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Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010

The economic recession that hit the world in 2007 to 2009 had a direct impact on the Islamic capital market in Malaysia. The data from the year 2007 to 2010 have shown that the Islamic stock market index has a higher volatility than conventional indexes, and this is what makes the return rate of Sha...

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Main Authors: Romli, N., Mohamad, A.A.S., Yusof, M.F.M.
Format: Article
Language:English
Published: 2012
Subjects:
HF Commerce
HG Finance
Online Access:http://eprints.um.edu.my/9615/1/00009719_83897.pdf
http://eprints.um.edu.my/9615/
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spelling my.um.eprints.96152019-01-24T05:48:55Z http://eprints.um.edu.my/9615/ Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010 Romli, N. Mohamad, A.A.S. Yusof, M.F.M. HF Commerce HG Finance The economic recession that hit the world in 2007 to 2009 had a direct impact on the Islamic capital market in Malaysia. The data from the year 2007 to 2010 have shown that the Islamic stock market index has a higher volatility than conventional indexes, and this is what makes the return rate of Shariah index becomes unstable. The main aim of this study was to examine the volatility in the Islamic stock market. The instability of the market volatility returns may attract investors who prefer a risk stock market, because this market has the potential to provide a high return rate. On the other hand, the situation is to encourage Muslim investors that it is their duty to ignore speculation and invest, because rapid withdrawal from the markets will not be beneficial to many and may affect the goals to enhance Muslims’ economy. 2012 Article PeerReviewed application/pdf en http://eprints.um.edu.my/9615/1/00009719_83897.pdf Romli, N. and Mohamad, A.A.S. and Yusof, M.F.M. (2012) Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010. African Journal of Business Management, 6 (29). pp. 8490-8495. ISSN 1993-8233 DOI: 10.5897/AJBM11.1049
institution Universiti Malaya
building UM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaya
content_source UM Research Repository
url_provider http://eprints.um.edu.my/
language English
topic HF Commerce
HG Finance
spellingShingle HF Commerce
HG Finance
Romli, N.
Mohamad, A.A.S.
Yusof, M.F.M.
Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010
description The economic recession that hit the world in 2007 to 2009 had a direct impact on the Islamic capital market in Malaysia. The data from the year 2007 to 2010 have shown that the Islamic stock market index has a higher volatility than conventional indexes, and this is what makes the return rate of Shariah index becomes unstable. The main aim of this study was to examine the volatility in the Islamic stock market. The instability of the market volatility returns may attract investors who prefer a risk stock market, because this market has the potential to provide a high return rate. On the other hand, the situation is to encourage Muslim investors that it is their duty to ignore speculation and invest, because rapid withdrawal from the markets will not be beneficial to many and may affect the goals to enhance Muslims’ economy.
format Article
author Romli, N.
Mohamad, A.A.S.
Yusof, M.F.M.
author_facet Romli, N.
Mohamad, A.A.S.
Yusof, M.F.M.
author_sort Romli, N.
title Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010
title_short Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010
title_full Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010
title_fullStr Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010
title_full_unstemmed Volatility analysis of FTSE Bursa Malaysia: Study of the problems of Islamic stock market speculation in the period 2007 to 2010
title_sort volatility analysis of ftse bursa malaysia: study of the problems of islamic stock market speculation in the period 2007 to 2010
publishDate 2012
url http://eprints.um.edu.my/9615/1/00009719_83897.pdf
http://eprints.um.edu.my/9615/
_version_ 1643688610092810240
score 13.211869

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