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.

Metadata

Item Type: Student Project
Creators:
CreatorsID Num. / Email
Ahmad Razali, SyazuwanieUNSPECIFIED
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
Item ID: 19578
Uncontrolled Keywords: UiTM Cawangan Johor
URI: http://ir.uitm.edu.my/id/eprint/19578

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