A Market Efficiency Comparison of Islamic and Non-Islamic Stock Indices
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, Global, Japanese, UK, and United States. It investigates whether Islamic stock in...
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| Main Author: | Al-Khazali, Osamah (author) |
|---|---|
| Other Authors: | Leduc, Guillaume (author), Alsayed, Mohammad Saleh (author) |
| Format: | article |
| Published: |
2015
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/11073/16665 |
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