The impact of revised shariah screening methodology on stock market return: evidence from consumer sector

Ahmad Razali, Syazuwanie (2014) The impact of revised shariah screening methodology on stock market return: evidence from consumer sector. [Student Project]

Abstract

This paper aim is to investigate the impact of revised shariah screening methodology on
stock market returns of 55 consumer companies that are listed in shariah-compliance
securities. This study aims to see whether the revised shariah screening methodology will
impact the stock market performance before and after it were implement by using daily
stock price and shariah index for 60 days before and 60 days after and to calculate the
abnormal return using a matched pair t-test to measure the before and after comparison.

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Item Type: Student Project
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Ahmad Razali, Syazuwanie
UNSPECIFIED
Subjects: H Social Sciences > HG Finance > Investment, capital formation, speculation > Stock price indexes. Stock quotations
Divisions: Universiti Teknologi MARA, Shah Alam > Faculty of Business and Management
Keywords: UiTM Cawangan Johor
Date: December 2014
URI: https://ir.uitm.edu.my/id/eprint/19578
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