Persistence of Performance Using the Four-Factor Pricing Model: Evidence from Dow Jones Islamic Index
Abdelbari El Khamlichi (),
Mohamed Arouri () and
No 2014-216, Working Papers from Department of Research, Ipag Business School
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
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