Integration between the conventional and Islamic stock indices with the US stock market: evidence from cointegration analysis
Background:A low correlation between returns of cross-border stock market indices allows investors to minimize portfolio risk through international diversification. Due to high comovement among conventional stock indices, international investors are looking for different cross-border or asset cla...
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| Format: | Article |
| Language: | English |
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INSI Publications
2014
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| Online Access: | http://irep.iium.edu.my/44499/1/18-30.pdf http://irep.iium.edu.my/44499/ http://ajbasweb.com/old/ajbas/2014/July/18-30.pdf |
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