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Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia. (2013). Herwany, Aldrin ; Febrian, Erie ; Primadhi, Adi .
In: The International Journal of Business and Finance Research.
RePEc:ibf:ijbfre:v:7:y:2013:i:5:p:23-34.

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  1. Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach. (2017). Kassim, Nawal Seif ; Ramlee, Roslily .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-02-06.

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References

References cited by this document

  1. Beneish, M.D and J.C. Gardner (1995) “ Information cost and liquidity effects from changes in DJIA list,” Journal of Financial and Quantitative analysis, p.135-157 Chakrabarti, R. Huang, W. Jayaraman, N. & Lee, J (2002) “Price and volume effects of changes in MSCI indices: Nature and causes,” Working Paper College of Business Administration, University of Hawaii at Manoa, Honolulu, HI.
    Paper not yet in RePEc: Add citation now
  2. Dhilon, U. & Johnson, H (1991) “Changes in the Standard and Poor’s lis,” Journal of Business 64.
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  3. E. Febrian et al | IJBFR ♦ Vol. 7 ♦ No. 5 ♦ 2013 Liu, S (2000) “Changes in the Nikkei 500: New evidence for downward sloping demand curves for stocks,” International Review of Finance, 1, p.245-267.

  4. Erwin, G. R. & Miller, J. M (1998) “The liquidity effects associated with addition of a stock to the S&P 500 index: Evidence from bid/ask spreads,” Financial Review 33, 131–146.

  5. Hanaeda, H. & Sarita, T (2001) “Price and volume effects associated with a change in the Nikkei 225 Index List: evidence from Tokyo Stock Exchange,” Working Paper no. 68. Graduate School of Commerce and Management, Hitotsubashi University Harris, L & Gurel, E (1986) “Price and volume effects associated with changes in the S&P 500 index: an empirical analysis,” Journal of Financial Markets 6.
    Paper not yet in RePEc: Add citation now

  6. Hess, A.C. & Frost, P.A (1982) “Test for price effects of new issues of seasoned securities,” Journal of Finance 27.

  7. IDX (Indonesia Stock Exchange), (2010) “Buku Panduan Indeks Harga Saham Bursa Efek Indonesia (Guidance Book of Indonesia Stock Exchange Index)” Kaul, A. Mehrortra, V. & Morck, R (2000) “Demand curve for stocks do slope down: new evidence from an index weights adjustment,” Journal of Finance 55.

  8. Kraus, A., and Stoll, H.R (1972) “Price impacts of block trading on the New York Stock Exchange,” Journal of Finance 27.

  9. Rahman, A.A.. Yahya, M.A. & Nasir, M.H.M (2010) “Islamic Norms for Stock Screening: A comparison between Kuala Lumpur Stock Exchange Islamic Index and the Dow jones Islamic Market Index,” International Journal of Islamic and Middle Eastern Finance and Management, Vol. 3 No. 3.
    Paper not yet in RePEc: Add citation now

  10. Roll, R (1984) “A simple implicit measure of the effective bid-ask spread in an efficient market” Journal of Finance 39.

  11. Scholes, M.S (1972) “The market for securities:substitution versus price pressure and the effect of information on share prices,” Journal of Business 45. BIOGRAPHY Erie Febrian is an assistant Professor at the Faculty of Economics & Business, Universitas Padjadjaran, Bandung, Indonesia. Email: erie_febrian.fe@unpad.ac.id; erie_febrian@yahoo.com; Office fax # +62 22 2509055. Aldrin Herwany is the head deputy, Center for Management and Business Studies at the Faculty of Economics & Business, Universitas Padjadjaran, Bandung, Indonesia. Email: aldrin.herwany.fe@unpad.ac.id; and herwany@yahoo.com; Office fax# +62 22 4239954. Adi Primadhi is a postgraduate student at the Faculty of Economics & Business, Universitas Padjadjaran, and staf at the Bank Jabar Banten (BJB), Indonesia. Email: adi.primadhi@gmail.com.
    Paper not yet in RePEc: Add citation now

  12. Shleifer, A (1986) “Do demand curves for stocks slope down?” The Journal of Finance, vol. XLI, no. 3.

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  9. Impact of Inclusion into and Exclusion from the Shariah Index on a Stock Price and Trading Volume: An Event Study Approach. (2017). Kassim, Nawal Seif ; Ramlee, Roslily .
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  14. Market REsponse to the Composition Change of Islamic Index: Evidence from Indonesia. (2013). Herwany, Aldrin ; Febrian, Erie ; Primadhi, Adi .
    In: The International Journal of Business and Finance Research.
    RePEc:ibf:ijbfre:v:7:y:2013:i:5:p:23-34.

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  15. The Price Response to KIKKEI 225 Stocks Index Adjustments. (2012). Tu, Chia-Jung .
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  16. Do Stock Investors Value Corporate Sustainability? Evidence from an Event Study. (2011). Cheung, Adrian (Wai-Kong) ; Adrian Wai Kong Cheung, .
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  17. The price effects of index additions: A new explanation. (2011). Liu, Shinhua.
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  19. Do Pacific Basin Investors Value Corporate Sustainability?. (2010). Roca, Eduardo ; Cheung, Adrian (Wai-Kong) ; WK Adrian Cheung, .
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  20. The effect of changes in index constitution: Evidence from the Korean stock market. (2010). Yun, Jooyoung ; Kim, Tong S..
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