Sensitivity on stock returns and volatility: the case of Shari’ah-compliant securities in Bursa Malaysia / Roslina Mohamad Shaft

• Main Author: Shaft, Roslina Mohamad
• Format: Article
• Language: English
• Published: 2011
• Subjects: Stock exchanges. Insider trading in securities; Stockbrokers. Security dealers. Investment advisers. Online stockbrokers
• Online Access: https://ir.uitm.edu.my/id/eprint/5884/2/5884.pdf; https://ir.uitm.edu.my/id/eprint/5884/

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...