CORRELATION ANALYSIS OF SHARIA CAPITAL MARKET GROWTH WITH INDEX SHARIA CAPITAL MARKET PERFORMANCE

نویسندگان

چکیده

This research is intended for informative purposes and adds insight regarding the capital market, Islamic growth of market in Indonesia which analyzed based on its correlation with performance index compared to conventional tested through 3 test analyzes using Sharpe, Treynor, Jensen. was conducted data from 2007 2019. study aims provide information related relationship between over time (2013-2019).

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Evaluation Iran Capital Market Hedging using World Capital Market (Simultaneous Investment in Iran Stock Exchange Market & World Gold Market)

Hedging is one of the most important topics in investment field, which could be noticed from different points of view. We evaluate the role of gold relative to different indices in Tehran Security Exchange (TSE) as a representative of Iran Capital Market .In this topic gold charecterristics of “save haven” and “hedge” versus TSE are studided. Daily Price Returns of 21 TSE stock indices and dail...

متن کامل

Capital Market Governance: How Do Security Laws Affect Market Performance?

This paper examines the link between capital market governance (CMG) and several key measures of market performance. Using detailed data from individual stock exchanges, we develop a composite CMG index that captures three dimensions of security laws: the degree of earnings opacity, the enforcement of insider laws, and the effect of removing short-selling restrictions. We find that improvements...

متن کامل

Market Growth as Influenced by Capital Investment

The manager, by evolving the policies that guide decision making, designs a corporate system. Such systems have a feedback loop structure that determines the growth and stability of the enterprise. The complexity of these systems usually precludes intuitive determination of how a policy change will affect the total system. A simulation model of the feedback structure and policies allows one to ...

متن کامل

Performance Analysis and Rating of Insurance Companies Using DEA in Iran Capital Market

In this research, we evaluated performance analysis and ranking of insurance companies listed on the capital market of Iran using data envelopment analysis. In respect of the target the research is applied. The type of research design relying on historical data, is event following and inductive method is inference. The study is consisted of a key question and three sub-questions. This research ...

متن کامل

Modeling Volatility Spillovers in Iran Capital Market

This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Multidiciplinary Output Research for Actual and International Issue

سال: 2023

ISSN: ['2808-6635']

DOI: https://doi.org/10.54443/morfai.v3i2.848