Methods: This study employs a quantitative approach using time series data from 2018 to 2024. The analytical method used is the Vector Error Correction Model (VECM), which is appropriate for analyzing both short-term and long-term relationships between macroeconomic variables and the trading volume of sharia stocks listed in the Jakarta Islamic Index (JII) 30. Result/Finding: The results of th…
Tujuan – Penelitian ini bertujuan untuk menganalisis pengaruh profitabilitas, leverage, dan ukuran perusahaan terhadap pengungkapan sustainability report pada perusahaan yang terdaftar di JII. Metode Penelitian – Penelitian ini menggunakan metode analisis regresi data panel, dengan populasinya adalah perusahaan-perusahaan yang terdaftar di JII pada periode tahun 2020-2022. Pengambi…
Objectives : This study aim to identify the response, influence, contribution scale and transmission effect time-span of macroeconomic and global economic uncertainty on the volatility of Islamic stock market indices, namely Jakarta Islamic Index (JII), FTSE BM Emas Malaysia Syariah, and Tadawul All-Share Index (TASI). Methodology : Vector Auto Regression (VAR)/ Vector Error Correlat…