Calender effect in shariah-compliant stocks returns; Evidence front FTSE Bursa Malaysia hijrah shariah index
This study aims to investigate the calendar effect in Malaysia Shariah-Cornpliant stocks returns. FTSE Bursa Malaysia Hijrah Shariah (FBMHS) Index is employed. AR(l) in the mean equation and EGARCH (1.1) as variance equation are used to analyze the volatility. Evidence of significant Friday effect,...
Disimpan dalam:
| Pengarang-pengarang Utama: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Diterbitkan: |
2009
|
| Subjek-subjek: | |
| Capaian Atas Talian: | http://eprints.um.edu.my/11096/ http://eprints.um.edu.my/11096/1/Calender_Effect_in_Shariah%2DCompliant_Stocks.pdf |
| Penanda-penanda: |
Tambah Penanda
Tiada Penanda, Jadilah orang pertama menanda rekod ini!
|