DO ISLAMIC EQUITY STYLE INDICES CONTAIN ECONOMIC INFORMATION?

This study aims to investigate whether the Islamic equity style index contains economic information which is useful for investors and financial practitioners. The study fills the gap in the previous literature by investigating the relationship between Islamic equity style indices and macroeconomic v...

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Bibliographic Details
Main Authors: Shahrin Saaid Shaharuddin, Wee-Yeap Lau, Tien-Ming Yip
Format: Article
Language:English
Published: Bank Indonesia 2020-09-01
Series:Journal of Islamic Monetary Economics and Finance
Subjects:
Online Access:https://jimf-bi.org/index.php/JIMF/article/view/1182