Browsing by Subject "macroeconomic variables, stock returns, Jakarta Islamic Index (JII), Arbitrage Pricing Theory, Vector Autoregressive (VAR), Schwarz Information Criteria (SIC), Akaike Information Criteria (AIC), forecasting"
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THE ANALYSIS OF SELECTED VARIABLES THAT Macroeconomic Influence STOCK RETURNS 'Jakarta Islamic Index (JII) AND ITS VECTOR autoregressive (VAR) FORECASTING CASE STUDY: 10 companies listed in the Jakarta Islamic Index for the period 2008 to 2012
(BULETIN EKONOMI JURNAL MANAJEMEN, AKUNTANSI DAN EKONOMI PEMBANGUNAN UPN YOGYAARTA, 2014-12)The main objectives of this study is to analyze the influence of macroeconomic variables to stock returns of 10 companies listed in Jakarta Islamic Index (JII) Indonesia Stock Exchange Market in the Arbitrage Pricing Theory ...