Pengujian Beta Konsumsi dan Implikasinya Terhadap Imbal Hasil Saham Syariah di Indonesia dengan Mempertimbangkan Variabel Makro Ekonomi

Pengujian Beta Konsumsi dan Implikasinya Terhadap Imbal Hasil Saham Syariah di Indonesia dengan Mempertimbangkan Variabel Makro Ekonomi

This study aims to determine the effect of consumption beta on Islamic stock returns. The research model used Breeden's (1979) CCAPM model by adding macroeconomic variables as control variables in the first regression test. The sample selection used a purposive sampling technique and obtained 2...

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Bibliographic Details
Main Authors: Anita Anita, Ratu Humaemah, Asep Dadan Suganda
Format: Article
Language:English
Published: Universitas Islam Negeri Syarif Hidayatullah Jakarta 2021-01-01
Series:Esensi: Jurnal Bisnis dan Manajemen
Subjects:
consumption beta
retun of islamic stock
ccapm
breeden
Online Access:http://journal.uinjkt.ac.id/index.php/esensi/article/view/18383

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