The conditional CAPM and cross-sectional evidence of return and beta for Islamic Unit Trust in Malaysia
The aim of this paper is to investigate the relationship between return and beta for Islamic unit trusts using the cross-sectional regression analysis. The estimation of return and beta without differentiating between positive and negative excess market returns produces a flat unconditional relatio...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
The International Islamic University Malaysia
2003
|
| Subjects: | |
| Online Access: | http://repo.uum.edu.my/3867/1/Abd.pdf http://repo.uum.edu.my/3867/ http://www.iium.edu.my/enmjournal/111art1.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|