Momentum Strategies in Shari’ah-Compliant Stocks: The Role of Debt

Adaptive market hypothesis: A comparison of Islamic and conventional stock indices

M Akbar, I Ullah, S Ali, N Rehman - International Review of Economics & …, 2024 - Elsevier
We assess the informational efficiency of nine Dow Jones Islamic market indices and their
counterpart conventional Morgan Stanley indices using data from 1996 to 2020. We test the …
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Leverage-based index revisions: the case of Dow Jones islamic market world index

H Chen, T Ngo - Global Finance Journal, 2017 - Elsevier
US firms added to the Dow Jones Islamic Market World Index, a leverage-based index,
witness permanent positive price and liquidity effects, whereas excluded firms sustain …
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İslâmi hisse senetlerinde momentum ve zıtlık anomalilerinin araştırılması: Türkiye'den ampirik kanıtlar

O Özkan, R Çakar - Sosyoekonomi, 2021 - dergipark.org.tr
Bu çalışma Türkiye'deki İslâmi hisse senetlerinde momentum ve zıtlık anomalilerini
araştırmaktadır. Bu amaç için, Türkiye'deki 10 İslâmi hisse senedinin haftalık fiyatları …
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