The Effects of the Introduction Syariah Index To the Bursa Malaysia Stock Index and Bursa Malaysia Stock Index Futures
This study tries to investigate the effect of introduction of Syariah Index to the price relationships and volatility transmissions between the Bursa Malaysia stock Index and Bursa Malaysia Stock Index Futures. In addition, it also tries to find the relationships between Bursa Malaysia Stock Inde...
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Main Authors: | Ismail Ahmad, Fahmi Abdul Rahim, Jaafar Pyeman, Asmaddy Haris |
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Format: | Article |
Language: | English |
Published: |
Universiti Sains Islam Malaysia
2012
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Subjects: | |
Online Access: | http://ddms.usim.edu.my/handle/123456789/5359 |
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