YULIANSYAH, RIZKI (2013) PENGARUH INFLASI DAN SUKU BUNGA BI TERHADAP RETURN SAHAM SYARIAH YANG TERDAFTAR PADA JAKARTA ISLAMIC INDEX (JII). S1 thesis, Universitas Negeri Jakarta.
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Abstract
Rizki Yuliansyah, 2012; Effect of Inflation and BI Rate to Return of Sharia Stocks Listed in Jakarta Islamic Index (JII). The objectives of this study were: 1) To determine the effect of inflation to return of sharia stocks in Jakarta Islamic Index, 2) To determine the effect of BI rate to return of sharia stocks in Jakarta Islamic Index. The data used in this study are secondary data of inflation, BI rate, and the stock price in a monthly period. The population used in this study is the index time series in the form of lists companies listed on the Indonesia Stock Exchange in Jakarta Islamic Index (JII) over the period 2007 to 2011, amounting to 30 companies in each period. In testing analysis, researcher used multiple linear regression analysis test using SPSS 20 for Windows. The results of this study indicate that (1) Inflation effect on return of sharia stocks, in which the negative effect, (2) BI rate has no effect on return of sharia stocks. The results are supported by Aryo and Anak (2009). Keywords: Inflation, BI Rate, Return of Sharia Stocks
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