The dynamic of linkages of Islamic REITs in mixed- asset portfolios in Malaysia

Islamic REIT (I-REITs) were introduced to the Malaysian stock market approximately ten years ago. This paper assesses dynamic linkages by using the Granger causality test of I-REITs. The study period is from 2008 to 2014. The study concentrates on comparisons between I-REITs and conventional REITs (...

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Bibliographic Details
Main Authors: Rozman, Ahmad Tajjudin, Mohamed Razali, Muhammad Najib, Azmi, Nurul Afiqah, Mohd. Ali, Hishamuddin
Format: Article
Published: Taylor & Francis 2016
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Online Access:http://eprints.utm.my/id/eprint/67066/
http://dx.doi.org/10.1080/14445921.2016.1235758
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