Monotonic correlation diagnostics of share price volatility for shariah-compliant Islamic bank: a new insight of Islamic financial engineering

The objective of this paper is to analyze the relationship between volatility rates and return rates for a share price of Bank Islam Malaysia Berhad (BIMB) from the year 2010 until 2016. The maximum volatility rate is 3.96 in July 2011, while the minimum volatility rate is 0.46 in April 2014. Next,...

Saved in:

书目详细资料
Main Authors:	Abu Bakar, Nashirah, Rosbi, Sofian
格式:	Article
语言:	English
出版:	Inovatus Services Ltd. 2017
主题:	HG Finance
在线阅读:	http://repo.uum.edu.my/26305/1/IJMSBA%203%202%202017%207%2016.pdf http://repo.uum.edu.my/26305/ http://doi.org/10.18775/ijmsba.1849-5664-5419.2014.32.1001
标签:	添加标签没有标签, 成为第一个标记此记录!

相似书籍

Data modeling diagnostics for share price performance of Islamic Bank in Malaysia using Computational Islamic Finance approach
由: Abu Bakar, Nashirah, et al.
出版: (2017)

Long term performance of Islamic share price for Initial Public Offerings (IPOs) in Malaysia: evidence from Sharia-compliant companies listed on the Malaysian stock exchange (2006-2010)
由: Abu Bakar, Nashirah, et al.
出版: (2016)

Statistical non-parametric correlation diagnostic for dynamic behavior of Malaysian currency with world crude oil price
由: Abu Bakar, Nashirah, et al.
出版: (2017)

Cryptocurrency framework diagnostics from Islamic finance perspective: a new insight of bitcoin system transaction
由: Abu Bakar, Nashirah, et al.
出版: (2017)

Robust framework diagnostics of blockchain for bitcoin transaction system: a technical analysis from Islamic Financial technology (i-FinTech) perspective
由: Abu Bakar, Nashirah, et al.
出版: (2018)

Autoregressive Integrated Moving Average (ARIMA) model for forecasting cryptocurrency exchange rate in high volatility environment: a new insight of bitcoin transaction
由: Abu Bakar, Nashirah, et al.
出版: (2017)

Evaluating forecasting method using Autoregressive Integrated Moving Average (ARIMA) approach for shariah compliant oil and gas sector in Malaysia
由: Abu Bakar, Nashirah, et al.
出版: (2018)

Data clustering using Autoregressive Integrated Moving Average (ARIMA) model for Islamic country currency: an econometrics method for Islamic financial engineering
由: Abu Bakar, Nashirah, et al.
出版: (2017)

Impact of the corporate structure and sharia compliant status to average degree of IPO underpricing in Malaysia market
由: Abu Bakar, Nashirah, et al.
出版: (2017)

Identification of non-equilibrium growth for bitcoin exchange rate: mathematical derivation method in Islamic financial engineering
由: Rosbi, Sofian, et al.
出版: (2017)

Evaluating forecasting method using autoregressive integrated moving average (ARIMA) approach for shariah compliant oil and gas sector in Malaysia / Nashirah Abu Bakar, Sofian Rosbi and Kiyotaka Uzaki
由: Abu Bakar, Nashirah, et al.
出版: (2016)

Negotiation in Islamic financial system: developing a Shariah-compliant negotiation model
由: Ramdani, Abbas
出版: (2017)

Robust outliers detection method for volatility of bitcoin exchange rate using three sigma (3Σ) approach
由: Abu Bakar, Nashirah, et al.
出版: (2017)

High volatility detection method using statistical process control for cryptocurrency exchange rate: a case study of bitcoin
由: Abu Bakar, Nashirah, et al.
出版: (2017)

The impact of dividend policy on stock price volatility evidence from: Malaysia shariah compliant securities / Nur Afifah Yazid
由: Yazid, Nur Afifah
出版: (2018)

The impact of debt to share price volatility
由: Chin, Chia Mun, et al.
出版: (2013)

The communication of Islamic information by Shariah-compliant companies in Malaysia
由: Che Adam, Noriah, et al.
出版: (2015)

Alternative profit rate shariah-compliant for islamic banking
由: Puspa Liza, Ghazali, et al.
出版: (2017)

Alternative profit rate shariah-compliant for islamic banking
由: Nadhirah, Gazali, et al.
出版: (2017)

Towards the development of Sharī'ah compliant high quality liquid assets for Islamic financial institutions
由: Engku Ali, Engku Rabiah Adawiah, et al.
出版: (2017)

Good governance practice for the shariah compliant hotel in Malaysia: an insightful study
由: Ruzulan, Zulaipa, et al.
出版: (2023)

The practice of reporting Shariah non-compliant income in the annual financial report of Islamic commercial banks in Malaysia
由: Nabilah Mat Nor,, et al.
出版: (2020)

Islamic capital market and debt financing of Shariah-compliant firms in Indonesia
由: Haron, Razali, et al.
出版: (2016)

The principles of shariah-compliant negotiation (SCN) from the Islamic organization perspective
由: Ramdani, Abbas, et al.
出版: (2016)

The determinants and treatments of shariah non- compliant events in Malaysian Islamic banks
由: Mohd Yunus, Saidatolakma, et al.
出版: (2023)

Dividend Policy and Share Price Volatility: Malaysia Evidence
由: Nor Anis, Shafai
出版: (2012)

Shari'ah-compliant appraisal matrix for humanizing productivity for Islamic Higher Education Institutions: Sustainable Financial Management
由: Rosman, Romzie, et al.
出版: (2021)

Sheng shares insights into financial sector
由: Anon
出版: (2012)

Design and development of a new Shariah compliant dirham based Islamic market
由: Wan Nordin, Mimi Aminah, et al.
出版: (2010)

Applications of Shariah compliant derivatives for hedging exchange rate risks in Islamic finance
由: Abdul Rahman, Zaharuddin
出版: (2016)

Sharīʿah non-compliant income disclosures and the moral legitimacy strategies of Islamic banks
由: Che Azmi, Anna, et al.
出版: (2021)

Exploring the correlation between ESG performance and firm value in Indonesia Shariah-compliant companies
由: Al Azizah, Ummu Salma, et al.
出版: (2024)

Shariah-compliant to Shariah-based financial innovation: a question of semantics or progressive market differentiation
由: Engku Ali, Engku Rabiah Adawiah
出版: (2013)

Shariah compliant contract: the Istisna'
由: Abdul Rashid, Khairuddin
出版: (2018)

Information content and informativeness of the analyst report in Malaysia: Evidence from Sharīʿah-compliant shares
由: Thas Thaker, Hassanudin Mohd, et al.
出版: (2020)

Information content and informativeness of the analyst report in Malaysia: Evidence from Sharīʿah-compliant shares
由: Mohd Thas Thaker, Hassanudin, et al.
出版: (2020)

Investor sentiment and shari’ah-compliant asset pricing model in Indonesia / Igo Febrianto
由: Febrianto, Igo
出版: (2024)

Determinants of the plantation performance for shariah compliant and non- shariah compliant firm / Ikhwan Nafiz Nazaruddin
由: Nazaruddin, Ikhwan Nafiz
出版: (2022)

The impacts of financial ratios towards share price volatility evidence : plantation sector in Malaysia / Nurul Amirah Ghazali
由: Ghazali, Nurul Amirah
出版: (2016)

Involvement of Islamic attributes in Shariah-compliant hospitality: a study on Muslim students in Malaysia
由: Haque, A. K. M. Ahasanul, et al.
出版: (2017)