Do momentum strategies perform better for Islamic stocks than for conventional stocks across market states?

Do momentum strategies perform better for Islamic stocks than for conventional stocks across market states?

This study compares the momentum profitability of Islamic and conventional stocks in Malaysia and examines whether the presence of momentum profits is market-state dependent. Winner portfolios are shown to outperform loser portfolios, suggesting that a momentum effect exists in the equity m...

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Bibliographic Details
Main Authors: Tee Lain-Tze, Kew Si-Roei, Low Soo-Wah
Format: Article
Language:English
Published: Faculty of Economics, Belgrade 2019-01-01
Series:Ekonomski Anali
Subjects:
momentum profits
islamic stocks
market states
risk factors
Online Access:http://www.doiserbia.nb.rs/img/doi/0013-3264/2019/0013-32641921107T.pdf

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