Sustainable and responsible investment in Indonesia and Malaysia: an event study on SRI-KEHATI and FTSE4GBM Indices
The purpose of this research is to examine the effect of SRI index on abnormal return of added to and deleted stocks of two countries, Indonesia (SRI-KEHATI) and Malaysia (FTSE4GBM). The effect was examined using CAAR of the stock around index announcement. This research was conducted using event st...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Islam Indonesia
2021-01-01
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| Series: | Jurnal Siasat Bisnis |
| Subjects: | |
| Online Access: | https://journal.uii.ac.id/JSB/article/view/17006/10951 |