This study investigates the key determinants of corporate performance in Malaysia. Using panel data (2002-2007) of 361 companies listed in Malaysia, the study finds dividend per share, use of debt, number of board members, and last year’s performance to be the most significant determinants of...

Asset prices are strongly connected to macroeconomic variables even in the presence of investor sentiment. On the other hand, if investor sentiment is a significant determinant in Islamic stock market, it will raise critiques on the need of Shariah compliant markets. Consequently, newer studies...

In the context of the rapidly growing demand for green investments and the need to combat climate change, this study contributes to the emerging literature on green investments by exploring the time-frequency connectedness between green bonds (GBs) and green equities. Specifically, we examine...

Purpose Ever since the publication of the original Jegadeesh and Titman (1993) study, momentum effect has been tested vigorously to validate its pervasiveness for different time periods and across different markets. In spite of numerous out-of-sample tests, there is one apparent alibi – little...