AKUNTABILITAS
Vol 11, No 2 (2018)

Information Content Hypotesis Pada Saham Terindeks JII

Yayu Putri Senjani (UIN Sunan Kalijaga Yogyakarta)
Randi Irawan Wibantoro (UIN Sunan Kalijaga Yogyakarta)



Article Info

Publish Date
16 Aug 2018

Abstract

This research aims to test Information Content Hypothesis of Jakarta Islamic Index (JII) for stock prices. Two Independent Samples T-Test is used to test the difference of 195 stock prices in 39 companies entering and leaving the 5 JII lists during 2015-2017. The result is that there are differences of stock prices when company is listed compared to the stock prices when the company is taken out in the JII list. The companies have higher stock prices when it entered than when it is excluded in JII. 

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Journal Info

Abbrev

akuntabilitas

Publisher

Subject

Economics, Econometrics & Finance

Description

AKUNTABILITAS (ISSN 1979-858X; E-ISSN 2461-1190) is an Indonesian Accounting Journal published by the Department of Accounting, Faculty of Economic and Business, Syarif Hidayatullah State Islamic University. It specializes in Studies of Financial Accounting, Management Accounting, Sharia Accounting, ...