SYARIAH AND CONVENTIONAL STOCKS: A COMPARATIVE STUDY USING STOCHASTIC DOMINANCE

This study compares the performance of Syariah stocks to that of Conventional stocks in the non-crisis, crisis, and overall periods, using the Stochastic Dominance approach of Davidson and Duclos (2000). A sample of Indonesian stocks from Daftar Efek Syariah (DES) and Malaysian stocks from Senarai S...

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Autori principali: Utomo, Agus Saur, Hanafi, Mamduh M
Natura: Articolo
Lingua:English
Pubblicazione: Assumption University 2022
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Accesso online:https://repository.ugm.ac.id/282983/1/32%20Utomo%20A.S.%3B%20Hanafi%20M.M..pdf