Browsing College of Arts and Sciences (CAS) by Author "9dc33231-362c-4c9b-8da0-4eae48a754ce"
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A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices
Al-Khazali, Osamah; Leduc, Guillaume; Alsayed, Mohammad Saleh (Taylor & Francis Online, 2015)This article examines the martingale difference hypothesis (MDH) and the random walk hypothesis (RWH) for nine conventional and nine Islamic stock indices: Asia-Pacific, Canadian, Developed Country, Emerging, European, ... -
Market Efficiency of Floating Exchange Rate Systems: Some Evidence from Pacific-Asian Countries
Al-Khazali, Osamah; Leduc, Guillaume; Pyun, Chong S. (Elsevier, 2011)This paper examines the random walk hypothesis (RWH) and the martingale difference hypothesis (MDH) for the Australian dollar and five Asian emerging currencies relative to three benchmark currencies. We use Wright’s (2000) ...