Ditemukan 1 dokumen yang sesuai dengan query
Nika Pranata
"
The purpose of this study is to evaluate performance and volatility of Islamic and conventional
stock indices along with their determinant factor variables in Indonesia. The study adopts: (1) Capital
Asset Pricing Model (CAPM) to compare the performance of the Jakarta Islamic Index (JII) to
represent Islamic index and LQ45 to represent the conventional, (2) beta calculation to measure
volatility, and (3) Autoregressive Distributed Lag (ARDL) to capture the determinants and the reason
behind the outperformance. The data coverage is ...
"
Indonesian Institute of Sciences (LIPI), 2015
J-Pdf
Artikel Jurnal Universitas Indonesia Library
