Is there a cost to faith-based investing: Evidence from FTSE Islamic indices

EC Girard, MK Hassan - The journal of Investing, 2008 - joi.pm-research.com
We find no convincing performance differences between Islamic and non-Islamic indexes
from January 1999 to December 2006. Islamic indexes are growth and small-cap oriented …

[BOOK][B] Emerging equity markets in a globalizing world

G Bekaert, CR Harvey - 2017 - netspar.nl
Given the dramatic globalization over the past twenty years, does it make sense to
segregate global equities into “developed” and “emerging” market buckets? We argue that …

Can microfinance reduce portfolio volatility?

N Krauss, I Walter - Economic Development and Cultural …, 2009 - journals.uchicago.edu
Microfinance is arguably one of the most effective techniques for poverty alleviation in
developing countries. Although traditionally supported by nongovernmental organizations …

Faith-based ethical investing: The case of Dow Jones Islamic indexes

MK Hassan, E Girard - Islamic Economic Studies, 2010 - papers.ssrn.com
This paper examines the performance of seven indexes chosen from the Dow Jones Islamic
Market Index (DJIM) vis-à-vis their non-Islamic counterparts using a variety of measures …

African stock markets in the midst of the global financial crisis: Recoupling or decoupling?

G Boako, P Alagidede - Research in International Business and Finance, 2018 - Elsevier
This paper examines whether African equity markets decoupled or recoupled from the 2008–
2009 Global Financial Crisis (GFC) and analyzes the implications of that for shocks spillover …

Faith-based ethical investing: the case of Dow Jones Islamic indexes

MK Hassan, E Girard - Networks Financial Institute Working Paper, 2011 - papers.ssrn.com
This paper examines the performance of seven indexes chosen from the Dow Jones Islamic
Market Index (DJIM) vis-à-vis their non-Islamic counterparts using a variety of measures …

Financial globalization and market volatility: an empirical appraisal

T Cordella, A Ospino Rojas - World Bank Policy Research Working …, 2017 - papers.ssrn.com
This paper computes a new financial globalization index for a large sample of countries for
1992-2016. Unlike other measures, the financial globalization index corrects for the …

Dynamic connectedness in emerging Asian equity markets

P Manopimoke, S Prukumpai… - Banking and finance …, 2018 - emerald.com
This chapter examines dynamic connectedness among emerging Asian equity markets as
well as explores their linkages vis-à-vis other major global markets. We find that …

Systemic risks spillovers and interdependence among stock markets: international evidence with Covar‐copulas

G Boako, P Alagidede - South African Journal of Economics, 2018 - Wiley Online Library
Empirical studies have provided ample evidence on the potential benefits of international
diversification with portfolios that consist of both domestic and foreign assets. This coupled …

African stock markets convergence: Regional and global analysis

G Boako, P Alagidede - Finance Research Letters, 2016 - Elsevier
This letter examines the convergence of Africa's equity markets within the income
convergence thesis. The results indicate partial deterministic convergence of Africa's equity …