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All Journal Among Makarti BISNIS: Jurnal Bisnis dan Manajemen Islam IQTISHADIA Jurnal Penelitian Ekonomi dan Bisnis KEUNIS Gender Equality: Internasional Journal of Child and Gender Studies EDULITE: Journal of English Education, Literature and Culture Jurnal Akuntansi dan Pajak Jurnal Ilmiah Ekonomi Islam Economica: Jurnal Ekonomi Islam Journal of Finance and Islamic Banking al-Uqud : Journal of Islamic Economics Indonesian Journal of Islamic Literature and Muslim Society SYIRKAH Journal of Islamic Economic Laws IJISH (International Journal of Islamic Studies and Humanities) Magisma: Jurnal Ilmiah Ekonomi dan Bisnis NOTION: Journal of Linguistics, Literature, and Culture Jurnal Ekonomi Manajemen Jurnal Pemberdayaan Masyarakat Universitas Al Azhar Indonesia Journal of Islamic Accounting and Finance Research AT-TASYRI' Jurnal Ilmiah Prodi Muamalah ASIAN JOURNAL OF ISLAMIC MANAGEMENT (AJIM) MALIA: Journal of Islamic Banking and Finance Iqtishadia: Jurnal Kajian Ekonomi dan Bisnis Islam Asy Syar'iyyah: Jurnal Ilmu Syari'ah dan Perbankan Islam Munaddhomah: Jurnal Manajemen Pendidikan Islam BABASAL English Education Journal Transformatif: Jurnal Pengabdian Masyarakat Journal of Management and Digital Business BanKu: Jurnal Perbankan dan Keuangan Jeksyah Muslim Business and Economic Review Velocity: Journal of Sharia Finance and Banking INASJIF ASNAF Journal of Finance and Islamic Banking Tarbi: Jurnal Ilmiah Mahasiswa Lire Journal (Journal of Linguistics and Literature) Indonesian Journal of Islamic Literature and Muslim Society Jurnal Studi Islam dan Sosial Alkasb: Journal of Islamic Economics BAABU AL-ILMI: Ekonomi dan Perbankan Syariah Journal of Islamic Economic Laws
Hasyim, Fuad
Institut Agama Islam Negeri Surakarta
Religion Arts Humanities Biochemistry, Genetics & Molecular Biology Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Environmental Science Languange, Linguistic, Communication & Media Law, Crime, Criminology & Criminal Justice Physics Public Health Social Sciences Other

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Journal : Jurnal Penelitian Ekonomi dan Bisnis

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Impact of Israelli-Boycotts on Stock Volatility: A GARCH Analysis of Unilever and Indofood Hasyim, Fuad; Sukardi, Budi
Jurnal Penelitian Ekonomi dan Bisnis Vol. 10 No. 2 (2025): September 2025
Publisher : Universitas Dian Nuswantoro Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.33633/jpeb.v10i2.11362

Abstract

This study examines the impact of boycotts on stock volatility, focusing on three major companies: Unilever Indonesia (UNVR), Unilever Global (ULVR), and PT Indofood Sukses Makmur (INDF). Utilizing the GARCH (1,1) model, the research analyzes the volatility patterns of these stocks over a specified period, incorporating external events such as boycotts. The findings reveal that UNVR exhibits higher volatility compared to ULVR and INDF, indicating its greater sensitivity to market changes. Interestingly, the study finds that the dummy variable representing war events is not significant in explaining stock return volatility, suggesting that such events do not meaningfully impact volatility during the observation period. However, a noticeable decline in stock prices for UNVR and ULVR during the boycott period highlights the nuanced effect of external pressures on market performance. These results underscore the importance of understanding the differential impacts of external events on stock volatility and prices, providing valuable insights for investors and policymakers in managing risk and making informed decisions.
Co-Authors Adhi Kresna Jiwayana Agung Wahyudi Agus Setiawan Ahmad Muhsin Al Amin, Nur Hidayah Alfina Rahmatika Ardityasari, Resyta Aulia Asmaradhan, Najwa Salsabila Awwal, Muhammad Al Faridho Budi Sukardi Fauzi, Achmad Noor Hanafi, Syafiq Mahmadah Helmi Haris Hidayat, Muhammad Fikri Hidayati, Iman Sabarisman Indarta, Ahmad Intan Sari Jawid Marwat, Mohammad Junaedi Junaedi Junaidi Junaidi Kurniyadi, Kurniyadi Kusumawati, Rizqi Adhyka Lukito , Ratno Moh. Nurul Qomar, Moh. Nurul Muafi Mubarokah, Laeli Munawwaroh, Hafsotul Nanik Rahayu Ningrum, Nur Sakti Nur Hapsari, Adelia Nurjannah Nurul Fauziah Nurul Fauziyah, Nurul Nurwulan Purnasari Oktaviana, Sherly Pangesti, Putri Ika Pratiwi, Ngestiaga Putra, Trisno Wardy Putri, Desila Rosiana Ramly, Arroyan Resyta Aulia Ardityasari Rina Sari Qurniawati, Rina Sari Ririn Tri Ratnasari Rosiyani, Novia Rosuli, Abdi Rusgianto, Sulistya Saleh, Husny Gibreel Musa Saputri, Nur Handayani Setianingsih, Hesti Eka Syafi'i, Imam Usnan, Usnan Widyaningsih, Meilana Wuryaningsih Dwi Sayekti Yaktiworo Indriani Yulfan Arif Nurohman