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dc.contributor.authorMohd Jaapar, Asmah-
dc.date.accessioned2019-02-04T04:23:58Z-
dc.date.available2019-02-04T04:23:58Z-
dc.date.issued2018-
dc.identifier.citationMohd Jaapar, Asmah. (2018). The impact of change in index constituents on the affected stock and fund performance (Doctoral dissertation). INCEIF, Kuala Lumpur. Retrieved from http:en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/3023-
dc.description.abstractThe changes in equity index composition have a dual impact, first, to the constituent stocks that make up the index and second, to the index funds that track the index. This study investigates the index effect at constituent stocks level and index funds level using Shari'ah blue-chip indices and their corresponding i-ETFs. The findings of this study provide a new evidence on price discovery contrary to index effect reported in conventional index studies. Specifically, the study discovers the index effect in an opposite direction, i.e., additions suffered negative abnormal returns while deletions gained positive abnormal returns around index revision period. Available in physical copy only (Call Number: t HG 4551 A836)en_US
dc.languageEnglish-
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2018. INCEIF-
dc.sourceGS-
dc.subjectIndex effecten_US
dc.subjectShari'ah blue-chip indicesen_US
dc.subjectIslamic Exchange Traded Funds (i-ETFs)en_US
dc.subjectMalaysiaen_US
dc.titleThe impact of change in index constituents on the affected stock and fund performanceen_US
dc.typePhDen_US
ikr.topic.maintopicIslamic capital marketsen_US
ikr.doctypeTheses-
dc.contributor.supervisorRamadili Mohd, Shamsher Mohamad-
dc.contributor.supervisorMohd Rasid, Mohamed Eskandar Shah-
Appears in Collections:PhD


There are no files associated with this item.
Full metadata record
DC FieldValueLanguage
dc.contributor.authorMohd Jaapar, Asmah-
dc.date.accessioned2019-02-04T04:23:58Z-
dc.date.available2019-02-04T04:23:58Z-
dc.date.issued2018-
dc.identifier.citationMohd Jaapar, Asmah. (2018). The impact of change in index constituents on the affected stock and fund performance (Doctoral dissertation). INCEIF, Kuala Lumpur. Retrieved from http:en_US
dc.identifier.urihttps://ikr.inceif.org/handle/INCEIF/3023-
dc.description.abstractThe changes in equity index composition have a dual impact, first, to the constituent stocks that make up the index and second, to the index funds that track the index. This study investigates the index effect at constituent stocks level and index funds level using Shari'ah blue-chip indices and their corresponding i-ETFs. The findings of this study provide a new evidence on price discovery contrary to index effect reported in conventional index studies. Specifically, the study discovers the index effect in an opposite direction, i.e., additions suffered negative abnormal returns while deletions gained positive abnormal returns around index revision period. Available in physical copy only (Call Number: t HG 4551 A836)en_US
dc.languageEnglish-
dc.language.isoengen_US
dc.publisherINCEIFen_US
dc.rights2018. INCEIF-
dc.sourceGS-
dc.subjectIndex effecten_US
dc.subjectShari'ah blue-chip indicesen_US
dc.subjectIslamic Exchange Traded Funds (i-ETFs)en_US
dc.subjectMalaysiaen_US
dc.titleThe impact of change in index constituents on the affected stock and fund performanceen_US
dc.typePhDen_US
ikr.topic.maintopicIslamic capital marketsen_US
ikr.doctypeTheses-
dc.contributor.supervisorRamadili Mohd, Shamsher Mohamad-
dc.contributor.supervisorMohd Rasid, Mohamed Eskandar Shah-
Appears in Collections:PhD


There are no files associated with this item.