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Pengaruh Indeks Harga Saham Internasional Terhadap Harga Saham di Jakarta Islamic Index (JII)

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dc.contributor Fakultas Syariah
dc.contributor
dc.creator Faridatun, Annisa
dc.creator Azib, Azib
dc.creator Senjiati, Ifa Hanifia
dc.date 2018-07-29
dc.date.accessioned 2019-01-22T06:31:55Z
dc.date.available 2019-01-22T06:31:55Z
dc.identifier http://karyailmiah.unisba.ac.id/index.php/hukum_ekonomi_syariah/article/view/10576
dc.identifier.uri http://karyailmiah.unisba.ac.id/index.php/hukum_ekonomi_syariah/article/view/10576
dc.description Abstract. Syariah capital market in Indonesia are part of Syariah International capital market. International share prices can affect the condition of domestic Sharia stock prices. Stock price index describes the situation of the stock market, rising stock price index is also an indicator that marks a revival of the economy. This study aims to determine the development of international stock price index, stock price development Jakarta Islamic Index (JII), and testing the effect of international stock price indexes represented by Dow Jones Industrial Average Index (DJIA), Dubai Financial Market (DFM), The Financial Times Stock Exchange (FTSE), Hang Seng Index (HSI), Kuala Lumpur Stock Exchange (KLSE) ton stock prices at the Jakarta islamic index (JII) partial and simultaneous. The method used is quantitative approach. The analysis technique used is multiple linear regression, data used is monthly data from January 1, 2016 to December 31, 2017. The data analysis tool used is Eviews 8 software. Research result obtained that the development of international stock price index which represented by DJIA, DFM, FTSE, HSI and KLSE fluctuation. The development of JII stock price has decreased significantly in November 2016 and increased in March 2017. Partial analysis of DJIA, FTSE and HSI has a significant effect on JII, while DFM and KLSE has no effect on JII. And simultaneously DJIA, DFM, FTSE, HSI and KLSE significant effect to JII.Keywords: International Stock Price Index, Jakarta Islamic Index (JII).Abstrak. Pasar modal Syariah Indonesia merupakan bagian pasar modal Syariah Internasional. Harga saham internasional dapat mempengaruhi kondisi harga saham Syariah dalam negeri. Indeks harga saham menggambarkan situasi pasar saham, kenaikan indeks harga saham dijadikan indikator yang menandai kebangkitan ekonomi masyarakat Penelitian ini bertujuan untuk mengetahui perkembangan indeks harga saham internasional, perkembangan harga saham Jakarta Islamic Index (JII) dan menguji pengaruh indeks harga saham internasional yang diwakili Dow Jones Industrial Average Index (DJIA), Dubai Financial Market (DFM), The Financial Times Stock Exchange (FTSE), Hang Seng Index (HSI), Kuala Lumpur Stock Exchange (KLSE) terhadap harga saham di Jakarta Islamic Index (JII) secara parsial dan simultan. Metode penelitian yang digunakan adalah pendekatan kuantitatif.  Teknik analisis regresi linear berganda, data yang digunakan yaitu data bulanan periode 1 Januari 2016 hingga 31 Desember 2017. Alat analisis data yang digunakan adalah software Eviews 8.  Hasil Penelitian menunujukan perkembangan indeks harga saham internasional yang diwakili DJIA, DFM, FTSE, HSI dan KLSE mengalami fluktuasi. Perkembangan harga saham JII mengalami penurunan yang signifikan bulan November 2016 dan naik di bulan maret 2017. Analisis pengaruh secara parsial DJIA, FTSE dan HSI berpengaruh secara signifikan  terhadap JII sedangkan DFM dan KLSE tidak berpengaruh terhadap JII. Dan secara simultan DJIA, DFM, FTSE, HSI dan KLSE berpengaruh signifikan terhadap JII.Kata Kunci: Indeks Harga Saham Internasional, Jakarta Islamic Index (JII).
dc.description Abstract. Syariah capital market in Indonesia are part of Syariah International capital market. International share prices can affect the condition of domestic Sharia stock prices. Stock price index describes the situation of the stock market, rising stock price index is also an indicator that marks a revival of the economy. This study aims to determine the development of international stock price index, stock price development Jakarta Islamic Index (JII), and testing the effect of international stock price indexes represented by Dow Jones Industrial Average Index (DJIA), Dubai Financial Market (DFM), The Financial Times Stock Exchange (FTSE), Hang Seng Index (HSI), Kuala Lumpur Stock Exchange (KLSE) ton stock prices at the Jakarta islamic index (JII) partial and simultaneous. The method used is quantitative approach. The analysis technique used is multiple linear regression, data used is monthly data from January 1, 2016 to December 31, 2017. The data analysis tool used is Eviews 8 software. Research result obtained that the development of international stock price index which represented by DJIA, DFM, FTSE, HSI and KLSE fluctuation. The development of JII stock price has decreased significantly in November 2016 and increased in March 2017. Partial analysis of DJIA, FTSE and HSI has a significant effect on JII, while DFM and KLSE has no effect on JII. And simultaneously DJIA, DFM, FTSE, HSI and KLSE significant effect to JII.Keywords: International Stock Price Index, Jakarta Islamic Index (JII).Abstrak. Pasar modal Syariah Indonesia merupakan bagian pasar modal Syariah Internasional. Harga saham internasional dapat mempengaruhi kondisi harga saham Syariah dalam negeri. Indeks harga saham menggambarkan situasi pasar saham, kenaikan indeks harga saham dijadikan indikator yang menandai kebangkitan ekonomi masyarakat Penelitian ini bertujuan untuk mengetahui perkembangan indeks harga saham internasional, perkembangan harga saham Jakarta Islamic Index (JII) dan menguji pengaruh indeks harga saham internasional yang diwakili Dow Jones Industrial Average Index (DJIA), Dubai Financial Market (DFM), The Financial Times Stock Exchange (FTSE), Hang Seng Index (HSI), Kuala Lumpur Stock Exchange (KLSE) terhadap harga saham di Jakarta Islamic Index (JII) secara parsial dan simultan. Metode penelitian yang digunakan adalah pendekatan kuantitatif.  Teknik analisis regresi linear berganda, data yang digunakan yaitu data bulanan periode 1 Januari 2016 hingga 31 Desember 2017. Alat analisis data yang digunakan adalah software Eviews 8.  Hasil Penelitian menunujukan perkembangan indeks harga saham internasional yang diwakili DJIA, DFM, FTSE, HSI dan KLSE mengalami fluktuasi. Perkembangan harga saham JII mengalami penurunan yang signifikan bulan November 2016 dan naik di bulan maret 2017. Analisis pengaruh secara parsial DJIA, FTSE dan HSI berpengaruh secara signifikan  terhadap JII sedangkan DFM dan KLSE tidak berpengaruh terhadap JII. Dan secara simultan DJIA, DFM, FTSE, HSI dan KLSE berpengaruh signifikan terhadap JII.Kata Kunci: Indeks Harga Saham Internasional, Jakarta Islamic Index (JII).
dc.format application/pdf
dc.language eng
dc.publisher Prosiding Hukum Ekonomi Syariah
dc.publisher Prosiding Keuangan & Perbankan Syariah
dc.relation http://karyailmiah.unisba.ac.id/index.php/hukum_ekonomi_syariah/article/view/10576/pdf
dc.rights Copyright (c) 2018 Prosiding Hukum Ekonomi Syariah
dc.source Prosiding Hukum Ekonomi Syariah; Vol 4, No 2, Prosiding Hukum Ekonomi Syariah (Agustus, 2018); 536-543
dc.source Prosiding Keuangan & Perbankan Syariah; Vol 4, No 2, Prosiding Hukum Ekonomi Syariah (Agustus, 2018); 536-543
dc.source 2460-2159
dc.subject Hukum Ekonomi Syariah
dc.subject Indeks Harga Saham Internasional, Jakarta Islamic Index (JII).
dc.subject Syariah
dc.subject International Stock Price Index, Jakarta Islamic Index (JII)
dc.title Pengaruh Indeks Harga Saham Internasional Terhadap Harga Saham di Jakarta Islamic Index (JII)
dc.title Pengaruh Indeks Harga Saham Internasional Terhadap Harga Saham di Jakarta Islamic Index
dc.type info:eu-repo/semantics/article
dc.type info:eu-repo/semantics/publishedVersion
dc.type Peer-reviewed Article
dc.type Kuantitatif
dc.type Multiple Linear Regression


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