Economic forces and Islamic stock market: Empirical evidences from Malaysia
Manuscript type: Research paper Research aims: This study aims to investigate the impact of macroeconomic forces on the Malaysian Islamic stock market. Design/ Methodology/ Approach: The study employs Auto Regressive Distributed Lag (ARDL) bound testing approach and Vector Error Correction Mode...
| Main Authors: | Mustafa, Siti Aisyah, Ramlee, Roslily, Kassim, Salina |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Faculty of Business and Accountancy, University of Malaya
2017
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/60129/ http://irep.iium.edu.my/60129/1/011%20Aishah%20AJBA.pdf http://irep.iium.edu.my/60129/7/60129_Economic%20Forces%20and%20Islamic%20Stock%20Market_scopus.pdf |
Similar Items
Do conventional and Islamic stock markets subject to different market anomalies? Empirical evidences from Indonesia and Malaysia
by: Abd. Majid, M. Shabri, et al.
Published: (2016)
by: Abd. Majid, M. Shabri, et al.
Published: (2016)
Impact of inclusion into and exclusion from the Shariah index on a stock price and Trading Volume: Event study approach
by: Kassim, Nawal Seif, et al.
Published: (2017)
by: Kassim, Nawal Seif, et al.
Published: (2017)
Is there a diversification “cost” of shari’ah compliance?
empirical evidence from Malaysian equities
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014)
The 2007 global financial crisis and the Malaysian
stock market: a sectoral analysis
by: Kassim, Salina, et al.
Published: (2011)
by: Kassim, Salina, et al.
Published: (2011)
Corporate governance and financial performance: Empirical evidence from public listed construction companies in Malaysia
by: Noordin, Nazrul Hazizi, et al.
Published: (2017)
by: Noordin, Nazrul Hazizi, et al.
Published: (2017)
Do 'Sin Stocks' deprive Islamic stock portfolios of diversification? Some insights from the Use of MGARCH-DCC
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
Do sin stocks deprive Islamic stock portfolios of diversification? some insights from the use of MGARCH-DCC
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2012)
The efficiency of trading halts: emerging market evidence
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)
by: Bacha, Obiyathulla Ismath, et al.
Published: (2008)
Islamic versus conventional stock market indices performance: empirical evidence from Turkey
by: Bayram, Kamola, et al.
Published: (2019)
by: Bayram, Kamola, et al.
Published: (2019)
Identification of macroeconomic determinants for diversification and investment strategy for Islamic unit trust funds in Malaysia
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2018)
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2018)
Does the Malaysian sovereign sukuk market offer portfolio diversification opportunities for global fixed-income investors? Evidence from wavelet coherence and multivariate-GARCH analyses
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2019)
by: Bhuiyan, Rubaiyat Ahsan, et al.
Published: (2019)
Dynamic linkages among ASEAN-5 emerging stock markets
by: Abd. Majid, M. Shabri, et al.
Published: (2009)
by: Abd. Majid, M. Shabri, et al.
Published: (2009)
Malaysian stock index futures market hedging effectiveness:
symmetric and asymmetric model
by: Haron, Razali, et al.
Published: (2019)
by: Haron, Razali, et al.
Published: (2019)
Innovation in Sukuk market: the case of Abu Dhabi perpetual Sukuk
by: Hasan, Aznan, et al.
Published: (2013)
by: Hasan, Aznan, et al.
Published: (2013)
Islamic equity market
by: Mustaffa Kamil, Nazrol Kamil
Published: (2012)
by: Mustaffa Kamil, Nazrol Kamil
Published: (2012)
The effect of GST announcement on stock market volatility:
evidence from intraday data
by: Haron, Razali, et al.
Published: (2019)
by: Haron, Razali, et al.
Published: (2019)
Constant & time-varying hedge ratio for FBMKLCI stock index futures
by: Islam, Mohd Aminul
Published: (2016)
by: Islam, Mohd Aminul
Published: (2016)
Issue in Islamic equities: a literature survey
by: Masih, Mansur, et al.
Published: (2018)
by: Masih, Mansur, et al.
Published: (2018)
An empirical investigation of fund managers’ religiosity level during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2017)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2017)
Growth and value effect on Jakarta Islamic Index: analysis towards performance of Sharia equity mutual fund
by: Rusmita, Sylva Alif, et al.
Published: (2019)
by: Rusmita, Sylva Alif, et al.
Published: (2019)
Magnet effect of price limits: evidence from Bursa Malaysia
by: Mohammad Sifat, Imtiaz, et al.
Published: (2017)
by: Mohammad Sifat, Imtiaz, et al.
Published: (2017)
Modeling univariate volatility of stock returns using stochastic GARCH models:Evidence from 4-Asian markets
by: Islam, Mohd Aminul
Published: (2013)
by: Islam, Mohd Aminul
Published: (2013)
Cointegration of Islamic stock indices: evidence from five ASEAN countries
by: Saiti, Buerhan
Published: (2015)
by: Saiti, Buerhan
Published: (2015)
A wavelet-based approach to testing shari’ah-compliant stock market contagion:evidence from the ASEAN countries
by: Saiti, Buerhan, et al.
Published: (2013)
by: Saiti, Buerhan, et al.
Published: (2013)
Diversification in conventional and Islamic stock indices: evidence from Multivariate-GARCH analysis
by: Saiti, Buerhan, et al.
Published: (2017)
by: Saiti, Buerhan, et al.
Published: (2017)
Short selling and exchange-traded funds returns:
evidence from the London Stock Exchange
by: Mohamad, Azhar, et al.
Published: (2016)
by: Mohamad, Azhar, et al.
Published: (2016)
An investigation of shariah penny stocks’ performance and its determinants: Evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2017)
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2017)
An investigation of Sharīʿah penny stocks’ performance and its determinants: evidence from Bursa Malaysia
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2019)
by: Che Ismail, Che Muhamad Hafiz, et al.
Published: (2019)
What does the relationship among unit trust funds indicate about optimal portfolio investment diversification strategy? Case of the Malaysian Islamic unit trust funds industry
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2017)
by: Othman, Anwar Hasan Abdullah, et al.
Published: (2017)
Investors’ confidence in the Malaysian stock market and religiosity during investment decisions
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2019)
Does financial cooperation agreement improve the
cointegration among ASEAN+3 money markets?
by: Rahman, Md. Saifur, et al.
Published: (2017)
by: Rahman, Md. Saifur, et al.
Published: (2017)
Malaysian Islamic capital market : regulatory and legal scaffold altercations in the legal 'Thick" jungle.
by: Hassan, Rusni, et al.
Published: (2011)
by: Hassan, Rusni, et al.
Published: (2011)
Effect of crude oil spot and futures price volatility on South
East Asia Islamic equity market
by: Quadry, Mahmud Oluwaseyi, et al.
Published: (2016)
by: Quadry, Mahmud Oluwaseyi, et al.
Published: (2016)
Examination of the AAOIFI pronouncement on Sukuk Issuance and its implication on the Future Sukuk structure in the islamic capital market in Malaysia.
by: Mohammed Idris, Umar, et al.
Published: (2011)
by: Mohammed Idris, Umar, et al.
Published: (2011)
Modelling the conditional variance and asymmetric response to past shocks in the Malaysian bond market
by: Rahman, Maya Puspa, et al.
Published: (2015)
by: Rahman, Maya Puspa, et al.
Published: (2015)
A qualitative inquiry into the investment decision behaviour of the Malaysian stock market investors
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)
by: Jaiyeoba, Haruna Babatunde, et al.
Published: (2016)
Testing the validation of the financial cooperation agreement among ASEAN+3 stock markets
by: Rahman, Md. Saifur, et al.
Published: (2017)
by: Rahman, Md. Saifur, et al.
Published: (2017)
The impact of crude oil price on Islamic stock indices of South East Asian countries: evidence from MGARCH-DCC and wavelet
approaches
by: Abdullah, Ahmad Monir, et al.
Published: (2016)
by: Abdullah, Ahmad Monir, et al.
Published: (2016)
Crude palm oil market volatility: Malaysian evidence
by: Haron, Razali, et al.
Published: (2014)
by: Haron, Razali, et al.
Published: (2014)
Corporate governance and insider trading: evidence from Malaysia
by: Ahmad Kamal, Siti Aisyah, et al.
Published: (2018)
by: Ahmad Kamal, Siti Aisyah, et al.
Published: (2018)
Similar Items
-
Do conventional and Islamic stock markets subject to different market anomalies? Empirical evidences from Indonesia and Malaysia
by: Abd. Majid, M. Shabri, et al.
Published: (2016) -
Impact of inclusion into and exclusion from the Shariah index on a stock price and Trading Volume: Event study approach
by: Kassim, Nawal Seif, et al.
Published: (2017) -
Is there a diversification “cost” of shari’ah compliance?
empirical evidence from Malaysian equities
by: Mustaffa Kamil, Nazrol Kamil, et al.
Published: (2014) -
The 2007 global financial crisis and the Malaysian
stock market: a sectoral analysis
by: Kassim, Salina, et al.
Published: (2011) -
Corporate governance and financial performance: Empirical evidence from public listed construction companies in Malaysia
by: Noordin, Nazrul Hazizi, et al.
Published: (2017)