Do conventional and Islamic stock markets subject to different market anomalies? Empirical evidences from Indonesia and Malaysia
This study aims to investigate whether the conventional and Islamic stock returns are subject to different calendar anomalies by testing the monthly calendar effects on stock returns in both markets. Focusing on the Indonesian and Malaysian Stock Markets, the closing monthly prices of the Jakarta S...
Main Authors: | , , |
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Format: | Article |
Language: | English English |
Published: |
European Research Center of Managerial Studies in Business Administration
2016
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Subjects: | |
Online Access: | http://irep.iium.edu.my/55537/ http://irep.iium.edu.my/55537/ http://irep.iium.edu.my/55537/1/55537_%20do%20conventional_complete.pdf http://irep.iium.edu.my/55537/2/55537_Do%20conventional%20and%20Islamic%20stock%20markets_scopus.pdf |