzahrani, Mohammed, 2019. "Islamic corporate finance, financial markets, and institutions: An overview," Journal of Corporate Finance, Elsevier, vol. 55(C), pages 1-5.
  23. Mazhar Hallak Kantakji, 2019. "The Impact of Macroeconomic Factors on US Islamic and Conventional Equity تأثير العوامل الاقتصادية الكلية على الأسهم الإسلامية والتقليدية الأمريكية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 32(2), pages 43-58, January.
  24. Mevlüt CAMGÖZ & K. Ahmet KÖSE & Belkıs SEVAL, 2018. "Risk and Return Characteristics of Islamic Indices: An Empirical Approach," Istanbul Business Research, Istanbul University Business School, vol. 47(2), pages 124-153, November.
  25. Faris Alshubiri, 2021. "Portfolio Returns of Islamic Indices and Stock Prices in GCC Countries: Empirical Evidence From the ARDL Model," SAGE Open, , vol. 11(2), pages 21582440211, May.
  26. Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoukarim, 2019. "A statistical analysis of uncertainty for conventional and ethical stock indexes," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 9-17.
  27. repec:ksb:journl:v:10:y:2017:i:1:p:57-80 is not listed on IDEAS
  28. Uddin, Gazi Salah & Hernandez, Jose Areola & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2018. "Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 167-180.
  29. Abba AHmed, Bello & Isah I, Salamatu & Aliyu Chika, Umar, 2019. "Risk Adjusted Performances of Conventional and Islamic Indices," MPRA Paper 104168, University Library of Munich, Germany, revised 26 May 2019.
  30. Amelie Charles & Olivier Darné, 2015. "Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes," Economics Bulletin, AccessEcon, vol. 35(3), pages 1897-1905.
  31. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur M., 2017. "The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test," Emerging Markets Review, Elsevier, vol. 30(C), pages 66-95.
  32. Samiuddin Shaikh & Aisha Bashir Shah & Fawad Ashraf, 2017. "Credit Obtaining Challenges Faced by Micro and Small and Medium Enterprises SMEs," KASBIT Business Journals (KBJ), Khadim Ali Shah Bukhari Institute of Technology (KASBIT), vol. 10, pages 57-80, December.
  33. Elsayed, Ahmed H. & Ahmed, Habib & Husam Helmi, Mohamad, 2023. "Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  34. Syed Faizan Ahmed & Dr. Riaz Hussain Soomro, 2017. "Analyzing Performance of Islamic and Conventional Funds Listed In Karachi Stock," KASBIT Business Journals (KBJ), Khadim Ali Shah Bukhari Institute of Technology (KASBIT), vol. 10(Special I), pages 6-30, May.
  35. Gad, Samar & Andrikopoulos, Panagiotis, 2019. "Diversification benefits of Shari'ah compliant equity ETFs in emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 133-144.
  36. Samir ESSID & Ines Ben HAMOUDA Ep. Ben BRIKA, 2012. "Mesure des inégalités de revenus : Une analyse comparative," Journal of Academic Finance, RED research unit, university of Gabes, Tunisia, vol. 3(1), December.
  37. Al-Khazali, Osamah & Mirzaei, Ali, 2017. "Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 190-208.
  38. Boudt, Kris & Raza, Muhammad Wajid & Wauters, Marjan, 2019. "Evaluating the Shariah-compliance of equity portfolios: The weighting method matters," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 406-417.
  39. M. Kabir Hassan & Yasser Alhenawi & Hesham Merdad, 2011. "The Relative Performance of Debt-restricted Real Estate Investment Trusts (REITs): Does Faith Matter?," NFI Working Papers 2011-WP-16, Indiana State University, Scott College of Business, Networks Financial Institute.
  40. Md Safiullah & Abul Shamsuddin, 2021. "Asset pricing factors in Islamic equity returns," International Review of Finance, International Review of Finance Ltd., vol. 21(2), pages 523-554, June.
  41. Ashraf, Dawood & Khawaja, Mohsin, 2016. "Does the Shariah screening process matter? Evidence from Shariah compliant portfolios," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 77-92.
  42. Alexakis, Christos & Pappas, Vasileios & Tsikouras, Alexandros, 2017. "Hidden cointegration reveals hidden values in Islamic investments," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 46(C), pages 70-83.
  43. Biancone, Paolo Pietro & Radwan, Maha, 2018. "Sharia-Compliant financing for public utility infrastructure," Utilities Policy, Elsevier, vol. 52(C), pages 88-94.
  44. Al-Awadhi, Abdullah M. & Dempsey, Michael, 2017. "Social norms and market outcomes: The effects of religious beliefs on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 119-134.
  45. Hassan, Abul & Antoniou, Antonios & Paudyal, D Krishna, 2005. "Impact Of Ethical Screening On Investment Performance: The Case Of The Dow Jones Islamic Index," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 12, pages 68-97.
  46. Charles, Amélie & Darné, Olivier & Pop, Adrian, 2015. "Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes," Research in International Business and Finance, Elsevier, vol. 35(C), pages 33-56.
  47. Erragragui, Elias & Hassan, M. Kabir & Peillex, Jonathan & Khan, Abu Nahian Faisal, 2018. "Does ethics improve stock market resilience in times of instability?," Economic Systems, Elsevier, vol. 42(3), pages 450-469.
  48. Diana Hashim Syarif & Sugeng Wahyudi & Irene Rini Demi Pangestuti, 2019. "Financial Constraints and Cost of Equity: Empirical Study of Shariah Compliant Firms in Indonesia," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(3), pages 371-381, December.
  49. Kafou, Ali & Chakir, Ahmed, 2017. "From Screening to Compliance Strategies: The Case of Islamic Stock Indices with Application on “MASI”," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 25, pages 55-84.
  50. Hassan, M. Kabir & Girard, Eric, 2010. "Faith-Based Ethical Investing: The Case Of Dow Jones Islamic Indexes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 17, pages 1-31.
  51. Dewandaru, Ginanjar & Alaoui, AbdelKader & Bacha, Obiyathulla & Masih, Mansur, 2014. "Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices," MPRA Paper 56888, University Library of Munich, Germany.
  52. Kitamura, Kanji, 2022. "Ethical compatibility of socially responsible banking: Comparing the Japanese main bank system with the USA," Research in International Business and Finance, Elsevier, vol. 62(C).
  53. Sherif, Mohamed, 2020. "The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
  54. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016. "Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis," Open Economies Review, Springer, vol. 27(2), pages 293-302, April.
  55. Ahmed, Habib & Elsayed, Ahmed H., 2019. "Are Islamic and conventional capital markets decoupled? Evidence from stock and bonds/sukuk markets in Malaysia," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 56-66.
  56. Abdullah M. Al-Awadhi & Ahmad Bash & Ahmad F. Al-Mutairi & Ahmad M. Al-Awadhi, 2018. "Returns of Islamic Stocks in Saudi Arabia: Segmentation and Risk-Aversion," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 238-242.
  57. Hassan, M. Kabir & Kayhana, Selim & Bayatb, Tayfur, 2016. "The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul: Is there any Difference between Islamic and Conventional ETFs?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 24, pages 45-76.
  58. Safika Praveen Sheikh & Shafkat Shafi Dar & Sajad Ahmad Rather, 2020. "Volatility Contagion and Portfolio Diversification among Shariah and Conventional Indices: An Evidence by MGARCH Models عدوى التقلبات و تنوع التصورات في أحكام الشريعة الإسلامية والأحكام التقليدية: إثب," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 33(1), pages 35-55, January.
  59. Dash, Saumya Ranjan & Maitra, Debasish, 2018. "Does Shariah index hedge against sentiment risk? Evidence from Indian stock market using time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 19(C), pages 20-35.
  60. Dawood Ashraf, 2016. "Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices," Journal of Business Ethics, Springer, vol. 134(2), pages 209-228, March.
  61. Osamah AlKhazali & Hooi Hooi Lean & Taisier Zoubi, 2022. "The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach," IJFS, MDPI, vol. 10(4), pages 1-14, November.
  62. Audi, Marc & Sadiq, Azhar & Ali, Amjad, 2021. "Performance Evaluation of Islamic and Non-Islamic Equity and Bonds Indices: Evidence from selected Emerging and Developed Countries," MPRA Paper 109866, University Library of Munich, Germany.
  63. Rizvi, Syed Aun & Masih, Mansur, 2013. "Do Shariah (Islamic) Indices Provide a Safer Avenue in Crisis? Empirical Evidence from Dow Jones Indices using Multivariate GARCH-DCC," MPRA Paper 57701, University Library of Munich, Germany.
  64. EL AMRI Henda & HAMZA Taher, 2017. "Are There Causal Relationships Between Islamic Versus Conventional Equity Indices? International Evidence," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 12(1), pages 40-60, April.
  65. Fadillah Mansor Author_Email: fadillah@um.edu.my; fmansor@students.latrobe.edu.au & Associate Prof. Dr M. Ishaq Bhatti, 2011. "Islamic Mutual Funds Performance For Emerging Market, During Bullish And Bearish: The Case Of Malaysia," 2nd International Conference on Business and Economic Research (2nd ICBER 2011) Proceeding 2011-181, Conference Master Resources.
  66. Charfeddine, Lanouar & Najah, Ahlem & Teulon, Frédéric, 2016. "Socially responsible investing and Islamic funds: New perspectives for portfolio allocation," Research in International Business and Finance, Elsevier, vol. 36(C), pages 351-361.
  67. Dewandaru, Ginanjar & Rizvi, Syed Aun & Sarkar, Kabir & Bacha, Obiyathulla & Masih, Mansur, 2014. "How do Macroeconomic Changes Impact Islamic and Conventional Equity Prices? Evidence from Developed and Emerging Countries," MPRA Paper 59587, University Library of Munich, Germany.
  68. Hussein, Khaled A., 2004. "Ethical Investment: Empirical Evidence From Ftse Islamic Index," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 12, pages 22-40.
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