Sensitivity on stock returns and volatility: the case of Shari'ah-compliant securities in Bursa Malaysia / Roslina Mohamad Shaft
The introduction of the shari'ah-compliant securities by the SAC in the stock market has gained attention among the Muslim investors. Whether SAC announcements on shari'ah-compliant securities are a source of the abnormal returns and volatility of securities is the focus of this study. Hen...
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2011.
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