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...

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Bibliographic Details
Main Authors: Abd. Majid, M. Shabri, Vakhira, Zulfa Alvi, Kassim, Salina
Format: Article
Language:English
English
Published: European Research Center of Managerial Studies in Business Administration 2016
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