Indonesian Management and Accounting Research
Vol. 13 No. 2 (2014)

THE EFFECT ANALYSIS OF MACRO-ECONOMIC VARIABLES TOWARD INDONESIAN ISLAMIC STOCKS RETURN

Muhammad Zilal Hamzah (Unknown)
Tubagus Irmansah (Unknown)
Isnaini Mukti Azis (Unknown)

Article Info

Publish Date
02 Feb 2018

Abstract

 This study aims to determine the effect of macroeconomic variables on returns of Indonesian Islamic stocks (Jakarta Islamic Index). The sample data uses are returns of the Islamic stock index from 2005:01 - 2010:04. This study uses Ordinary Least Square (OLS) method and the application of panel data to assess the existence of any effect of the macroeconomic variables on stock returns of the Indonesian Islamic stocks. The results of this study exhibit that the Islamic stock returns are significant simultaneously, but insignificant partially.Keywords: macroeconomic variables, Islamic stock returns 

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Journal Info
Indonesian Management and Accounting Research
Website

Abbrev

imar

Publisher

Universitas Trisakti

Subject

Economics, Econometrics & Finance

Description

INDONESIA MANAGEMENT AND ACCOUNTING RESEARCH (IMAR) is a peer-reviewed journal published two times a year (January-June, July-December) by the Publisher Institute of the Faculty of Economics and Business, Universitas Trisakti (LPFEB Trisakti). IMAR is intended to be the journal for publishing ...