EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (12) Track citations by RSS feed

Downloads: (external link)
https://faculty-research.ipag.edu/wp-content/uploa ... IPAG_WP_2014_216.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ipg:wpaper:2014-216

Access Statistics for this paper

More papers in Working Papers from Department of Research, Ipag Business School Contact information at EDIRC.
Bibliographic data for series maintained by Ingmar Schumacher ().

 
Page updated 2021-09-13
Handle: RePEc:ipg:wpaper:2014-216