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 s...

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Bibliographic Details
Main Authors: Klara Petra Theodora Targanski, Werner R. Murhadi
Format: Article
Language:English
Published: Universitas Islam Indonesia 2021-01-01
Series:Jurnal Siasat Bisnis
Subjects:
Online Access:https://journal.uii.ac.id/JSB/article/view/17006
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