COVID-19 and Islamic Stock Index: Evidence of Market Behavior and Volatility Persistence

The aftermath of the COVID-19 pandemic is not limited to human lives and health sectors. It has also changed social and economic aspects of the world. This study investigated the Islamic stock market’s reaction and changes in volatility before and during this pandemic. The market model of event stud...

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Bibliographic Details
Main Authors: Adil Saleem, Judit Bárczi, Judit Sági
Format: Article
Published: MDPI AG 2021-08-01
Series:Journal of Risk and Financial Management
Online Access: