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...
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | English |
| Publicado em: |
The International Islamic University Malaysia
2003
|
| Assuntos: | |
| Acesso em linha: | https://repo.uum.edu.my/id/eprint/3867/1/Abd.pdf |