p-Index From 2021 - 2026
21.256
P-Index
This Author published in this journals
All Journal Jurnal Manajemen Terapan dan Keuangan Jurnal Pendidikan Akuntansi (JPAK) Jurnal Kawistara : Jurnal Ilmiah Sosial dan Humaniora Riset Manajemen dan Akuntansi Jurnal Akuntansi Bisnis Benefit: Jurnal Manajemen dan Bisnis KEUNIS Riset Akuntansi dan Keuangan Indonesia Jurnal Mirai Management Jurnal Akuntansi dan Pajak Jurnal Ekonomi Pembangunan STIE Muhammadiyah Palopo Equilibrium: Jurnal Ilmiah Ekonomi, Manajemen dan Akuntansi Jurnal Akuntansi STIE Muhammadiyah Palopo Jurnal Ekonomi dan Bisnis Journal of Economic, Bussines and Accounting (COSTING) SENTRALISASI SEIKO : Journal of Management & Business Owner : Riset dan Jurnal Akuntansi EQIEN - JURNAL EKONOMI DAN BISNIS JOURNAL OF SCIENCE AND SOCIAL RESEARCH ISOQUANT : Jurnal Ekonomi, Manajemen dan Akuntansi YUME : Journal of Management Widya Balina :Jurnal Ilmu Pendidikan dan Ekonomi Journal Of Management Science (JMAS) AKUNTABILITAS: Jurnal Penelitian dan Pengembangan Akuntansi Syntax Idea Journal of Economics, Business, and Government Challenges Jurnal Ilmiah Edunomika (JIE) Proceeding of National Conference on Accounting & Finance Jurnal Kesehatan Panrita Husada Community Engagement and Emergence Journal (CEEJ) Management Studies and Entrepreneurship Journal (MSEJ) Reviu Akuntansi dan Bisnis Indonesia Tangible Journal Dinasti International Journal of Economics, Finance & Accounting (DIJEFA) Economics and Digital Business Review Jurnal Revenue : Jurnal Ilmiah Akuntansi JUDICIOUS: Journal of Management Jurnal Akuntansi dan Keuangan Kontemporer (JAKK) Jurnal Pendidikan Nusantara Jurnal Pendidikan Nusantara Transekonomika : Akuntansi, Bisnis dan Keuangan Jurnal Bina Bangsa Ekonomika Abdi Psikonomi Improvement: Jurnal Manajemen dan Bisnis Golden Ratio of Auditing Research Management Science Research Journal Prosiding University Research Colloquium Jurnal Ilmiah MEA (Manajemen, Ekonomi, dan Akuntansi) Journal Research of Social Science, Economics, and Management PERMANA : Jurnal Perpajakan, Manajemen, dan Akuntansi Duconomics Sci-meet (Education & Economics Science Meet) Paradoks : Jurnal Ilmu Ekonomi Riset Ilmu Manajemen Bisnis dan Akuntansi Bharasumba Jurnal Multidispliner Majapahit Journal of Islamic Finance dan Management Al-Kharaj: Jurnal Ekonomi, Keuangan & Bisnis Syariah El-Mal: Jurnal Kajian Ekonomi & Bisnis Islam Majapahit Journal of Islamic Finance dan Management Riset Akuntansi dan Keuangan Indonesia Jurnal Kawistara Journal of Ekonomics, Finance, and Management Studies Jurnal Ekonomi, Manajemen, Akuntansi Seminar Nasional Pariwisata dan Kewirausahaan (SNPK)
Claim Missing Document
Check
Articles

Found 2 Documents
Search
Journal : sentralisasi

Analysis Comparative Method Shari’a Compliant Asset Pricing Model Lestari, Bekti Wiji; Setiawati, Erma; Sasongko, Noer
SENTRALISASI Vol 10, No 2 (2021): Sentralisasi
Publisher : Universitas Muhammadiyah Sorong

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33506/sl.v10i2.1283

Abstract

The researcher's view of the CAPM model is not in accordance with the Islamic economy because there is an Rf element as an instrument that contains an interest element, so a modified model of CAPM based on sharia is introduced, namely SCAPM. This study aims to analyze the differences in the SCAPM method according to Tomkins & Karim (1987) SCAPM non Rf, Ashker (1987) SCAPMZ, Shaikh (2010) SCAPM NGDP, and Hanif (2011) SCAPMI. The sampling technique used was purposive sampling and obtained 19 samples. Data analysis used is the calculation of Mean Absolute Deviation (MAD), Mean Square Error (MSE), and the coefficient of determination. The results of the calculation of Mean Absolute Deviation (MAD) and Mean Square Error (MSE) explain that there are differences from the SCAPM models without risk free rate, SCAPMZ, SCAPM NGDP, and SCAPMI. Meanwhile, SCAPMI has the best explanatory power than the other four SCAPM models. It is recommended that Islamic and conventional investors use SCAPMZ modeling in predicting stock returns.
Analysis Comparative Method Shari’a Compliant Asset Pricing Model Bekti Wiji Lestari; Erma Setiawati; Noer Sasongko
SENTRALISASI Vol. 10 No. 2 (2021): Sentralisasi
Publisher : Universitas Muhammadiyah Sorong

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33506/sl.v10i2.1283

Abstract

The researcher's view of the CAPM model is not in accordance with the Islamic economy because there is an Rf element as an instrument that contains an interest element, so a modified model of CAPM based on sharia is introduced, namely SCAPM. This study aims to analyze the differences in the SCAPM method according to Tomkins & Karim (1987) SCAPM non Rf, Ashker (1987) SCAPMZ, Shaikh (2010) SCAPM NGDP, and Hanif (2011) SCAPMI. The sampling technique used was purposive sampling and obtained 19 samples. Data analysis used is the calculation of Mean Absolute Deviation (MAD), Mean Square Error (MSE), and the coefficient of determination. The results of the calculation of Mean Absolute Deviation (MAD) and Mean Square Error (MSE) explain that there are differences from the SCAPM models without risk free rate, SCAPMZ, SCAPM NGDP, and SCAPMI. Meanwhile, SCAPMI has the best explanatory power than the other four SCAPM models. It is recommended that Islamic and conventional investors use SCAPMZ modeling in predicting stock returns.
Co-Authors Abid Ramadhan Afifah Nur Husna Aflintang Wahyu Nur A’ni Agus Endro Suwarno AINAN SALSABIILAA Aini, Indah Nur Alifah Sekarningrum Alvi Rahmania Putri Amelia Romandhoni Novitasary Andy Dwi Bayu Bawono Anida Ikhwatun Karimah Aprilia Puri Astuti Apsta, Widya Ari Setyanto Arie Vicky Galan Ramadhan Arum S, Nurlita Ashar Mukhammad Akbar Atria Dea Permata Aulia, Chania Avika Miya Olistya Depp Baety Nur Rohmah BANDI Baningrum, Ratih Mar Banu Witono Bekti Wiji Lestari Berliana Rachma Khairunnisa Burhanudin, Cahyani Maulidya Cahyaningrum, Rasita Isnaini CHANIA AULIA Chania Aulia Chrisninditya, Ivana Diva Conteh, Abdul Deby Ilma Aulia Dendy Arda Pratama Derbi Ageng Kertaning Kalbu Desi Argita Karismawati Desi Argita Karismawati Desilis Kartika Devaria Aisya Setyowati Dewi Kartika Sari Dewi Sekar Tanjung Diana Puspitasari Diana, Ulfi Dimas Bagus Maulino Wibowo Dimas Ilham Nur Rois Diyah Nurhidayati Dwianto, Agus Dyah Mutiara Fadhila Dyana Madyaratri Efendi, Ifin Aria Eni Kusumawati Eny Kusumawati Eny Kusumawati Erma Marga Rosit Erna Noviyanti Eskasari Putri Evi Dewi Kusumawati Evi Dewi Kusumawati Fadya Almira Farah Dzakiyyah Maulida Farah Ordina Ardha Sukma Fatchan Achyani Fatchan, Fuad Hudaya Fatma, Inanda Karina Artika Fatmaningtyas, Sastria Fauzan Fauziyyah, Fadhilah Nur Febrianti, Adilla Rahmah Fitrianingrum, Erika Fitrotussalma, Novia Frisca Fitriana Lulfi Galuh Raslina Gesti Putri Wahyudi Hanifah Uswatun Khasanah Hanun, Yuliana Hasna Hardina, Lulu Helmi, Neyla Faizza Tyasti Himawan Prasetyo Ifin Aria Efendi Ika Damayanti IKA DAMAYANTI Inanda Karina Artika Fatma Inayati, Luthfiana Indah Nur Aini Indah Permata Dewi Indah Permata Sari Ines Dyah Ayu Hapsari Ivana Diva Chrisninditya Julian, Andika Kertaning Kalbu, Derbi Ageng Kholid Jundi Ar-Ridho Kurnia Rhamadita Aryani Kurniasari, Elvira Putri Kusumawati, Berlina Lia Ramadhani Fatchan Linda Ayu Purwaningsih Lulu Hardiana Lutfiana Cahya Ningrum M. Sholahuddin Mahameru Rosy Rochmatullah Marcella Aulia Dewi Maria Susila Sumartiningsih Maryunda, Monic Anastasya Maulida, Farah Dzakiyyah Mellisa, Sefi Melycha Putri Rianida Monic Anastasya Maryunda Muchammad Azrial Akbar Muhammad Ridwan Agung Patria Nagara Mujiyati Mukhammad Akbar, Ashar Mutia Rida Utami Mutiara Saksono Putri Nabila Khairunnisa Nabila Putri Ameliya Nadia Farah Dina Nana Naraika Naminingsih Nanda Devista Devista Naovi Aprilia Bima Safana Nashirotun Nisa Nurharjanti Nasywa Nathania Hirda Neyla Faizza Tyasti Helmi Nica Tria Utami Ningsih, Wiwit Indah Lestari Nisrina Hanun Iftadi Noer Sasongko Novi Nur Ifgayani Novia Fitrotussalma Noviyanti, Erna Nur Farah Aulia Nuraisyah, Ratna Putri Nurhidayati, Diyah Nurlita Arum S Nursiam, Nursiam Pardiyanto Pardiyanto Pardiyanto, Pardiyanto Pawestri, Nabila Sophia Dwita Puput Ayu Rukmana Purwaningsih, Linda Ayu Purwitasari, Afrida Putri Rohmatul Ummah Putri, Eskasari Putri, Tri Asti Sari Qodri Royani Rahayu, Siti Nurhayati Ning Ramadhan, Arie Vicky Galan Ratih Mar Baningrum Ratri Nur Azizah Redhona Gevi Waluyo Putri Renata Virgina Arifin Rianida, Melycha Putri Ricky Riyanto Iksan Rima Berlian Putri Rina Trisnawati Rina Trisnawati, Ph.D Riskahayu Hermayanti Rochmatullah ., Rochmatullah Rohmah, Baety Nur Rois, Dimas Ilham Nur Roostina Nugraheni Putri Rosa Indriana, Octavia Rosa Milleniva Triandani Rosiyana, Intan Salsa Ramadina Salsabila Putri Widyadana Salvania Ayu Pramudita Saputri, Iin Nilam Sari, Nadila Afika Sayyidah Alifah Rahmani Sekarningrum, Alifah Setyanto, Ari Setyowati, Devaria Aisya Shafira Syauqina Munifah Shinta Permata Sari Shinta Permata Sari Shinta Permata Sari Silvi Novita Dewi Siti Aisyah Salim Siti Asiyah Siti Nurhayati Ning Rahayu Siti Nurhayati Ning Rahayu Sri Murwanti Syamsiah, Tiara Dwi Syeila Azizatul Khofifah Tiara Rahmawati Triandani, Rosa Milleniva Trisnawati, *Rina Triyono Triyono Ulfi Diana Uswatun Hasanah Utami, Nica Tria Vinka Wendi Hestinasari Wahyu Putra Utama Wahyu Putra Utama Wahyu Tiska Diana Wardhani, Ayu Riya Wati Tri Utami Wida Ramadhan, Adelia Ari Wijayanti, Sekar Arum Windi Febriyanti Putri Inayah Wiwit Indah Lestari Ningsih Wiyadi Wiyadi Yayuk Sri Wahzuni Yuliana Hasna Hanun Yulika Ambar Sari Zulfikar Zulfikar