Browsing Department of Finance by Title
Now showing items 8-10 of 10
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A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices
(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
(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) ... -
Religiosity, neglected risk and asset returns: theory and evidence from Islamic finance industry
(American University of Sharjah, 2018-11)This paper studies the sociological influence of religion on the risk and return in the financial markets with particular context of Islamic finance, a rapidly emerging and expanding financial industry. The paper builds a ...