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Original Articles

Are Islamic stock markets efficient? A time-series analysis

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Tareq Saeed, Neeraj Nautiyal, Mobeen Ur Rehman, Hamed Hamdan Alsulami & Mohammad S. Alhothuali. (2023) Do gulf stock markets share time varying connectedness. Applied Economics 55:48, pages 5700-5718.
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Fredj Jawadi, Nabila Jawadi & Abdoulkarim Idi Cheffou. (2022) The COVID-19 pandemic and ethical stock markets: further evidence of moral shock. Applied Economics 54:42, pages 4874-4885.
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Zied Ftiti, Fredj Jawadi, Wael Louhichi & Mohamed El Arbi Madani. (2021) Are oil and gas futures markets efficient? A multifractal analysis. Applied Economics 53:2, pages 164-184.
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Fredj Jawadi, Nabila Jawadi & Abdoukarim Idi Cheffou. (2018) Uncertainty assessment in socially responsible and Islamic stock markets in the short and long terms: an ARDL approach. Applied Economics 50:39, pages 4286-4294.
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Fredj Jawadi, Abdoulkarim Idi Cheffou & Nabila Jawadi. (2016) Can the Islamic bank be an emerging leader? A panel data causality analysis. Applied Economics Letters 23:14, pages 991-994.
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Articles from other publishers (36)

Sun-Yong Choi, Andrew Phiri, Tamara Teplova & Zaghum Umar. (2024) Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. International Review of Economics & Finance 91, pages 348-363.
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Syed Ali Raza, Nida Shah & Muhammed Tahir Suleman. (2024) A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. International Economics 177, pages 100463.
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Fredj Jawadi, Nabila Jawadi & Abdoulkarim Idi Cheffou. (2022) Testing the animal spirits theory for ethical investments: further evidence from aggregated and disaggregated data. Annals of Operations Research 333:1, pages 461-479.
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Muhammad Akbar, Ihsan Ullah, Shahid Ali & Naser Rehman. (2024) Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. International Review of Economics & Finance 89, pages 460-477.
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Refk Selmi, Mark Wohar, Florent Deisting & Kamal Kasmaoui. (2023) Dynamic inflation hedging performance and downside risk: A comparison between Islamic and conventional stock indices. The Quarterly Review of Economics and Finance 91, pages 56-67.
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Irfan Ali, Waheed Akhter & Naukhaiz Chaudhry. (2021) Do Islamic Holy days affect stock returns? Empirical evidence from Asian and African markets. Journal of Islamic Marketing 14:1, pages 273-288.
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Murat YAŞ. (2022) Uluslararası İslami Finans Literatürü İncelemesi: Etkin Yayınlar ve Güncel TartışmalarA Survey of Islamic Finance Literature: Influential Publications and Recent Discussions. Adam Akademi Sosyal Bilimler Dergisi 12:2, pages 267-300.
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Osamah AlKhazali, Hooi Hooi Lean & Taisier Zoubi. (2022) The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach. International Journal of Financial Studies 10:4, pages 102.
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Fatma Mathlouthi & Slah Bahloul. (2022) Co-movement and causal relationships between conventional and Islamic stock market returns under regime-switching framework. Journal of Capital Markets Studies 6:2, pages 166-184.
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Mevlüt Camgöz & Mehmet Hanefi Topal. (2022) Identifying the asymmetric price dynamics of Islamic equities: Implications for international investors. Research in International Business and Finance 60, pages 101614.
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M. Kabir Hassan, Sirajo Aliyu, Buerhan Saiti & Zairihan Abdul Halim. (2020) A review of Islamic stock market, growth and real-estate finance literature. International Journal of Emerging Markets 16:7, pages 1259-1290.
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Abbas Khan, Muhammad Yar Khan, Abdul Qayyum Khan, Majid Jamal Khan & Zia Ur Rahman. (2021) Testing the weak form of efficient market hypothesis for socially responsible and Shariah indexes in the USA. Journal of Islamic Accounting and Business Research 12:5, pages 625-645.
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Mehmet Fatih BUĞAN, Emrah İsmail ÇEVİK, Nüket KIRCI ÇEVİK & Durmuş Çağrı YILDIRIM. (2021) Testing adaptive market hypothesis in global islamic stock markets: evidence from markov-switching adf testGlobal islami pay piyasalarinda adaptif piyasa hipotezinin test edilmesi: markov-switching adf testi. Bilimname 2021:44, pages 425-449.
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Arife ÖZDEMİR, Nazlıgül GÜLCAN & Namıka BOYACIOĞLU. (2021) İSLAMİ ENDEKSLERDEKİ PİYASA ETKİNLİĞİNİN UZUN HAFIZA MODELLERİYLE TEST EDİLMESİ: BİST UYGULAMASI. Finansal Araştırmalar ve Çalışmalar Dergisi 13:24, pages 207-222.
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Oktay ÖZKAN & Recep ÇAKAR. (2020) TÜRKİYE’DEKİ İSLAMİ ENDEKSLERİN ZAYIF FORM BİLGİSEL ETKİNLİKLERİWEAK FORM INFORMATIONAL EFFICIENCY OF ISLAMIC INDICES IN TURKEY. Hacettepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi 38:4, pages 805-822.
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Andrea Delle Foglie & Ida Claudia Panetta. (2020) Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review. Pacific-Basin Finance Journal 64, pages 101435.
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Sew Lai Ng, Wen Cheong Chin & Lee Lee Chong. (2020) Realized volatility transmission within Islamic stock markets: A multivariate HAR-GARCH-type with nearest neighbor truncation estimator. Borsa Istanbul Review 20, pages S26-S39.
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Pick-Soon Ling, Ruzita Abdul-Rahim & Fathin Faizah Said. (2020) The effectiveness of technical strategies in Malaysian Sharīʿah vs conventional stocks. ISRA International Journal of Islamic Finance 12:2, pages 195-215.
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Hachmi Ben Ameur, Fredj Jawadi, Nabila Jawadi & Abdoulkarim Idi Cheffou. (2020) Assessing downside and upside risk spillovers across conventional and socially responsible stock markets. Economic Modelling 88, pages 200-210.
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Fatih GÜÇLÜ & Metin KILIÇ. (2020) İSLAMİ FİNANSIN DÜNYADAKİ GELİŞİMİ VE İSLAMİ FİNANSA YÖN VEREN ULUSLARARASI KURULUŞLAR ÜZERİNE BİR İNCELEME. International Journal of Management Economics and Business 16:1, pages 75-91.
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Afees A. Salisu, Umar B. Ndako, Idris A. Adediran & Raymond Swaray. (2020) A fractional cointegration VAR analysis of Islamic stocks: A global perspective. The North American Journal of Economics and Finance 51, pages 101056.
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Fredj Jawadi, Nabila Jawadi & Abdoukarim Idi Cheffou. (2019) A statistical analysis of uncertainty for conventional and ethical stock indexes. The Quarterly Review of Economics and Finance 74, pages 9-17.
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Dharani Munusamy. (2019) Does Ramadan influence the returns and volatility? Evidence from Shariah index in India. Journal of Islamic Accounting and Business Research 10:4, pages 565-579.
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Thi-Hong-Van Hoang, Zhenzhen Zhu, Abdelbari El Khamlichi & Wing-Keung Wong. (2019) Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. Resources Policy 61, pages 617-626.
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Paresh Kumar Narayan & Dinh Hoang Bach Phan. (2019) A survey of Islamic banking and finance literature: Issues, challenges and future directions. Pacific-Basin Finance Journal 53, pages 484-496.
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Jamal Bouoiyour, Refk Selmi & Mark E. Wohar. (2018) Are Islamic stock markets efficient? A multifractal detrended fluctuation analysis. Finance Research Letters 26, pages 100-105.
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Gazi Salah Uddin, Jose Areola Hernandez, Syed Jawad Hussain Shahzad & Seong-Min Yoon. (2018) Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. International Review of Financial Analysis 56, pages 167-180.
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Osamah Al-Khazali & Ali Mirzaei. (2017) Stock market anomalies, market efficiency and the adaptive market hypothesis: Evidence from Islamic stock indices. Journal of International Financial Markets, Institutions and Money 51, pages 190-208.
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Amélie Charles, Olivier Darné & Jae H. Kim. (2017) Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices. International Economics 151, pages 100-112.
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Foued Saâdaoui, Nader Naifar & Mohamed S. Aldohaiman. (2017) Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. Physica A: Statistical Mechanics and its Applications 482, pages 552-568.
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Fredj Jawadi, Zied Ftiti & Mouna Hdia. (2017) Assessing efficiency and investment opportunities in commodities: A time series and portfolio simulations approach. Economic Modelling 64, pages 567-588.
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Fredj Jawadi, Abdoulkarim Idi Cheffou, Nabila Jawadi & Wael Louhichi. (2016) On the Reputation of Islamic Banks: a Panel Data Qualitative Econometrics Analysis. Open Economies Review 27:5, pages 987-998.
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Fredj Jawadi, Abdoulkarim Idi Cheffou & Nabila Jawadi. (2015) Do Islamic and Conventional Banks Really Differ? A Panel Data Statistical Analysis. Open Economies Review 27:2, pages 293-302.
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Tareq Saeed, Neeraj Nautiyal, Mobeen Ur Rehman, Hamed Alsulami & Mohammad S. Alhothuali. (2022) Dependence and Spillover between Islamic Stock Markets Under Different Market Conditions. SSRN Electronic Journal.
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Abdelbari El Khamlichi, Thi-Hong-Van Hoang, Wing-Keung Wong & Zhenzhen Zhu. (2017) Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. SSRN Electronic Journal.
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Ammlie Charles, Olivier Darnn & Jae H. Kim. (2015) Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices. SSRN Electronic Journal.
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