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Full-Text Articles in Business
Behavioral Finance For The Individual Investor, Drake Gens
Behavioral Finance For The Individual Investor, Drake Gens
Senior Honors Theses
The Efficient Market Hypothesis (EMH) has been generally accepted in academia despite its well-researched flaws; by understanding how and when markets deviate from efficiency, investors have an opportunity to not only better understand their investing habits, but also possibly generate higher investment returns. Various market anomalies, such as the Value Effect (De Bondt & Thaler, 1985), the Monday Effect (French, 1980), and the January Effect (De Bondt and Thaler, 1958 & 1987), attest to the fact that markets experience periods of deviation from efficiency. Fiévet and Sornette (2016) finding that markets experience inefficiency during periods of significant volatility is confirmed …
Performance Of Islamic Stocks Versus Conventional Stocks During Crisis And Non Crisis Period: Evidence From Mena Region., Eshraq Abou El Enein
Performance Of Islamic Stocks Versus Conventional Stocks During Crisis And Non Crisis Period: Evidence From Mena Region., Eshraq Abou El Enein
Theses and Dissertations
The purpose of this thesis is to examine the performance of both Islamic and conventional stocks, and to investigate whether the Islamic filtering criteria acts as a shield of protection for investors during crisis or not, based on a panel sample of 12 countries in the MENA region covering 10 different sectors from 1998-2018. Using panel fixed effect regression. We divided out sample into three periods; 1998-2006 pre-crisis period, 2007-2008 crisis period and 2009-2018 post crisis period. Our main finding is that the filtering criteria has a positive relation with the returns significant for the post crisis period and positive …