Are Asian Sharīʼah-Compliant Equity Indices Predictable
This study examines the informational efficiency in the weak-form of Islamic (Sharīʼah-compliant) equity indices of selected countries by testing the Martingale Difference Hypothesis and the Random Walk Hypothesis. The study applies Automatic Portmanteau Test (AQ) and Automatic Variance Ratio Test (...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Árabe |
| Pubblicazione: |
Bahauddin Zakariya University
2021-06-01
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| Serie: | Pakistan Journal of Islamic Research |
| Soggetti: | |
| Accesso online: | http://pjir.bzu.edu.pk/website/journal/article/60ee78eab77f0/page |
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