Performance and Risks: Islamic Indices and Compared to Conventional Indices
نویسندگان
چکیده
منابع مشابه
Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices
This paper analyzes the degree of return predictability (or weak-form informational efficiency) of Dow Jones Islamic and conventional size and sector-indices using the data from 1996 to 2013. Employing the automatic portmanteau and variance ratio tests for the martingale difference hypothesis of asset returns, we find that all Islamic and conventional sub-index returns have been predictable in ...
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Many organizations include benchmarking as a component of their performance management system. Often, a performance index is used to quantify the ability of an organizational entity to operate successfully. Benchmarking a performance index is done inappropriately when statistical methods are employed that ignore sample size effects or use aggregate performance data over a period during which ch...
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The purpose of this empirical study is to analyze and compare the performance of Islamic and conventional banking in Pakistan and to find out which of the banking stream is performing better than other. For this study, sample of 22 conventional banks and 5 Islamic banks were selected. For in-depth understanding and sound comparison, key performance indicators were divided into external and inte...
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a r t i c l e i n f o The Dow Jones Islamic Market indices (DJIMI) are constructed by screening out stocks that are incompatible with Islam's prohibition of interest and certain lines of business. However, as a blunt instrument, the interest rate can affect discounted cash flows of any firm, even a firm with no financial leverage. This study reveals that the aggregate portfolio of Islamic stock...
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ژورنال
عنوان ژورنال: Asian Journal of Economics and Empirical Research
سال: 2021
ISSN: 2518-010X,2409-2622
DOI: 10.20448/journal.501.2021.81.17.26