GOOD VS BAD NEWS: HOW THE ISLAMIC STOCK MARKETS RESPOND?
In this paper we examine the response asymmetries of the major Islamic stock markets of Malaysia, Indonesia, US, UK and Japan. We used daily data from January 1996 to December 2008 and simple regression. In line with previous studies, we found evidence for the presence of response asymmetries in...
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| Main Authors: | , |
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| Format: | Article |
| Published: |
2012
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| Subjects: | |
| Online Access: | http://eprints.utp.edu.my/8655/1/BAKRI_ET_AL_14th_Malaysian_Finance_Association_Conference_2012_%28UPLOAD%29.pdf http://eprints.utp.edu.my/8655/ |
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