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Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes

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HAL Id: hal-00678895

https://hal.archives-ouvertes.fr/hal-00678895

Preprint submitted on 14 Mar 2012

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Are Islamic Indexes more Volatile than Conventional

Indexes? Evidence from Dow Jones Indexes

Amélie Charles, Olivier Darné, Adrian Pop

To cite this version:

Amélie Charles, Olivier Darné, Adrian Pop. Are Islamic Indexes more Volatile than Conventional Indexes? Evidence from Dow Jones Indexes. 2012. �hal-00678895�

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EA 4272

Are Islamic Indexes More Volatile

Than Conventional Indexes?

Evidence from Dow Jones Indexes

Amélie Charles*

Olivier Darné**

Adrian Pop**

2012/06

*Audencia Nantes, School of Management **LEMNA - University of Nantes

Laboratoire d’Economie et de Management Nantes-Atlantique Université de Nantes

Chemin de la Censive du Tertre – BP 52231 44322 Nantes cedex 3 – France

www.univ-nantes.fr/iemn-iae/recherche Tél. +33 (0)2 40 14 17 17 – Fax +33 (0)2 40 14 17 49

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