• 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...

  • 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....

  • 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...

  • The (Little) Difference That Makes All the Difference Between Islamic and Conventional Bonds
    Pacific-Basin Finance Journal

    External Authors: Michael Skully, Kym Brown   Abstract: This paper examines whether conventional bond ratings determinants can be similarly applied to Islamic bonds (sukuk) or if...

  • 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...

  • 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...