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References
- Abdur Rofiq. 2008. Studi Komparatif Terhadap Kinerja Saham Syariah di Indonesia dengan Malaysia, skripsi, Fakultas Ekonomi Universitas Islam Negri (UIN) Malang
- Abdul Rahman, Azhar, Mohd Azlan Yahya, and Mohd Herry Mohd Nasir. 2010. “Islamic Norms for Stock Screening.” International Journal of Islamic and Middle Eastern Finance and Management 3(3): 228 40.http://www.emeraldinsight.com/doi/ abs/10.1108/17538391011072426.
- Abdullah, F., Hassan, T., and Mohamad, S. (2007). Investigation of performance of Malaysian Islamic unit trust funds. Managerial Finance (33): 142-153.
- Allen, F. and Faulhauber, G. (1989). Signaling by underpricing in the IPO market. Journal of Financial Economics (23): 303-323.
- Aryanto, Agus. 2013. Perbandingan Portofolio Saham dengan Model Indeks Tunggal antara JII dengan FTSE Bursa Malaysia EMAS Sahariah Index di Malaysia Periode Tahun 2010-2012. Skripsi. Fakultas Ekonomi Universitas Islam Negeri Maulana Malik Ibrahim Malang.
- Aziz, Hassanuddeen A. dan Todi Kurniawan. “Modelling the Volatility of Shari‘ah Index: Evidence from Kuala Lumpur Shari‘ah Index (KLSI) and The Jakarta Islamic Index (JII).” The International Conference on Islamic Capital Market: Regulation Products and Practise with Relevance to Islamic Banking and Finance. Jakarta: Muamalat Institute – IRTI IDB, 2007.
- Baron, D. P. and Holmstrom, B. (1980). The investment banking contract for new issues under asymmetric information: delegation and the incentive problem. The Journal of Finance (35): 1115-1138.
- Bart, J, 1992, “International Diversification: Part I – Risk Reduction & Return Enhancement”, Canadian Shareower 5: 10-11
- Badan Pengawas Pasar Modal, 2004, Studi tentang Investasi Syariah di Pasar ModalIndonesia,www.bapepam.go.id/pasar_modal/publikasi_pm/kajian_pm/studi pm_ syariah.pdf, diakses 11 Maret 2012).
- Bursa Efek Indonesia. 2008. Buku Panduan Indeks Harga Saham Bursa Efek Indonesia. (Online), (http://idx.co.id, diakses 18 November 2009).
- Chapakia, Hamdia dan Yulizar D. Sanrego. “An Empirical Analisys of Islamic Stock Return in Malaysia.” The International Conference on Islamic Capital Market: Regulation Products and Practise with Relevance to Islamic Banking and
- Finance. Jakarta: Muamalat Institute – IRTI IDB, 2007
- Dewi, Miranti Kartika dan Ilham Reza Ferdian. 2012. Evaluating Performance of Islamic Mutual Funds in Indonesia and Malaysia. Journal of Applied Economics and Business Research JAEBR, 2(1): 11-33.
- Derigs, Ulrich, and Shehab Marzban. 2009.“New Strategies and a New Paradigm for Shariah-Compliant Portfolio Optimization.” Journal of Banking and Finance 33(6): 1166–76. http://dx.doi.org/10.1016/j.jbankfin.200 8.12.011. Elton, E.J, and Grubber, 1995, Modern Portfolio Theory and Invesment Analysis 5th ed, John Wiley & Sons, New York
- Fabbozi, Frank J, 1999, Manajemen investasi, Salemba Empat, Jakarta
- Hakim, Sam dan Manochehr Rashidian. “Risk and Return of Islamic Stock Market Indexes.” www.kantakji.org. Samer Kantakji, 2002.
- Halim, Abdul, Analisis Investasi, Jakarta: Salemba Empat, 2005.
- Hanafi, S. M. (2011). Perbandingan kriteria syari’ah pada indeks saham syari’ah Indonesia, Malaysia, dan Dow Jones. Jurnal Ilmu Syari’ah dan Hukum (45):
- Hassan, A., Antoniu, A., and Paudyal, D. K. (2005). Impact of ethical screening on investment performance: the case of the Dow Jones and Islamic Index. Islamic Economic Studies (12): 67-97.
- Himpunan Fatwa DSN MUI, (Ciputat: Gaung Persada), 2006
- Ho, Catherine S.F. 2015. “International Comparison of Shari’ah Compliance Screening Standards.” International Journal of Islamic and Middle Eastern Financial Management 8(4): 491–507
- Hussein, Khaled A. “Islamic Investment: Evidence from Dow Jones and FTSE Indices.” International Conference on Islamic Economics and Finance – Islamic Economics and Banking in The 21st Century. Jakarta: BI – IRTI IDB – IAIE – UI, 2005.
- Index, Dow Jones. “Guide to The Dow Jones Islamic Market Index,” www.djindex.com. New York: Dow Jones Index, 2003.
- Jobson and Korkie, 1981, ”The Trouble with Performance Measuremen Comment”, Journal of Portofolio Management, Winter
- Jogiyanto, 2003, Analisis Investasi dan Teori Portofolio, Gajah Mada Press,
- Yogyakarta.
- Jones, Charles P, 2000, Investment Analysis and Management 7th ed, USA: John Wiley & Sons, Inc
- Keputusan DSN-MUI No. 40/DSN-MUI/X/2003
- Keputusan Ketua Bapepam-LK Nomor: KEP.-130/BL/2006 Tentang Penerbitan Efek Syariah dengan lampiran pada Angka 2 huruf a Peraturan IX.A.13
- Lee, Ian B., (2005), Efficiency and Ethics in the Debate About Shareholder Primacy, University of Toronto Faculty of Law October 2005 http://ssrn.com/abstract=778765
- Mifrahi, M.N. (2013) Perbandingan Kinerja Saham Syariah Berbasis Syariah Stock Screening yang berlaku di Inndonesi, Malaysia dan Gabungan Keduanya. Jurnal EKBISI : hal 214-232
- M.h. Khatkhatay dan shariq nisar, investment in stocks: a critical review of dow jones shariah screening norms Paper presented at the International Conference on Islamic Capital Markets held in Jakarta, Indonesia, during August 27-29, 2007 jointly organized by Islamic Research and Training Institute (IRTI) of the Islamic Development Bank (IDB), Jeddah, Saudi Arabia, and Muamalat Institute, Jakarta, Indonesia.
- Robert Ang, 1997, Pasar Modal Indonesia, Mediasoft, Indonesia
- Sartono, R Agus dan Sri Zulaihati, 1998, “Rasionalitas Investor Terhadap Pemilihan Saham dan Penentuan Portofolio Optimal dengan Model Indeks Tunggal di BEJ”, Kelola, No.17/VII/1998.
- Sharpe, William F, 1995, “Risk, Market Sensitivy and Diversification”, Financial
- Analysist Journal, Januari-Februari, pp. 84-88
- Statman, Meir, 1987, “How Many Stocks Make a Diversified Portofolio”, Journal of Financial and Quantitative Analysis, Vol.22 no.2 September
- Tandelilin, Eduardus, 2001, Analisis Investasi dan Manajemen Portofolio, BPFE, Yogyakarta.
- www.djindexes.com.
- www.sc.com.my dan icm@bursamalaysia.com
References
Abdur Rofiq. 2008. Studi Komparatif Terhadap Kinerja Saham Syariah di Indonesia dengan Malaysia, skripsi, Fakultas Ekonomi Universitas Islam Negri (UIN) Malang
Abdul Rahman, Azhar, Mohd Azlan Yahya, and Mohd Herry Mohd Nasir. 2010. “Islamic Norms for Stock Screening.” International Journal of Islamic and Middle Eastern Finance and Management 3(3): 228 40.http://www.emeraldinsight.com/doi/ abs/10.1108/17538391011072426.
Abdullah, F., Hassan, T., and Mohamad, S. (2007). Investigation of performance of Malaysian Islamic unit trust funds. Managerial Finance (33): 142-153.
Allen, F. and Faulhauber, G. (1989). Signaling by underpricing in the IPO market. Journal of Financial Economics (23): 303-323.
Aryanto, Agus. 2013. Perbandingan Portofolio Saham dengan Model Indeks Tunggal antara JII dengan FTSE Bursa Malaysia EMAS Sahariah Index di Malaysia Periode Tahun 2010-2012. Skripsi. Fakultas Ekonomi Universitas Islam Negeri Maulana Malik Ibrahim Malang.
Aziz, Hassanuddeen A. dan Todi Kurniawan. “Modelling the Volatility of Shari‘ah Index: Evidence from Kuala Lumpur Shari‘ah Index (KLSI) and The Jakarta Islamic Index (JII).” The International Conference on Islamic Capital Market: Regulation Products and Practise with Relevance to Islamic Banking and Finance. Jakarta: Muamalat Institute – IRTI IDB, 2007.
Baron, D. P. and Holmstrom, B. (1980). The investment banking contract for new issues under asymmetric information: delegation and the incentive problem. The Journal of Finance (35): 1115-1138.
Bart, J, 1992, “International Diversification: Part I – Risk Reduction & Return Enhancement”, Canadian Shareower 5: 10-11
Badan Pengawas Pasar Modal, 2004, Studi tentang Investasi Syariah di Pasar ModalIndonesia,www.bapepam.go.id/pasar_modal/publikasi_pm/kajian_pm/studi pm_ syariah.pdf, diakses 11 Maret 2012).
Bursa Efek Indonesia. 2008. Buku Panduan Indeks Harga Saham Bursa Efek Indonesia. (Online), (http://idx.co.id, diakses 18 November 2009).
Chapakia, Hamdia dan Yulizar D. Sanrego. “An Empirical Analisys of Islamic Stock Return in Malaysia.” The International Conference on Islamic Capital Market: Regulation Products and Practise with Relevance to Islamic Banking and
Finance. Jakarta: Muamalat Institute – IRTI IDB, 2007
Dewi, Miranti Kartika dan Ilham Reza Ferdian. 2012. Evaluating Performance of Islamic Mutual Funds in Indonesia and Malaysia. Journal of Applied Economics and Business Research JAEBR, 2(1): 11-33.
Derigs, Ulrich, and Shehab Marzban. 2009.“New Strategies and a New Paradigm for Shariah-Compliant Portfolio Optimization.” Journal of Banking and Finance 33(6): 1166–76. http://dx.doi.org/10.1016/j.jbankfin.200 8.12.011. Elton, E.J, and Grubber, 1995, Modern Portfolio Theory and Invesment Analysis 5th ed, John Wiley & Sons, New York
Fabbozi, Frank J, 1999, Manajemen investasi, Salemba Empat, Jakarta
Hakim, Sam dan Manochehr Rashidian. “Risk and Return of Islamic Stock Market Indexes.” www.kantakji.org. Samer Kantakji, 2002.
Halim, Abdul, Analisis Investasi, Jakarta: Salemba Empat, 2005.
Hanafi, S. M. (2011). Perbandingan kriteria syari’ah pada indeks saham syari’ah Indonesia, Malaysia, dan Dow Jones. Jurnal Ilmu Syari’ah dan Hukum (45):
Hassan, A., Antoniu, A., and Paudyal, D. K. (2005). Impact of ethical screening on investment performance: the case of the Dow Jones and Islamic Index. Islamic Economic Studies (12): 67-97.
Himpunan Fatwa DSN MUI, (Ciputat: Gaung Persada), 2006
Ho, Catherine S.F. 2015. “International Comparison of Shari’ah Compliance Screening Standards.” International Journal of Islamic and Middle Eastern Financial Management 8(4): 491–507
Hussein, Khaled A. “Islamic Investment: Evidence from Dow Jones and FTSE Indices.” International Conference on Islamic Economics and Finance – Islamic Economics and Banking in The 21st Century. Jakarta: BI – IRTI IDB – IAIE – UI, 2005.
Index, Dow Jones. “Guide to The Dow Jones Islamic Market Index,” www.djindex.com. New York: Dow Jones Index, 2003.
Jobson and Korkie, 1981, ”The Trouble with Performance Measuremen Comment”, Journal of Portofolio Management, Winter
Jogiyanto, 2003, Analisis Investasi dan Teori Portofolio, Gajah Mada Press,
Yogyakarta.
Jones, Charles P, 2000, Investment Analysis and Management 7th ed, USA: John Wiley & Sons, Inc
Keputusan DSN-MUI No. 40/DSN-MUI/X/2003
Keputusan Ketua Bapepam-LK Nomor: KEP.-130/BL/2006 Tentang Penerbitan Efek Syariah dengan lampiran pada Angka 2 huruf a Peraturan IX.A.13
Lee, Ian B., (2005), Efficiency and Ethics in the Debate About Shareholder Primacy, University of Toronto Faculty of Law October 2005 http://ssrn.com/abstract=778765
Mifrahi, M.N. (2013) Perbandingan Kinerja Saham Syariah Berbasis Syariah Stock Screening yang berlaku di Inndonesi, Malaysia dan Gabungan Keduanya. Jurnal EKBISI : hal 214-232
M.h. Khatkhatay dan shariq nisar, investment in stocks: a critical review of dow jones shariah screening norms Paper presented at the International Conference on Islamic Capital Markets held in Jakarta, Indonesia, during August 27-29, 2007 jointly organized by Islamic Research and Training Institute (IRTI) of the Islamic Development Bank (IDB), Jeddah, Saudi Arabia, and Muamalat Institute, Jakarta, Indonesia.
Robert Ang, 1997, Pasar Modal Indonesia, Mediasoft, Indonesia
Sartono, R Agus dan Sri Zulaihati, 1998, “Rasionalitas Investor Terhadap Pemilihan Saham dan Penentuan Portofolio Optimal dengan Model Indeks Tunggal di BEJ”, Kelola, No.17/VII/1998.
Sharpe, William F, 1995, “Risk, Market Sensitivy and Diversification”, Financial
Analysist Journal, Januari-Februari, pp. 84-88
Statman, Meir, 1987, “How Many Stocks Make a Diversified Portofolio”, Journal of Financial and Quantitative Analysis, Vol.22 no.2 September
Tandelilin, Eduardus, 2001, Analisis Investasi dan Manajemen Portofolio, BPFE, Yogyakarta.
www.djindexes.com.
www.sc.com.my dan icm@bursamalaysia.com