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p-Index From 2020 - 2025
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All Journal IJEBA (International Journal of Economic, Business & Applications)
Ifa Adina Yafiz
Universitas Riau
Humanities Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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“MORE VALUEBLE?” PORTFOLIO MIX: ISLAMIC SOCIAL RESPONSIBILITY STOCK Herwinda Asri Wahyuni; Andewi Rokhmawati; Ahmad Fauzan Fathoni; Ifa Adina Yafiz
INTERNATIONAL JOURNAL OF ECONOMICS, BUSINESS AND APPLICATIONS Vol 6, No 2 (2021)
Publisher : Universitas Riau

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31258/ijeba.6.2.45-56

Abstract

This research was conducted to analyze the optimal portfolio formation using the Single Index Model method by combining stocks included in the SRI-Kehati Index and listed on the Indonesian Sharia Stock Index (ISSI) with the aim of survival and applying sharia principles then measuring optimal portfolio performance using Sharpe Index, Treynor Index, and Jansen Alpha Index. The object of research used is stocks that are consistently included in the Sri Kehati Index and ISSI for the period December 2018 - December 2019. The results of this study show that the optimal portfolio formed has a higher return compared to the benchmark (IHSG) which is 1.99%, meanwhile, the standard deviation of the portfolio or it can be interpreted as portfolio risk is 1.1%. In performance appraisal, in addition to the Jensen Index, the optimal portfolio formed has better performance than the IHSG.
Comparative Analysis of Herding Behavior in Indonesia, Malaysia, and Singapore. Adji Ramadhansyah; Andewi Rokhmawati; Fitri Fitri; Ifa Adina Yafiz
INTERNATIONAL JOURNAL OF ECONOMICS, BUSINESS AND APPLICATIONS Vol 5, No 2 (2020)
Publisher : INTERNATIONAL JOURNAL OF ECONOMICS, BUSINESS AND APPLICATIONS

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.31258/ijeba.5.2.53-65

Abstract

Herding Behavior is an investor bias that affects stock market price. Stock market is one of the factors that can influence economic condition in a country. This research examine the phenomenon of herding behavior in Indonesia, Malaysia, and Singapore from 2016 to 2019. This research used secondary data, stocks return and market return, and transformed it into Cross Sectional Absolute Deviation (CSAD) to test the dispersion level of stock return to find herding behavior indication using quantile regression. This research also comparing herding behavior between Indonesia and other two countries using independent sample t test. Result showed that in all countries there were no indication of herding behavior in all kind of market condition. This research also found the difference of herding behavior between Indonesia and other countries.
Co-Authors Adji Ramadhansyah Ahmad Fauzan Fathoni Andewi Rokhmawati Fitri Fitri Herwinda Asri Wahyuni