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    Diversification benefits of Shari'ah compliant equity ETFs in emerging markets 

    Gad, Samar; Andrikopoulos, Panagiotis (Elsevier, 2018-10-25)
    Previous studies on the performance of Islamic finance and banking have been more comparative than experimental when it comes to the role and effect of Islamic (Shari'ah compliant) assets in a conventional setting. This ...
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    Feedback trading and the ramadan effect in frontier markets 

    Andrikopoulos, Panagiotis; Cui, Yueting; Kallinterakis, Vasileios; Gad, Samar (Elsevier, 2019-08-12)
    We examine the presence of the Ramadan effect in feedback trading drawing on a sample of eleven majority Muslim markets for the period of 29/6/2001 to 1/8/2016. Feedback trading is significant in several of these markets, ...
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    Author
    Andrikopoulos, Panagiotis (2)
    Gad, Samar (2)Cui, Yueting (1)Kallinterakis, Vasileios (1)SubjectDynamic optimisation (1)Emerging markets (1)ETFs (1)Feedback trading (1)Frontier markets (1)Islamic assets (1)Ramadan effect (1)... View MoreDate Issued2018 (1)2019 (1)Has File(s)
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