Publications
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Analysis of the efficiency-integration nexus of Japanese stock market
Physica A: Statistical Mechanics and its Applications.External Author: Shaista Arshad Abstract: This paper attempts a novel approach in analysing the Japanese economy through a dual-dimension analysis of its stock market, examining the...
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Investigating Stock Market Efficiency: a look at OIC Member Countries
Research in International Business and Finance. Volume 36, January 2016, Pages 402-413.External Authors: Shaista Arshad, Gairuzazmi Mat Ghani, Jarita Duasa Abstract: The tremendous growth of emerging and developing markets bring forth new arenas of research....
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Do Islamic Stock Indices Perform better than Conventional Counterparts? An Empirical Investigation of Sectoral Efficiency
Review of Financial Economics. Volume 31, November 2016, Pages 108-114.External Authors: Nafis Alam, Shaista Arshad Abstract: Literature is rife with studies on efficiency of stock markets and financial performance aspects. One such aspect is the...
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The (Little) Difference That Makes All the Difference Between Islamic and Conventional Bonds
Pacific-Basin Finance JournalExternal Authors: Michael Skully, Kym Brown Abstract: This paper examines whether conventional bond ratings determinants can be similarly applied to Islamic bonds (sukuk) or if...
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Investor's Choice of Shariah Compliant 'Replicas' and Original Islamic Instruments
Journal of Economic Behavior and Organization. Volume 132, Supplement, Pages 4-22.External Authors: Michael Skully, Kym Brown Abstract: This paper offers a behavioral perspective on why Islamic capital markets are dominated by those financial instruments...
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Islamic Capital Market Research: Past Trends and Future Considerations
Islamic Capital Markets - Volatility, Performance and Stability. Palgrave Macmillan(UK). Pages 1-14.External Author: Nafis Alam About this Book: This book addresses contemporary empirical issues in Islamic stock markets including volatility, efficiency and Sukuk defaults. The studies...