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Performance of global islamic indices


Citation

Zaminor Zamzamir @Zamzamin and Nor Asma Ahmad and Nazeehah Badri (2014) Performance of global islamic indices. In: 3rd International Conference on Business and Communication, 23 hingga 24 April 2014, Swiss Garden Hotel, Kuala Lumpur.

Abstract

This study exsamines the performance of global islamic indices between islamic and conventional indices during the period of 1st January 1999 to 31st October 2011. There are 12 global islamic and conventional indices selected which cover eight countries such as United States, United Kingdom, Malaysia, Indonesia,Hong Kong, Switzerland, Indian and France. The risk adjusted performance measurement is employs to estimate both islamic and conventional indices. The correlation coefficient and t-test is used to test the relationship and mean returns between both islamic and conventional indices. The results shows that islamic indices are outperformed and better compare to conventional indices

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Additional Metadata

Item Type: Conference or Workshop Item (Paper)
Collection Type: Institution
Uncontrolled Keywords: Islamic index - Conventional index - Performance - Risk adjusted measurement
Faculty/Centre/Office: Faculty of Entrepreneurship and Business
Depositing User: Repository Admin
Date Deposited: 21 Jul 2014 04:39
Last Modified: 23 May 2022 12:14
URI: http://discol.umk.edu.my/id/eprint/9093
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