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Keywords: Volatility
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Journal Articles
Journal of Islamic Accounting and Business Research 1–17.
Published: 07 April 2026
...Lina Ahmed Abd El-Wahab; Ghada Abdel-Wahab Elkayat; El-Sayeda A. Ismail Purpose The purpose of this study is to evaluate Bitcoin’s return and volatility dynamics using advanced algorithmic analysis. It aims to integrate time-series momentum strategies with GARCH volatility modeling to enhance...
Journal Articles
Journal Articles
Journal of Islamic Accounting and Business Research (2021) 12 (3): 380–400.
Published: 17 May 2021
...Nevi Danila; Kamilah Kamaludin; Sheela Sundarasen; Bunyamin Bunyamin Purpose The purpose of this paper is to examine investor sentiment by measuring the impact of market sentiment shocks on the volatility of the Islamic stock index of five ASEAN countries, with noise traders as a proxy for market...

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