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Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index

Abdelbari El Khamlichi (), Mohamed Arouri () and Frédéric Teulon

No 2014-216, Working Papers from Department of Research, Ipag Business School

Abstract: Despite the increasing attention to ethical investments, the empirical studies on Islamic indices are scarce. The main goal of this article is to investigate whether Dow Jones Islamic index 100 titans (DJI100) delivers persistent performance. Using the Ca

Keywords: persistence; Islamic indices; performance; four-factor model (search for similar items in EconPapers)
Pages: 12 pages
Date: 2014-01-01
New Economics Papers: this item is included in nep-ara
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