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: | 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 |
Similar Items
-
The 2007 global financial crisis and the Malaysian
stock market: a sectoral analysis
by: Kassim, Salina, et al.
Published: (2011) -
Islamic versus conventional stock market indices performance: empirical evidence from Turkey
by: Bayram, Kamola, et al.
Published: (2019) -
Economic forces and Islamic stock market: Empirical evidences from Malaysia
by: Mustafa, Siti Aisyah, et al.
Published: (2017) -
Dynamic linkages among ASEAN-5 emerging stock markets
by: Abd. Majid, M. Shabri, et al.
Published: (2009) -
The dynamics of macroeconomics variables and the volatility of Indonesia stock markets: evidence from Islamic and conventional stock markets
by: Abduh, Muhamad, et al.
Published: (2013)