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All Journal Jurnal Akademi Akuntansi (JAA) Proceeding International Annual Conference Economics, Management, Business, and Accounting
Ely Windarti Hastuti
University of Darussalam Gontor
Economics, Econometrics & Finance Social Sciences

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Islamicity Performance Index Dan Islamic Social Reporting Terhadap Kinerja Perbankan Syariah Di Indonesia Pasca Covid-19 Cahaya Fitriana Dewi Amala; Malihatin; Citra Amanda; Ely Windarti Hastuti
Jurnal Akademi Akuntansi Vol. 5 No. 4 (2022): Jurnal Akademi Akuntansi (JAA)
Publisher : Universitas Muhammadiyah Malang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22219/jaa.v5i4.22886

Abstract

Islamic banking is an institution that works to carry out company activities in accordance with sharia principles. Islamic banking needs to measure financial performance in the post-covid-19 period. The ratios that can be used to measure financial performance are Islamicity Performance Index and Islamic Social Reporting. This study aims to analyze the effect of the Islamicity Performance Index and Islamic Social Reporting on the financial performance of Islamic banking in Indonesia after COVID-19. This type of research is quantitative. The sample used is in 2020-2021 totaling 11 samples. The data analysis technique used is panel data regression analysis which is processed using the Eviews 12 program. The results of this study indicate that the Islamicity Performance Index and Islamic Social Reporting shows that there is a significant effect on Financial Performance.
Analysis of Market Responses to Lockdown Effect of Covid-19 Pandemic in Indonesia and Malaysia (Studies on Companies Listed on Jakarta Islamic Index and FTSE Bursa Malaysia Hijrah Syariah Index) Afny Suci Ningsih; Ely Windarti Hastuti; Salysya Dzakiyah Al Abidah
Proceeding International Annual Conference Economics, Management, Business, and Accounting Vol. 1 (2023): Proceeding International Annual Conference Economics, Management, Business, and Accou
Publisher : IAEI

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Abstract

The announcement of lockdowns in Indonesia and Malaysia due to Covid-19 affected the formation of stock price fluctuations because stock prices continued to change, known as volatility. Measurements on the stock market that occur as a result of an event use the market response that is determined by abnormal returns and trading volume activity. The purpose of this study was to analyze abnormal returns and trading volume activity on the lockdown effect in Indonesia and Malaysia. This type of research is quantitative. The samples used were 19 companies listed on the Jakarta Islamic Index which were consistently listed during the lockdown due to Covid-19 and the 10 best constituents on the FTSE Bursa Malaysia Hijrah Syariah. The data analysis technique used is the normality test using the Kolmogorov-Smirnov test and the significance test. The results of the study showed that there was no reaction to abnormal returns when setting the Large Scale Social Restrictions policy and Imposing Restrictions on Community Activities in Indonesia, but there was a reaction to abnormal returns when setting the Movement Restriction Order policy in Malaysia. As for trading volume activity, there was no reaction to the enactment of the Large-Scale Social Restrictions policy, the Enforcement of Restrictions on Community Activities, and Orders to Restrict Movement in Indonesia and Malaysia.
Co-Authors Afny Suci Ningsih Cahaya Fitriana Dewi Amala Citra Amanda Malihatin Salysya Dzakiyah Al Abidah