Ditapis dengan
The Greenspan effect : words that move the world's markets
Includes bibliographies and index
- Edisi
- -
- ISBN/ISSN
- 71349197
- Deskripsi Fisik
- xiii, 273 p. : ill. ; 24 cm.
- Judul Seri
- -
- No. Panggil
- 332.110973 SIC g
Performance of Conventional, Islamic, and Social Responsible Investement (SRI…
This paper investigates (i) the volatility of Indonesian Islamic, SRI, and Conventional equities, (ii) their serial correlation, and (iii) their dynamic correlation and relationship during the COVID-19 pandemic. Using MGARCH-DCC, our findings suggest that the Islamic index is most volatile but performs more efficiently than the others and exhibits no co-movement with Conventional and SRI during…
- Edisi
- Volume 8, number 4, 2022
- ISBN/ISSN
- 2460-6618
- Deskripsi Fisik
- 660 p.
- Judul Seri
- Journal of Islamic Monetary Economics and Finance
- No. Panggil
- -
Determinants of IPO Oversubscription on Islamic Stocks: Evidence from Indonesia
This study aims to investigate factors that affect IPO oversubscription on Islamic stocks. Using data of 202 IPOs indexed from Indonesia Sharia Stock Index, this study uses ordinary least squares and quantile regression to test the formulated hypothesis from 2011 to 2020. This study finds that issue price and issue size negatively affect IPO oversubscription. Meanwhile, firm size and raw return…
- Edisi
- Volume 8, number 3, 2022
- ISBN/ISSN
- 2460-6618
- Deskripsi Fisik
- 500 p.
- Judul Seri
- Journal of Islamic Monetary Economics and Finance
- No. Panggil
- -
Equity finance
Includes index
- Edisi
- -
- ISBN/ISSN
- 852974531
- Deskripsi Fisik
- 158 p. : ill. ; 24 cm.
- Judul Seri
- Financial risk management. Debt & equity markets
- No. Panggil
- 332.6322 COY e
Futures and options in risk management
Includes bibliographies and index
- Edisi
- 2nd ed
- ISBN/ISSN
- 1861523793
- Deskripsi Fisik
- xi, 606 p. : ill. 25 cm.
- Judul Seri
- -
- No. Panggil
- 332.645 WAT f
Driving shareholder value : value-building techniques for creating shareholde…
Includes bibliographies, index and tables
- Edisi
- -
- ISBN/ISSN
- 71359583
- Deskripsi Fisik
- xiii, 399 p. : ill. ; 24 cm.
- Judul Seri
- -
- No. Panggil
- 658.15 MOR d
Islamic Stock Portofolio Optimization Using Deep Reinforcement Learning
The Islamic principles in identifying stocks as Shari’ah principles have inevitability restrict the number of stocks that Muslims can invest in and consequently may affect the return from investment. In this paper, we examine the potential of Deep Reinforcement Learning in optimizing the portfolio returns of Islamic stocks. We model stock trading as a Markov Decision Process problem because o…
- Edisi
- Volume 8, number 2, 2022
- ISBN/ISSN
- 2460-6618
- Deskripsi Fisik
- 340 p.
- Judul Seri
- Journal of Islamic Monetary Economics and Finance
- No. Panggil
- -
Volatility Transmission of The Main Global Stock Return towards Indonesia
Volatility of stock returns is a very interesting phenomenon as it impacts the existence of global financial markets. Indeed, the impact of shocks in a country can be transmitted to markets in other countries through the mechanism of transmission, leading to financial instability in related markets (Liu et al., 1998). The present paper aims to determine the best model in describing the volatili…
- Edisi
- Vol. 20, Number 2, Oct. 2017
- ISBN/ISSN
- 14108046
- Deskripsi Fisik
- -
- Judul Seri
- -
- No. Panggil
- Bulletin of Monetary Economics and Banking
Return Seasonalities
A strategy that selects stocks based on their historical same-calendar-month returns earns an average return of 13% per year. We document similar return seasonalities in anomalies, commodities, and international stock market indices, as well as at the daily frequency. The seasonalities overwhelm unconditional differences in expected returns. The correlations between different seasonality strate…
- Edisi
- Vol. 71, Number 4, Aug. 2016
- ISBN/ISSN
- 00221082
- Deskripsi Fisik
- p. 1557-1590
- Judul Seri
- -
- No. Panggil
- The Journal of Finance
The Essays of Warren Buffett : lessons for corporate America 3rd ed
Includes index
- Edisi
- 3rd ed
- ISBN/ISSN
- 9781611634099
- Deskripsi Fisik
- 307 p. : ill. ; 26 cm
- Judul Seri
- -
- No. Panggil
- 332.6 BUF e
Investigating Volatility Behaviour: Empirical Evidence From Islamic Stock Ind…
The main purpose of this research is to apply five univariate GARCH models to the daily stock returns of four major sharia stock indices. Two symmetric versions of the GARCH model (GARCH and MGARCH) and three asymmetric versions (EGARCH, TGARCH and PGARCH) are employed to estimate and forecast the volatility of four major sharia indices. The results provide strong evidence that all models can …
- Edisi
- Volume 6, number 4, 2020
- ISBN/ISSN
- 2460-6618
- Deskripsi Fisik
- 934 p.
- Judul Seri
- Journal of Islamic Monetary Economics and Finance
- No. Panggil
- -
Valuation Risk and Asset Pricing
Standard representative-agent models fail to account for the weak correlation between stock returns and measurable fundamentals, such as consumption and output growth. This failing, which underlies virtually all modern asset pricing puzzles, arises because these models load all uncertainty onto the supply side of the economy. We propose a simple theory of asset pricing in which demand shocks pl…
- Edisi
- Vol. 71, Number 6, Dec. 2016
- ISBN/ISSN
- 221082
- Deskripsi Fisik
- p. 2861-2904
- Judul Seri
- -
- No. Panggil
- JOF7106
Corporate Scandals and Household Stock Market Participation
We show that, after the revelation of corporate fraud in a state, household stock market participation in that state decreases. Households decrease holdings in fraudulent as well as nonfraudulent firms, even if they do not hold stocks in fraudulent firms. Within a state, households with more lifetime experience of corporate fraud hold less equity. Following the exogenous increase in fraud revel…
- Edisi
- Vol. 71, Number 6, Dec. 2016
- ISBN/ISSN
- 221082
- Deskripsi Fisik
- p. 2591-2636
- Judul Seri
- -
- No. Panggil
- JOF7106
Trouncing the dow : a value-based method for making huge profits
Includes bibliographies and index
- Edisi
- -
- ISBN/ISSN
- 70383014
- Deskripsi Fisik
- xix, 284 p. : ill. ; 24 cm.
- Judul Seri
- -
- No. Panggil
- 332.6322 LEE t
Analisis Pengaruh Auditor Perempuan dan Kualitas Audit terhadap Stock Price C…
Masalah keagenan dan asimetri informasi dapat meningkatkan kemungkinan terjadinya risiko penurunan harga saham secara signifikan. Penelitian ini bertujuan untuk menguji hubungan antara auditor perempuan, kualitas audit terhadap risiko penurunan harga saham secara signifikan, khususnya apakah auditor perempuan dapat mengurangi risiko penurunan harga saham secara signifikan karena keengganan mere…
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xii, 78 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- T 715/23
Analisis Determinan Likuditas Surat Berharga Syariah Negara (SBSN) di Pasar S…
-
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xiii, 84 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- T 714/23
Short-Term Overreaction Of Islamic Stocks To Specific Events In Indonesia
Overreaction is a phenomenon caused by stock market inefficiencies and also a reaction to certain events. Das and Krishnakumar (2016) explain that some overreaction phenomena violate the theory of capital market efficiency. As experienced by other stocks, Islamic stocks also probably experience market inefficiencies. This study aims to analyse the phenomenon of overreaction in Islamic stocks, …
- Edisi
- Volume 6, number 1, 2020
- ISBN/ISSN
- 2460-6618
- Deskripsi Fisik
- 242 p.
- Judul Seri
- Journal of Islamic Monetary Economics and Finance
- No. Panggil
- -
The Little book of valuation : how to value a company, pick a stock and profit
Includes tables
- Edisi
- -
- ISBN/ISSN
- 9781118004777
- Deskripsi Fisik
- xvii, 230 p. : ill. ; 19 cm.
- Judul Seri
- -
- No. Panggil
- 332.63221 DAM l
Does Floor Trading Matter?
Although algorithmic trading now dominates financial markets, some exchanges continue to use human floor traders. On March 23, 2020 the NYSE suspended floor trading because of COVID-19. Using a difference-in-differences analysis around the closure of the floor, we find that floor traders are important contributors to market quality. The suspension of floor trading leads to higher spreads and la…
- Edisi
- Volume 80, Issue 1, February 2025, Pages 375-414
- ISBN/ISSN
- 1540-6261
- Deskripsi Fisik
- ill, chart, table, grafik, 649 hal, 20 cm
- Judul Seri
- -
- No. Panggil
- -
Analisis Pengaruh Struktur Modal terhadap Kinerja Perusahaan dengan Kepemilik…
Penelitian ini meneliti pengaruh struktur modal terhadap kinerja keuangan perusahaan dengan kepemilikan manajerial sebagai moderasi. Sampel penelitian terdiri dari 63 perusahaan publik yang terdaftar papan utama Bursa Efek Indonesia antara 2011 dan 2022. Teknik data panel digunakan untuk menganalisis bagaimana struktur modal berpengaruh terhadap ROA, ROE dan Tobin’s Q serta bagaimana struktur…
- Edisi
- -
- ISBN/ISSN
- -
- Deskripsi Fisik
- xiii, 91 p. : il. ; 30 cm.
- Judul Seri
- -
- No. Panggil
- T 490/24
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