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The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia

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Cited by:

  1. 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).
  2. 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.
  3. Zaheer Anwer & Shamsher Mohamad & Wajahat Azmi & Akram Shavkatovich Hasanov, 2022. "Product market fluidity and religious constraints: evidence from the US market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1761-1817, April.
  4. Khan, Abdullah & Rizvi, Syed Aun R. & Ali, Mohsin & Haroon, Omair, 2021. "A survey of Islamic finance research – Influences and influencers," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
  5. Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019. "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, vol. 41(C), pages 79-89.
  6. 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.
  7. 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.
  8. Uddin, Md Hamid & Kabir, Sarkar Humayun & Hossain, Mohammed Sawkat & Wahab, Nor Shaipah Abdul & Liu, Jia, 2020. "Which firms do prefer Islamic debt? An analysis and evidence from global sukuk and bonds issuing firms," Emerging Markets Review, Elsevier, vol. 44(C).
  9. Azmi, Wajahat & Anwer, Zaheer & Mohamad, Shamsher & Shah, Mohamed Eskandar, 2019. "The substitution hypothesis of agency conflicts: Evidence on Shariah compliant equities," Global Finance Journal, Elsevier, vol. 41(C), pages 90-103.
  10. Trabelsi, Nader & Naifar, Nader, 2017. "Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR," Research in International Business and Finance, Elsevier, vol. 42(C), pages 727-744.
  11. Md Hamid Uddin & Sarkar H. Kabir & Mohammad Kabir Hassan & Mohammed S. Hossain & Jia Liu, 2022. "Why do sukuks (Islamic bonds) need a different pricing model?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2210-2234, April.
  12. Rida Ahroum & Boujemâa Achchab, 2021. "Harvesting Islamic risk premium with long–short strategies: A time scale decomposition using the wavelet theory," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 430-444, January.
  13. Ooi, Chai-Aun & Hooy, Chee-Wooi, 2022. "Muslim CEOs, risk-taking and firm performance," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  14. 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.
  15. Ibrahim, Mansor H., 2015. "Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 185-191.
  16. 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.
  17. Alhomaidi, Asem & Hassan, M. Kabir & Hippler, William J. & Mamun, Abdullah, 2019. "The impact of religious certification on market segmentation and investor recognition," Journal of Corporate Finance, Elsevier, vol. 55(C), pages 28-48.
  18. 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.
  19. Alshammari, Saad & Goto, Shingo, 2022. "What factors drive Saudi stock markets? – Firm characteristics that attract retail trades," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 994-1011.
  20. Hosen, Mosharrof & Masih, Mansur, 2017. "Are Islamic risk factors blessings or curse for stock return? evidence from Malaysia based on dynamic GMM and quantile regression approaches," MPRA Paper 79738, University Library of Munich, Germany.
  21. Asem Alhomaidi & M. Kabir Hassan & William J. Hippler, 2018. "The Effect of Implicit Market Barriers on Stock Trading and Liquidity," NFI Working Papers 2018-WP-02, Indiana State University, Scott College of Business, Networks Financial Institute.
  22. Asif Ahmed & Rossazana Ab-Rahim, 2021. "A Literature Review on the Relatiohship between Competition and Efficiency for Takaful and Conventional Insurance," Journal of Public Administration and Governance, Macrothink Institute, vol. 11(4), pages 130139-1301, December.
  23. Akbar, Muhammad & Ullah, Ihsan & Ali, Shahid & Rehman, Naser, 2024. "Adaptive market hypothesis: A comparison of Islamic and conventional stock indices," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 460-477.
  24. Elnahas, Ahmed M. & Kabir Hassan, M. & Ismail, Ghada M., 2017. "Religion and mergers and acquisitions contracting: The case of earnout agreements," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 221-246.
  25. Haddad, Hedi Ben & Mezghani, Imed & Al Dohaiman, Mohammed, 2020. "Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors," Economic Systems, Elsevier, vol. 44(2).
  26. 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.
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