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Are Islamic finance innovations enough for investors to escape from a financial downturn? Further evidence from portfolio simulations

Citations

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Cited by:

  1. Jawadi, Fredj & Jawadi, Nabila & Idi Cheffou, Abdoulkarim & Ben Ameur, Hachmi & Louhichi, Wael, 2017. "Modelling the effect of the geographical environment on Islamic banking performance: A panel quantile regression analysis," Economic Modelling, Elsevier, vol. 67(C), pages 300-306.
  2. Khan, Salman & Azmat, Saad, 2020. "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 152-177.
  3. Balli, Faruk & Chowdhury, Md Iftekhar Hasan & de Bruin, Anne, 2022. "Transition to Islamic equities: Systematic risk and Shari'ah compliance," Global Finance Journal, Elsevier, vol. 51(C).
  4. Camgöz, Mevlüt & Topal, Mehmet Hanefi, 2022. "Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors," Research in International Business and Finance, Elsevier, vol. 60(C).
  5. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi, 2016. "Can the Islamic bank be an emerging leader? A panel data causality analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 23(14), pages 991-994, September.
  6. Abu-Alkheil, Ahmad & Khan, Walayet A. & Parikh, Bhavik & Mohanty, Sunil K., 2017. "Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 212-224.
  7. repec:ipg:wpaper:2013-035 is not listed on IDEAS
  8. Fakhfekh, Mohamed & Hachicha, Nejib & Jawadi, Fredj & Selmi, Nadhem & Idi Cheffou, Abdoulkarim, 2016. "Measuring volatility persistence for conventional and Islamic banks: An FI-EGARCH approach," Emerging Markets Review, Elsevier, vol. 27(C), pages 84-99.
  9. Azad, A.S.M.S. & Azmat, Saad & Chazi, Abdelaziz & Ahsan, Amirul, 2018. "Sailing with the non-conventional stocks when there is no place to hide," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 1-16.
  10. Md Ejaz Rana & Waheed Akhter, 2015. "Performance of Islamic and conventional stock indices: empirical evidence from an emerging economy," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 1(1), pages 1-17, December.
  11. Andrea Delle Foglie & Gianni Pola, 2021. "Make the Best from Comparing Conventional and Islamic Asset Classes: A Design of an All-Seasons Combined Portfolio," JRFM, MDPI, vol. 14(10), pages 1-17, October.
  12. Umar, Zaghum, 2017. "Islamic vs conventional equities in a strategic asset allocation framework," Pacific-Basin Finance Journal, Elsevier, vol. 42(C), pages 1-10.
  13. Lain-Tze Tee & Si-Roei Kew & Soo-Wah Low, 2019. "Do Momentum Strategies Perform Better For Islamic Stocks Than For Conventional Stocks Across Market States?," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 64(221), pages 107-130, April – J.
  14. Mensi, Walid & Ur Rehman, Mobeen & Maitra, Debasish & Hamed Al-Yahyaee, Khamis & Sensoy, Ahmet, 2020. "Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach," Research in International Business and Finance, Elsevier, vol. 53(C).
  15. 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.
  16. Fredj Jawadi & Abdoulkarim Idi Cheffou & Nabila Jawadi & Wael Louhichi, 2016. "On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis," Open Economies Review, Springer, vol. 27(5), pages 987-998, November.
  17. Selim baha Yildiz & Abdelbari El khamlichi, 2017. "The Performance Ranking of Emerging Markets Islamic Indices Using Risk Adjusted Performance Measures," Economics Bulletin, AccessEcon, vol. 37(1), pages 63-78.
  18. Ajmi, Ahdi Noomen & Hammoudeh, Shawkat & Nguyen, Duc Khuong & Sarafrazi, Soodabeh, 2014. "How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 28(C), pages 213-227.
  19. 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.
  20. Puteri Nur Balqis Megat Mazlan & Nafez Fayez Hersh & Tajul Ariffin Masron & Nurhafiza Abdul Kader Malim, 2023. "Islamic finance and governance indicators: empirical evidence from Islamic finance-permitting countries," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 20(4), pages 344-358, December.
  21. Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02965765, HAL.
  22. 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.
  23. Ariful Hoque & Sharmeen Rakhi & Kamrul Hassan & Thi Le, 2020. "The Performance of Stock Portfolios: Evidence from Analysing Malaysia Case, and Implication for Open Innovation," JOItmC, MDPI, vol. 6(4), pages 1-13, December.
  24. Hooi Hooi Lean & Vinod Mishra & Russell Smyth, 2015. "Is investing in Islamic stocks profitable? Evidence from the Dow Jones Islamic market indexes," Monash Economics Working Papers 33-15, Monash University, Department of Economics.
  25. Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Resources Policy, Elsevier, vol. 61(C), pages 617-626.
  26. Sensoy, Ahmet & Aras, Guler & Hacihasanoglu, Erk, 2015. "Predictability dynamics of Islamic and conventional equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 31(C), pages 222-248.
  27. Diane-Laure Arjaliès & Rodolphe Durand, 2019. "Product Categories as Judgment Devices: The Moral Awakening of the Investment Industry," Organization Science, INFORMS, vol. 30(5), pages 885-911, September.
  28. repec:ipg:wpaper:35 is not listed on IDEAS
  29. Philippe DESBRIERES, 2017. "L’investissement conforme à la Charia est-il socialement responsable ?,Is Shariah compliant investment socially responsible?," Working Papers CREGO 1171001, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  30. 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.
  31. Ahmed, Walid M.A., 2020. "Corruption and equity market performance: International comparative evidence," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
  32. Ben Rejeb, Aymen & Arfaoui, Mongi, 2016. "Conventional and Islamic stock markets: what about financial performance?," MPRA Paper 73495, University Library of Munich, Germany.
  33. 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.
  34. Rangan Gupta & Shawkat Hammoudeh & Beatrice D. Simo-Kengne & Soodabeh Sarafrazi, 2013. "Can the Sharia-Based Islamic Stock Market Returns be Forecasted Using Large Number of Predictors and Models?," Working Papers 201381, University of Pretoria, Department of Economics.
  35. Hasan, Md. Bokhtiar & Hassan, M. Kabir & Rashid, Md. Mamunur & Alhenawi, Yasser, 2021. "Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?," Global Finance Journal, Elsevier, vol. 50(C).
  36. Balli, Faruk & de Bruin, Anne & Chowdhury, Md Iftekhar Hasan, 2019. "Spillovers and the determinants in Islamic equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  37. Trichilli, Yousra & Abbes, Mouna Boujelbène & Masmoudi, Afif, 2020. "Islamic and conventional portfolios optimization under investor sentiment states: Bayesian vs Markowitz portfolio analysis," Research in International Business and Finance, Elsevier, vol. 51(C).
  38. Zaghum Umar & Tahir Suleman, 2017. "Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities," Risks, MDPI, vol. 5(2), pages 1-18, March.
  39. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019. "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 484-496.
  40. repec:ipg:wpaper:2014-091 is not listed on IDEAS
  41. Delle Foglie, Andrea & Panetta, Ida Claudia, 2020. "Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
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