Universitas Syiah Kuala | ELECTRONIC THESES AND DISSERTATION

Electronic Theses and Dissertation

Universitas Syiah Kuala

ANALISIS RETURN SAHAM DAN MONTHLY EFFECTPADA PASAR MODAL DI INDONESIA DAN MAL…

Zulva Alvi Vakhira

ABSTRACT This research aims to test the differences between Conventional and Islamic stock returns in the Indonesian and Malaysian capital markets. It also attempts to test the Monthly effect on stock returns in the Indonesian and Malaysian Capital Markets, covers period between 2004 and 2013. This test using closing price of each month of the Jakarta Stock Exchange Index (JKSE), Kuala Lumpur Stock Exchange (KLSE) Jakarta Islamic Index (JII) and the FTSE Bursa Malaysia Hijrah Shariah I…


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