Performance measurement analysis : Shariah-compliant vs. Non Shariah-compliant securities / Mohd Allif Anwar and Norli Ali

• Main Authors: Abu Bakar, Mohd Allif Anwar (Author), Ali, Norli (Author)
• Formato: Livro
• Publicado em: Faculty of Accountancy & Accounting Research Institute (ARI), 2014.
• Assuntos: Article; PeerReviewed
• Acesso em linha: Link Metadata

Using the sample of 107 shariah-compliant and non shariah-compliant securities in Malaysia from January 1990 to December 2011, we examine their performances by applying the performance measure of Jensen Alpha Index and Treynor Index. The sample period is divided into four segments of pre AFC (Asian...