The Size Anomaly in Islamic Stock Indices: A Stochastic Dominance Approach
This paper examines whether small Islamic firms’ returns stochastically dominate (outperform) the returns of large Islamic firms using Ascending and Descending Stochastic Dominance (ASD and DSD) approaches. In other words, we investigate the size anomaly in Islamic equity indices. We use global, Eur...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-11-01
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| Series: | International Journal of Financial Studies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7072/10/4/102 |