Majid, M. Shabri Abd.; Yusof, Rosylin Mohd. - In: Humanomics: The International Journal of Systems and Ethics 25 (2009) May, pp. 127-141
Purpose – The purpose of this paper is to explore the extent to which macroeconomic variables affect the Islamic stock market behavior in Malaysia in the post 1997 financial crisis period. Design/methodology/approach – The paper employs the latest estimation technique of autoregressive...