The effect of addition and deletion of Shariah-compliant securities in Bursa Malaysia

The purpose of this chapter is to determine the effect of addition and deletion of shari'ah-compliant securities in Bursa Malaysia. Data on Mean Cumulative Abnormal Returns (MCARs) for each addition/deletion announcements and volatility by subsamples partitioning is used. Then, the Event Study...

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Bibliographic Details
Published in:Advances in Business and Management
Main Author: Mohamad S.R.; Daud N.M.
Format: Book chapter
Language:English
Published: Nova Science Publishers, Inc. 2011
Online Access:https://www.scopus.com/inward/record.uri?eid=2-s2.0-85060175512&partnerID=40&md5=5c1c2aad205c1e3065b9aca918aab3b8