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Keywords: Islamic stock market
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Journal Articles
An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?
Available to Purchase
International Journal of Islamic and Middle Eastern Finance and Management (2021) 14 (5): 853–873.
Published: 12 May 2021
...Walid Chkili; Manel Hamdi Purpose The purpose of this study is to investigate the volatility and forecast accuracy of the Islamic stock market for the period 1999–2017. This period is characterized by the occurrence of several economic and political events such as the September 11, 2001, terrorist...
Journal Articles
Finance-growth nexus: Islamic finance development in Indonesia
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International Journal of Islamic and Middle Eastern Finance and Management (2019) 12 (5): 698–711.
Published: 08 July 2019
... Islamic finance perspective, especially in Indonesia. Therefore, this study aims to examine the nature of causal relationship between Islamic finance development and economic growth in Indonesia seen from the development of Islamic banking, sukuk market and Islamic stock market. Design/methodology...
Journal Articles
Herding behavior in Islamic GCC stock market: a daily analysis
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International Journal of Islamic and Middle Eastern Finance and Management (2018) 11 (2): 182–193.
Published: 24 January 2018
... a brief literature on herd behaviour. Second, the authors provide some specificity of the GCC Islamic stock market, followed by the presentation of the methodology and the data, results and their interpretation. Findings The authors take into account the difference existing in market conditions...
